Related papers: A Note on Load Balancing in Many-Server Heavy-Traf…
This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a function of the (diffusively scaled) queue length. It is proved…
We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing…
We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…
We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…
Mean field models are a popular tool used to analyse load balancing policies. In some cases the waiting time distribution of the mean field limit has an explicit form. In other cases it can be computed as the solution of a set of…
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 the problem of minimizing the delay of jobs moving through a directed graph of service nodes. In this problem, each node may have several links and is constrained to serve one link at a time. As jobs move through the network,…
In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…
In the context of load balancing, Lu et al. introduced the distributed Join-Idle-Queue algorithm, where a group of dispatchers distribute jobs to a cluster of parallel servers. Each dispatcher maintains a queue of idle servers; when a job…
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 prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
The Join-the-Shortest-Queue (JSQ) load balancing scheme is known to minimise the average response time of jobs in homogeneous systems with identical servers. However, for {\em heterogeneous} systems with servers having different processing…
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…
The busy period length distribution function knowledge is important for any queue system, and for the MGINF queue. But the mathematical expressions are in general very complicated, with a few exceptions, involving usually infinite sums and…
In networks-on-chip, static routing schemes are favored for their simplicity and predictability, but they cannot effectively balance network load due to the unawareness of runtime load distribution. Q-StaR discovers two factors (topology…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
The basic load balancing scenario involves a single dispatcher where tasks arrive that must immediately be forwarded to one of $N$ single-server queues. We discuss recent advances on scalable load balancing schemes which provide favorable…
We consider a multi-hop switched network operating under a Max-Weight (MW) scheduling policy, and show that the distance between the queue length process and a fluid solution remains bounded by a constant multiple of the deviation of the…