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Motivated by growing applications in two-sided markets, we study a parallel matching queue with reneging. Demand and supply units arrive to the system and are matched in an FCFS manner according to a compatibility graph specified by an…

Probability · Mathematics 2023-12-27 Francisco Castro , Hamid Nazerzadeh , Chiwei Yan

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

Probability · Mathematics 2015-10-02 Jori Selen , Ivo J. B. F. Adan , Johan S. H. van Leeuwaarden

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…

Probability · Mathematics 2016-09-20 David F. Anderson , Simon L. Cotter

The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

We consider a stochastic matching model with a general compatibility graph, as introduced in \cite{MaiMoy16}. We show that the natural necessary condition of stability of the system is also sufficient for the natural matching policy 'First…

Probability · Mathematics 2023-06-22 Pascal Moyal , Ana Busic , Jean Mairesse

Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…

Performance · Computer Science 2016-04-06 Quan-Lin Li , Feifei Yang , Na Li

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo J. B. F. Adan , Stella Kapodistria , Johan S. H. van Leeuwaarden

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

We iteratively derive the product-form solutions of stationary distributions of priority multiclass queueing networks with multi-sever stations. The networks are Markovian with exponential interarrival and service time distributions. These…

Probability · Mathematics 2015-09-03 Wanyang Dai

We consider an infinite sequence consisting of agents of several types and goods of several types, with a bipartite compatibility graph between agent and good types. Goods are matched with agents that appear earlier in the sequence using…

Probability · Mathematics 2019-12-03 Gideon Weiss

Efficiently exploiting servers in data centers requires performance analysis methods that account not only for the stochastic nature of demand but also for server heterogeneity. Although several recent works proved optimality results for…

Networking and Internet Architecture · Computer Science 2021-09-03 Mark van der Boor , Céline Comte

A matching queue is described via a graph $G$ together with a matching policy. Specifically, to each node in the graph there is a corresponding arrival process of items which can either be queued, or matched with queued items in neighboring…

Probability · Mathematics 2017-03-08 Pascal Moyal , Ohad Perry

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

In this paper we study a class of Quasi-Skipfree (QSF) processes where the transition rate submatrices in the skipfree direction have a column times row structure. Under homogeneity and irreducibility assumptions we show that the stationary…

Probability · Mathematics 2015-07-21 Dwi Ertiningsih , Michael N. Katehakis , Laurens C. Smit , Floske M. Spieksma

We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.

Probability · Mathematics 2008-10-19 Krzysztof Burdzy , David White

Multiserver-job systems, where jobs require concurrent service at many servers, occur widely in practice. Much is known in the dropping setting, where jobs are immediately discarded if they require more servers than are currently available.…

Performance · Computer Science 2020-10-05 Isaac Grosof , Mor Harchol-Balter , Alan Scheller-Wolf

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

We study a token-based central queue with multiple customer types. Customers of each type arrive according to a Poisson process and have an associated set of compatible tokens. Customers may only receive service when they have claimed a…

Probability · Mathematics 2019-02-07 U. Ayesta , T. Bodas , J. L. Dorsman , I. M. Verloop
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