Related papers: Transient error approximation in a L\'evy queue

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

A fluctuation theory and, in particular, a theory of scale functions is developed for upwards skip-free L\'evy chains, i.e. for right-continuous random walks embedded into continuous time as compound Poisson processes. This is done by…

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

The reliable operation of large-scale electric power networks is increasingly challenging, particularly with the integration of stochastic renewable generation. In this work, we address the problem of minimizing network transients by…

We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…

We propose a resource distribution strategy to reduce the average travel time in a transportation network given a fixed generation rate. Suppose that there are essential resources to avoid congestion in the network as well as some extra…

We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…

Tandem queues with finite buffer capacity commonly exist in practical applications. By viewing a tandem queue as an integrated system, an innovative approach has been developed to analyze its performance through the insight from reduction…

This self-contained discussion relates the long-run average holding cost per unit time to the long-run average response time per customer in a $G/G/1$ queue with no assumption made on the order of service. The only restriction established…

In this paper we present new theoretical results on optimal estimation of certain random quantities based on high frequency observations of a L\'evy process. More specifically, we investigate the asymptotic theory for the conditional mean…

This paper assesses the transient stability of a synchronous machine connected to an infinite bus through the notion of invariant sets. The problem of computing a conservative approximation of the maximal positive invariant set is…

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

This paper studies a stochastic congested location problem in the network of a service system that consists of facilities to be established in a finite number of candidate locations. Population zones allocated to each open service facility…

We consider the problem of simultaneous scheduling and resource allocation of an incoming flow of requests to a set of computing units. By representing each computing unit as a node, we model the overall system as a multi-queue scheme.…

Online identification of post-contingency transient stability is essential in power system control, as it facilitates the grid operator to decide and coordinate system failure correction control actions. Utilizing machine learning methods…

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

We study a control problem for queueing systems where customers may return for additional episodes of service after their initial service completion. At each service completion epoch, the decision maker can choose to reduce the probability…

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…