Related papers: Diffusion Approximations for Double-ended Queues w…
In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…
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…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
We consider the stability of robust scheduling policies for multiclass queueing networks. These are open networks with arbitrary routing matrix and several disjoint groups of queues in which at most one queue can be served at a time. The…
A discrete-time batch service queue with batch renewal input and random serving capacity rule under the late arrival delayed access system (LAS-DA), has recently appeared in the literature [2]. In this paper, we consider the same model…
In this paper we consider a wide class of discrete diffusion load balancing algorithms. The problem is defined as follows. We are given an interconnection network and a number of load items, which are arbitrarily distributed among the nodes…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly…
We study an ordinary differential equation (ODE) arising as the many-server heavy-traffic fluid limit of a sequence of overloaded Markovian queueing models with two customer classes and two service pools. The system, known as the X model in…
These days enterprise applications try to integrate online processing and batch jobs into a common software stack for seamless monitoring and driverless operations. Continuous integration of these systems results in choking of the poorly…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
We consider three parallel service models in which customers of several types are served by several types of servers subject to a bipartite compatibility graph, and the service policy is first come first served. Two of the models have a…
We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximations to the (re-scaled) number-in-system process by proving…
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…
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…
We consider the $N$-model queueing system with a waiting time dependent threshold on the diagonal: the service discipline is First--Come--First--Served, but type-1 jobs can only be served by server 2 if their waiting time exceeds a…
Upon arrival to a ticket queue, a customer is offered a slip of paper with a number on it and is told the number of the customer currently in service. The arriving customer then chooses whether to take the slip or balk, a decision based on…
Consider the single server queue with an infinite buffer and a FIFO discipline, either of type M/M/1 or Geom/Geom/1. Denote by A the arrival process and by s the services. Assume the stability condition to be satisfied. Denote by D the…