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Optimal stopping problems give rise to random distributions describing how many applicants the decision-maker will sample or interview before choosing one, a quantity sometimes referred to as the search time or process duration. This…

Applications · Statistics 2019-12-13 Simon Demers

Two models of a queue are proposed: a human queue and two lines of vehicles before a narrowing. In both models, a queuer tries to evaluate his waiting time, taking into account the delay caused by intruders who jump to the queue front. As…

Physics and Society · Physics 2023-07-19 M. J. Krawczyk , P. Gronek , M. Nawojczyk , K. Kulakowski

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

A variant of the well-known Set Covering Problem is studied in this paper, where subsets of a collection have to be selected, and pairwise conflicts among subsets of items exist. The selection of each subset has a cost, and the inclusion of…

Optimization and Control · Mathematics 2025-04-22 Roberto Montemanni , Derek H. Smith

This paper presents exact derivations of the first two moments of the total picking time in a warehouse for four routing heuristics, under the assumption of random storage. The analysis is done for general order size distributions and…

Probability · Mathematics 2025-03-07 Tim Engels , Ivo Adan , Onno Boxma , Jacques Resing

In a near future drones are likely to become a viable way of distributing parcels in a urban environment. In this paper we consider the parallel drone scheduling traveling salesman problem, where a set of customers requiring a delivery is…

Optimization and Control · Mathematics 2022-10-31 Mauro Dell'Amico , Roberto Montemanni , Stefano Novellani

We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. Basic technical idea of…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Naoya Sazuka , Jun-ichi Inoue

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

We study coverage processes in which each draw reveals a subset of $[n]$, and the goal is to determine the expected number of draws until all items are seen at least once. A classical example is the Coupon Collector's Problem, where each…

Information Theory · Computer Science 2025-10-30 Yitzchak Grunbaum , Eitan Yaakobi

This article deals with asynchronous server vacation and customer retrial facility in a multi-server queueing-inventory system. The Poisson process governs the arrival of a customer. The system is comprised of c identical servers, a…

Optimization and Control · Mathematics 2023-07-31 K. Jeganathan , T. Harikrishnan , K. Prasanna Lakshmi , D. Nagarajan

We study the problem of how to coordinate the actions of independent agents in a distributed system where message arrival times are unbounded, but are determined by an exponential probability distribution. Asynchronous protocols executed in…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-10 Ariel Livshits , Yoram Moses

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…

Probability · Mathematics 2017-05-02 Marko Boon , Onno Boxma , Offer Kella , Masakiyo Miyazawa

A typical polling system consists of a number of queues, attended by a single server in a fixed order. The vast majority of papers on polling systems focusses on Poisson arrivals, whereas very few results are available for general arrivals.…

Probability · Mathematics 2014-08-04 Marko Boon , Erik Winands , Ivo Adan , Sandra van Wijk

Consider infinite random words over a finite alphabet where the letters occur as an i.i.d. sequence according to some arbitrary distribution on the alphabet. The expectation and the variance of the waiting time for the first completed…

Combinatorics · Mathematics 2017-09-13 Uta Freiberg , Clemens Heuberger , Helmut Prodinger

Arrival times of requests to print in a student laboratory were analyzed. Inter-arrival times between subsequent requests follow a universal scaling law relating time intervals and the size of the request, indicating a scale invariant…

Performance · Computer Science 2011-11-09 Uli Harder , Maya Paczuski

In this paper we study the classical problem of throughput maximization. In this problem we have a collection $J$ of $n$ jobs, each having a release time $r_j$, deadline $d_j$, and processing time $p_j$. They have to be scheduled…

Data Structures and Algorithms · Computer Science 2020-02-14 Dylan Hyatt-Denesik , Mirmahdi Rahgoshay , Mohammad R. Salavatipour

This paper presents the pessimistic time complexity analysis of the parallel algorithm for minimizing the fleet size in the pickup and delivery problem with time windows. We show how to estimate the pessimistic complexity step by step. This…

Data Structures and Algorithms · Computer Science 2017-04-25 Miroslaw Blocho , Jakub Nalepa

Consider a customer who needs to fulfill a shopping list, and also a personal shopper who is willing to buy and resell to customers the goods in their shopping lists. It is in the personal shopper's best interest to find (shopping) routes…

Databases · Computer Science 2020-09-28 Samiul Anwar , Francesco Lettich , Mario A. Nascimento

We consider the distributed version of the Multiple Knapsack Problem (MKP), where $m$ items are to be distributed amongst $n$ processors, each with a knapsack. We propose different distributed approximation algorithms with a tradeoff…

Data Structures and Algorithms · Computer Science 2017-02-06 Ananth Murthy , Chandan Yeshwanth , Shrisha Rao

Using data from a live trading experiment on the Binance Bitcoin perpetual, we examine the effects of (i) basic order book mechanics and (ii) the persistence of price changes from immediate to short timescales, revealing the interplay…

Trading and Market Microstructure · Quantitative Finance 2025-11-25 Jakob Albers , Mihai Cucuringu , Sam Howison , Alexander Y. Shestopaloff