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Related papers: Customers' abandonment strategy in an M/G/1 queue

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In this study, we analyse the global stability of the equilibrium in a departure time choice problem using a game-theoretic approach that deals with atomic users. We first formulate the departure time choice problem as a strategic game in…

Optimization and Control · Mathematics 2025-02-21 Koki Satsukawa , Kentaro Wada , Takamasa Iryo

Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…

We study one-shot Nash competition between an arbitrary number of identical dealers that compete for the order flow of a client. The client trades either because of proprietary information, exposure to idiosyncratic risk, or a mix of both…

Trading and Market Microstructure · Quantitative Finance 2021-07-27 Martin Herdegen , Johannes Muhle-Karbe , Florian Stebegg

We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…

Probability · Mathematics 2016-04-12 Assia Boumahdaf

We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Ramya Burra , Chandramani Singh , Joy Kuri

Approximations for the mean performance indices for the M/G/c queue rely on the approximate computation of the probability that an arriving request has to wait for service and of the minimum of residual service times if all servers are…

Networking and Internet Architecture · Computer Science 2008-03-14 Thomas Begin , Alexandre Brandwajn

We consider a fundamental game theoretic problem concerning selfish users contributing packets to an M/M/1 queue. In this game, each user controls its own input rate so as to optimize a desired tradeoff between throughput and delay. We…

Computer Science and Game Theory · Computer Science 2016-11-17 Yi Gai , Hua Liu , Bhaskar Krishnamachari

In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…

Probability · Mathematics 2009-12-16 Josh Reed

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Optimization and Control · Mathematics 2009-02-13 Zhao Guo-xi , Hu Qi-Zhou

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…

Performance · Computer Science 2021-08-18 Dylan Solms

New recursive equations designed for the G/G/m queue are presented. These equations describe the queue in terms of recursions for the arrival and departure times of customers, and involve only the operations of maximum, minimum and…

Optimization and Control · Mathematics 2012-10-23 Nikolai Krivulin

We analyze an M/M/1 queue with a service discipline in which customers, upon arriving when the server is busy, search a sequence of stations for a vacant station at which to wait, and in which the server, upon becoming free when one or more…

Probability · Mathematics 2011-08-29 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…

Performance · Computer Science 2019-04-12 Fabrice Guillemin , Veronica Quintuna Rodriguez

We consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he leaves the market and obtains a payoff given by the value of…

Computer Science and Game Theory · Computer Science 2022-04-12 Fabien Gensbittel , Dana Pizarro , Jérôme Renault

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

This paper presents an extension of Naor's analysis on the join-or-balk problem in observable M/M/1 queues. While all other Markovian assumptions still hold, we explore this problem assuming uncertain arrival rates under the…

Optimization and Control · Mathematics 2022-04-08 Yijie Wang , Madhushini Narayana Prasad , Grani A. Hanasusanto , John J. Hasenbein

Sequential allocation is a simple mechanism for sharing multiple indivisible items. We study strategic behavior in sequential allocation. In particular, we consider Nash dynamics, as well as the computation and Pareto optimality of pure…

Computer Science and Game Theory · Computer Science 2017-05-29 Haris Aziz , Paul Goldberg , Toby Walsh

We study a recommendation system where sellers compete for visibility by strategically offering commissions to a platform that optimally curates a ranked menu of items and their respective prices for each customer. Customers interact…

Theoretical Economics · Economics 2025-10-07 Tushar Shankar Walunj , Veeraruna Kavitha , Jayakrishnan Nair , Priyank Agarwal

We study Nash equilibria in strategic facility location games where clients are located in an arbitrary metric space. Specifically, there are $n$ clients, and the goal is to choose a facility from a set of given locations, so that the total…

Computer Science and Game Theory · Computer Science 2026-04-21 Yue Gruszecki , Elliot Anshelevich

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…

Probability · Mathematics 2010-11-15 Weining Kang , Kavita Ramanan