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We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…

Probability · Mathematics 2015-10-06 Junfei Huang , Hanqin Zhang , Jiheng Zhang

Closed queuing networks with finite capacity buffers and skip-over policies are fundamental models in the performance evaluation of computer and communication systems. This technical report presents the details of computational algorithms…

Performance · Computer Science 2024-09-13 Gianfranco Balbo , Andrea Marin , Diletta Olliaro , Matteo Sereno

We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…

Probability · Mathematics 2024-12-10 Kaito Hayashi , Yoshiaki Inoue , Tetsuya Takine

The superposition of arrival processes is a fundamental yet analytically intractable operation in queueing networks when inputs are general non-renewal streams. Classical methods either reduce merged flows to renewal surrogates, rely on…

Machine Learning · Computer Science 2026-03-13 Eliran Sherzer

A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this…

Probability · Mathematics 2017-03-07 Mariska Heemskerk , Julia Kuhn , Michel Mandjes

We study the optimal provision of information for two natural performance measures of queuing systems: throughput and makespan. A set of parallel links is equipped with deterministic capacities and stochastic travel times where the latter…

Computer Science and Game Theory · Computer Science 2023-10-12 Svenja M. Griesbach , Max Klimm , Philipp Warode , Theresa Ziemke

We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…

Probability · Mathematics 2015-05-19 Yang Song , Zaiming Liu , Yiqiang Q. Zhao

A special customer must complete service from two servers in series, in either order, each with an M/M/1 queueing system. It is assumed that the two queueing system lengths are independent with initial numbers of customers a and b at the…

Probability · Mathematics 2011-08-05 Samantha Molinaro , Myron Hlynka , Shan Xu

We study a passenger-taxi double-ended queue with impatient passengers and two-point matching time in this paper. The system considered in this paper is different from those considered in the existing literature, which fully considers the…

Probability · Mathematics 2021-01-29 Zhen Wang , Cheryl Yang , Liwei Liu , Yiqiang Q. Zhao

Motivated by the problem of discrete-parameter simulation optimization (DPSO) of queueing systems, we consider the problem of embedding the discrete parameter space into a continuous one so that descent-based continuous-space methods could…

Performance · Computer Science 2018-02-14 Neha Karanjkar , Madhav P. Desai , Shalabh Bhatnagar

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…

Probability · Mathematics 2018-05-02 David Koops , Mayank Saxena , Onno Boxma , Michel Mandjes

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

Probability · Mathematics 2023-07-18 James Cordeiro , Ying-Ju Chen , Andres Larrain-Hubach , Mark Abramson

We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…

Performance · Computer Science 2021-05-25 Ravi Suman , Ananth Krishnamurthy

Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…

Probability · Mathematics 2019-02-05 Andrew Daw , Jamol Pender

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

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…

Probability · Mathematics 2015-05-12 Ramtin Pedarsani , Jean Walrand

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La

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 a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait for service or to leave the system. Specifically, every…

Probability · Mathematics 2022-08-31 Yoshiaki Inoue , Liron Ravner , Michel Mandjes

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