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Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…

Trading and Market Microstructure · Quantitative Finance 2010-07-28 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…

Performance · Computer Science 2021-10-20 Manuel Alberto M. Ferreira

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

The emerging field of \emph{value awareness engineering} claims that software agents and systems should be value-aware, i.e. they must make decisions in accordance with human values. In this context, such agents must be capable of…

Artificial Intelligence · Computer Science 2024-06-10 Andrés Holgado-Sánchez , Joaquín Arias , Holger Billhardt , Sascha Ossowski

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri

Modern digital applications extensively integrate Artificial Intelligence models into their core systems, offering significant advantages for automated decision-making. However, these AI-based systems encounter reliability and safety…

Machine Learning · Computer Science 2024-11-05 Marcos Barcina-Blanco , Jesus L. Lobo , Pablo Garcia-Bringas , Javier Del Ser

We study distributed load balancing in bipartite queueing systems where frontends route jobs to heterogeneous backends with workload-dependent service rates. The system's connectivity -- governed by compatibility constraints such as data…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-25 Wenxin Zhang , Santiago R. Balseiro , Robert Kleinberg , Vahab Mirrokni , Balasubramanian Sivan , Bartek Wydrowski

This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can…

Probability · Mathematics 2019-12-30 Xin Liu , Lei Ying

We consider a load balancing system consisting of $n$ single-server queues working in parallel, with heterogeneous service rates. Jobs arrive to a central dispatcher, which has to dispatch them to one of the queues immediately upon arrival.…

Performance · Computer Science 2025-10-17 Yishun Luo , Martin Zubeldia

We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…

Probability · Mathematics 2017-03-21 David Koops , Michel Mandjes , Onno Boxma

We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…

Probability · Mathematics 2014-09-11 Marko Boon , Rob van der Mei , Erik Winands

A parallel computer system is a collection of processing elements that communicate and cooperate to solve large computational problems efficiently. To achieve this, at first the large computational problem is partitioned into several tasks…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-09 Ardhendu Mandal , Subhas Chandra Pal

Federated learning (FL) algorithms usually sample a fraction of clients in each round (partial participation) when the number of participants is large and the server's communication bandwidth is limited. Recent works on the convergence…

Machine Learning · Computer Science 2021-12-22 Bing Luo , Wenli Xiao , Shiqiang Wang , Jianwei Huang , Leandros Tassiulas

In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process…

Machine Learning · Computer Science 2022-11-03 Jonathan Sadeghi , Romain Mueller , John Redford

We propose and analyze a family of information processing systems, where a finite set of experts or servers are employed to extract information about a stream of incoming jobs. Each job is associated with a hidden label drawn from some…

Probability · Mathematics 2016-05-31 Laurent Massoulie , Kuang Xu

We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index $\alpha \in (0,1]$ and the service completions are triggered by an independent fractional Poisson…

Probability · Mathematics 2026-03-20 Nicos Georgiou , Enrico Scalas , Vladislav Vysotsky

Load balancing arises as a fundamental problem, underlying the dimensioning and operation of many computing and communication systems, such as job routing in data center clusters, multipath communication, Big Data and queueing systems. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-12 Anam Tahir , Bastian Alt , Amr Rizk , Heinz Koeppl

We study the multiserver-job setting in the load-focused multilevel scaling limit, where system load approaches capacity much faster than the growth of the number of servers $n$. We consider the ``1 and $n$'' system, where each job requires…

Performance · Computer Science 2026-04-01 Isaac Grosof , Hayriye Ayhan

We study the sojourn time in a queueing system with a single exponential server, serving a Poisson stream of customers in order of arrival. Service is provided at low or high rate, which can be adapted at exponential inspection times. When…

Probability · Mathematics 2015-11-05 Ivo Adan , Bernardo D'Auria

We consider a problem where multiple agents must learn an action profile that maximises the sum of their utilities in a distributed manner. The agents are assumed to have no knowledge of either the utility functions or the actions and…

Systems and Control · Computer Science 2016-03-31 Chithrupa Ramesh , Marius Schmitt , John Lygeros
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