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

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Modelling and control of energy consumption is an important problem in telecommunication systems.To model such systems, this paper publishes a bounded multi-vacation queue model. The energy consumption predicted by the model shows an…

Performance · Computer Science 2020-11-20 Jie Chen

This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in…

Probability · Mathematics 2012-01-10 Krzysztof Debicki , Kamil Marcin Kosinski , Michel Mandjes

We investigate an optimal scheduling problem in a discrete-time system of L parallel queues that are served by K identical, randomly connected servers. Each queue may be connected to a subset of the K servers during any given time slot.…

Information Theory · Computer Science 2016-10-05 Hussein Al-Zubaidy , Ioannis Lambadaris , Yannis Viniotis

There are many methods developed to mitigate transients induced when abruptly changing dynamic algorithms such as those found in digital filters or controllers. These "bumpless transfer" methods have a computational burden to them and take…

Systems and Control · Computer Science 2018-08-24 Michael Giardino , Wayne Maxwell , Bonnie Ferri , Aldo Ferri

We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…

Probability · Mathematics 2013-04-09 Anup Biswas

We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function is non-convex, first-order methods have been empirically…

Optimization and Control · Mathematics 2025-11-11 Xin Chen , Linwei Xin , Minda Zhao

Considering a Manhattan mobility model in vehicle-to-vehicle networks, this work studies a power minimization problem subject to second-order statistical constraints on latency and reliability, captured by a network-wide maximal data queue…

Networking and Internet Architecture · Computer Science 2018-10-30 Chen-Feng Liu , Mehdi Bennis

Our goal is to estimate the characteristic exponent of the input to a L\'evy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the…

Probability · Mathematics 2024-08-29 Dennis Nieman , Michel Mandjes , Liron Ravner

A simple analytical solution is proposed for the stationary loss system of two parallel queues with finite capacity $K$, in which new customers join the shortest queue, or one of the two with equal probability if their lengths are equal.…

Probability · Mathematics 2017-12-13 Plinio S. Dester , Christine Fricker , Danielle Tibi

This paper presents a second-order heavy traffic analysis of a single server queue that processes customers having deadlines using the earliest-deadline-first scheduling policy. For such systems, referred to as real-time queueing systems,…

Probability · Mathematics 2007-05-23 Łukasz Kruk , John Lehoczky , Steven Shreve

This paper studies an important rate allocation problem that arises in many networked and distributed systems: steady-state traffic rate allocation from multiple sources to multiple service nodes when both (i) the access-path delay on each…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-04 Tamoghna Sarkar , Bhaskar Krishnamachari

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

The identification of Linear Time-Varying (LTV) systems from input-output data is a fundamental yet challenging ill-posed inverse problem. This work introduces a unified Bayesian framework that models the system's impulse response, $h(t,…

Machine Learning · Statistics 2026-04-01 Yaniv Shulman

We present a novel theoretical result on estimation of local time and occupation time measure of an {\alpha}-stable L\'evy process with {\alpha} in (1, 2). Our approach is based upon computing the conditional expectation of the desired…

Probability · Mathematics 2024-01-30 Chiara Amorino , Arturo Jaramillo , Mark Podolskij

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

Load balancing across parallel servers is an important class of congestion control problems that arises in service systems. An effective load balancer relies heavily on accurate, real-time congestion information to make routing decisions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Gal Mendelson , Xu Kuang

This paper proposes a centralized and a distributed sub-optimal control strategy to maintain in safe regions the real-time transient frequencies of a given collection of buses, and simultaneously preserve asymptotic stability of the entire…

Systems and Control · Computer Science 2018-09-18 Yifu Zhang , Jorge Cortes

We consider a service system model primarily motivated by the problem of efficient assignment of virtual machines to physical host machines in a network cloud, so that the number of occupied hosts is minimized. There are multiple input…

Optimization and Control · Mathematics 2012-06-05 Alexander Stolyar

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We consider learning-based variants of the $c \mu$ rule for scheduling in single and parallel server settings of multi-class queueing systems. In the single server setting, the $c \mu$ rule is known to minimize the expected holding-cost…

Performance · Computer Science 2018-07-03 Subhashini Krishnasamy , Ari Arapostathis , Ramesh Johari , Sanjay Shakkottai