Related papers: Queues Driven by Hawkes Processes
Many self-exciting systems change because endogenous amplification, as opposed to exogenous forcing, varies. We study a Hawkes process with fixed background rate and kernel, but piecewise time-varying productivity. For exponential kernels…
The present paper provides exact mathematical expressions for the high-order moments of spiking activity in a recurrently-connected network of linear Hawkes processes. It extends previous studies that have explored the case of a (linear)…
We consider strategic arrivals to a FCFS service system that starts service at a fixed time and has to serve a fixed number of customers, e.g., an airplane boarding system. Arriving early induces a higher waiting cost (waiting before…
We consider a distributed cloud service deployed at a set of distinct server pools. Arriving jobs are classified into heterogeneous types, in accordance with their setup times which are differentiated at each of the pools. A dispatcher for…
We introduce a new framework for multiagent decision-making in queueing systems that leverages the agility and robustness of nonlinear opinion dynamics to break indecision during queue selection and to capture the influence of social…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…
In this paper we study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the rate of convergence and find the main limiting characteristics…
The Hawkes process is used to model point process data where events occur in clusters and bursts. In a standard multivariate Hawkes process, every event that occurs in a dimension has an equal impact on the process intensity. However, this…
Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival sequence is one in which customers are scheduled to arrive at…
We consider a GI/H/n queueing system. In this system, there are multiple servers in the queue. The inter-arrival time is general and independent, and the service time follows hyper-exponential distribution. Instead of stochastic…
This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…
In the present paper we address two open problems concerning polling systems, viz., queueing systems consisting of multiple queues attended by a single server that visits the queues one at a time. The first open problem deals with a system…
Airport public transport systems are plagued by passenger queue congestion, imposing a substandard travel experience and unexpected delays. To address this issue, this paper proposes a bi-level programming for optimizing queueing network in…
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
Queueing systems with a single server in which customers wait to be served at a finite number of distinct locations (buffers/queues) are called discrete polling systems. Polling systems in which arrivals of users occur anywhere in a…
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…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
The dynamics of technological, economic and social phenomena is controlled by how humans organize their daily tasks in response to both endogenous and exogenous stimulations. Queueing theory is believed to provide a generic answer to…