Related papers: Transient error approximation in a L\'evy queue
Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…
The problem of efficient resource allocation has drawn significant attention in many scientific disciplines due to its direct societal benefits, such as energy savings. Traditional approaches in addressing online resource allocation…
In many random search processes of interest in chemistry, biology or during rescue operations, an entity must find a specific target site before the latter becomes inactive, no longer available for reaction or lost. We present exact results…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
Queuing network control determines the allocation of scarce resources to manage congestion, a fundamental problem in manufacturing, communications, and healthcare. Compared to standard RL problems, queueing problems are distinguished by…
We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…
Products with intermittent demand are characterized by a high risk of sales losses and obsolescence due to the sporadic occurrence of demand events. Generally, both point forecasting and probabilistic forecasting approaches are applied to…
In this paper we consider a ring of $N\ge 1$ queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from queue to queue), there is a switch-over period and then the…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
We study the problem of minimizing total completion time on parallel machines subject to varying processing capacity. In this paper, we develop an approximation scheme for the problem under the data stream model where the input data is…
In this thesis, we study the optimal tradeoff of average delay, average service cost, and average utility for single server queueing models, with and without admission control. The continuous time and discrete time queueing models that we…
We study a variation of the canonical online resource allocation problem in which resources are throughput, rather than budget, constrained. As in the classical setting, the decision-maker must assign sequentially arriving jobs to one of…
Due to the presence of buffers in the inner network nodes, each congestion event leads to buffer queueing and thus to an increasing end-to-end delay. In the case of delay sensitive applications, a large delay might not be acceptable and a…
In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of L\'evy input, covering compound Poisson, $\alpha$-stable L\'evy motion (with $1<\alpha<2$), and Brownian…
We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
We study the sojourn time in a queueing system with a single exponential server, serving a Poisson stream of customers in order of arrival. Service is provided at low or high rate, which can be adapted at exponential inspection times. When…