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We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

Optimization and Control · Mathematics 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…

Probability · Mathematics 2017-01-09 Neal Master , Zhengyuan Zhou , Nicholas Bambos

In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…

This paper studies the input queued switch operating under the MaxWeight algorithm when the arrivals are according to a Markovian process. We exactly characterize the heavy-traffic scaled mean sum queue length in the heavy-traffic limit,…

Probability · Mathematics 2023-12-07 Shancong Mou , Siva Theja Maguluri

We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…

Optimization and Control · Mathematics 2019-11-25 Ari Arapostathis , Hassan Hmedi , Guodong Pang

We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…

Optimization and Control · Mathematics 2025-11-12 Runhua Wu , Hayriye Ayhan

Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , S. Pradhan , F. P. Barbhuiya

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…

Probability · Mathematics 2015-10-30 Ari Arapostathis , Anup Biswas , Guodong Pang

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…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

The $M/GI/m/n$ queueing system with $m$ homogeneous servers and the finite number $n$ of waiting spaces is studied. Let $\lambda$ be the customers arrival rate, and let $\mu$ be the reciprocal of the expected service time of a customer.…

Probability · Mathematics 2010-03-25 Vyacheslav M. Abramov

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 study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitive cost criterion. The objective is to prove asymptotic…

Probability · Mathematics 2024-10-23 Sumith Reddy Anugu , Guodong Pang

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

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

We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the number of servers grows large, providing natural Economies-of-Scale. In order to determine…

Probability · Mathematics 2014-11-12 Jaron Sanders , S. C. Borst , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

In this paper, we display methods for the computation of convergence and perturbation bounds for $M_t/M_t/1$ system with balking, catastrophes, server failures and repairs. Based on the logarithmic norm of linear operators, the bounds on…

Probability · Mathematics 2020-06-12 Alexander Zeifman , Yacov Satin , Ivan Kovalev , Sherif I. Ammar

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

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

This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix $Q\equiv(q_{ij})_{i,j=1}^d$. Both arrival rates and service rates are depending on…

Probability · Mathematics 2015-06-17 Joke Blom , Koen De Turck , Michel Mandjes
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