Related papers: A Note on Stein's Method for Heavy-Traffic Analysi…
A simple algorithm for constructing an effective traffic model is presented. The algorithm uses statistically well-defined quantities extracted from the flow-density plot, and the resulting effective model naturally captures and predicts…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
In this paper, we analyze a discrete-time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count…
In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also…
We present an algorithmic method for analyzing networks of intersections with static signaling, with as primary example a line network that allows traffic flow over several intersections in one main direction. The method decomposes the…
This paper investigates the mathematical modeling and the stability of multi-lane traffic in the microscopic scale, studying a model based on two interaction terms. To do this we propose simple lane changing conditions and we study the…
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
We introduce a family of heavy-traffic regimes for large scale service systems, presenting a range of scalings that include both moderate and extreme heavy traffic, as compared to classical heavy traffic. The heavy-traffic regimes can be…
Heavy traffic analysis for load balancing policies has relied heavily on the condition of state-space collapse onto a single-dimensional line in previous works. In this paper, via Lyapunov-drift analysis, we rigorously prove that even under…
This paper studies steady-state traffic flow on a ring road with up- and down- slopes using a semi-discrete model. By exploiting the relations between the semi-discrete and the continuum models, a steady-state solution is uniquely…
To ensure the effective and objective development of transportation networks, it is crucial to identify performance limitations across various subsystems. A timetable-independent assessment of infrastructure capacity at railway junctions is…
In this letter, we propose a new routing strategy to improve the transportation efficiency on complex networks. Instead of using the routing strategy for shortest path, we give a generalized routing algorithm to find the so-called {\it…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…
We propose a Stein variational distributionally robust controller for nonlinear dynamical systems with latent parametric uncertainty. The method is an alternative to conservative worst-case ambiguity-set optimization with a deterministic…
We consider the problem of packet scheduling in single-hop queueing networks, and analyze the impact of heavy-tailed traffic on the performance of Max-Weight scheduling. As a performance metric we use the delay stability of traffic flows: a…