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In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We consider exponential inter-arrival and service times, linear…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

Till today we dreamt of imperceptible delay in a network. The computer science research grows today faster than ever offering more and more services (computational representational, graphical, intelligent implication etc) to its user. But…

Networking and Internet Architecture · Computer Science 2011-10-18 Soumen Kanrar , M Siraj

Mean-field limits have been used now as a standard tool in approximations, including for networks with a large number of nodes. Statistical inference on mean-filed models has attracted more attention recently mainly due to the rapid…

Statistics Theory · Mathematics 2024-11-21 Ioannis Lambadaris , Ahmed Sid-Ali , Wei Sun , Yiqiang Q. Zhao

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

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng

We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market participants from different countries are limited. Our market…

Probability · Mathematics 2024-11-26 Cassandra Milbradt , Dörte Kreher

We present the first class of perfect sampling (also known as exact simulation) algorithms for the steady-state distribution of non-Markovian loss networks. We use a variation of Dominated Coupling From The Past for which we simulate a…

Probability · Mathematics 2013-12-17 Jose Blanchet , Jing Dong

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 stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

Optimization and Control · Mathematics 2007-05-23 Heng-Qing Ye , David D. Yao

We consider the fundamental problem of managing a bounded size queue buffer where traffic consists of packets of varying size, where each packet requires several rounds of processing before it can be transmitted from the queue buffer. The…

Networking and Internet Architecture · Computer Science 2013-09-06 Kirill Kogan , Alejandro Lopez-Ortiz , Sergey I. Nikolenko , Gabriel Scalosub , Michael Segal

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

We are given a set of $n$ jobs that have to be executed on a set of $m$ speed-scalable machines that can vary their speeds dynamically using the energy model introduced in [Yao et al., FOCS'95]. Every job $j$ is characterized by its release…

Data Structures and Algorithms · Computer Science 2014-02-18 Eric Angel , Evripidis Bampis , Vincent Chau , Nguyen Kim Thang

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

For wireless systems in which randomly arriving devices attempt to transmit a fixed payload to a central receiver, we develop a framework to characterize the system throughput as a function of arrival rate and per-user data rate. The…

Information Theory · Computer Science 2013-10-04 Harpreet S. Dhillon , Howard C. Huang , Harish Viswanathan , Reinaldo A. Valenzuela

Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous…

Optimization and Control · Mathematics 2015-05-20 Hamid Reza Feyzmahdavian , Arda Aytekin , Mikael Johansson

We consider a general class of high-volume, fast-moving production-inventory systems based on both lost-sales and backorder inventory models. Such systems require a fundamental understanding of the asymptotic behavior of key performance…

Optimization and Control · Mathematics 2015-01-29 Yingdong Lu , Mark S. Squillante , David D. Yao

In this paper we consider an integrated model for TCP/IP protocols with multipath routing. The model combines a Network Utility Maximization for rate control based on end-to-end queuing delays, with a Markovian Traffic Equilibrium for…

Networking and Internet Architecture · Computer Science 2014-01-03 Roberto Cominetti , Cristobal Guzman

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

With the maturity of web services, containers, and cloud computing technologies, large services in traditional systems (e.g. the computation services of machine learning and artificial intelligence) are gradually being broken down into many…

Software Engineering · Computer Science 2024-02-05 Abel C. H. Chen

Scheduling to minimize mean response time in an M/G/1 queue is a classic problem. The problem is usually addressed in one of two scenarios. In the perfect-information scenario, the scheduler knows each job's exact size, or service…

Performance · Computer Science 2018-11-13 Ziv Scully , Mor Harchol-Balter , Alan Scheller-Wolf