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A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the…

Probability · Mathematics 2007-05-23 Rami Atar , Avi Mandelbaum , Gennady Shaikhet

We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis , Guodong Pang

We consider a matching system with random arrivals of items of different types. The items wait in queues -- one per each item type -- until they are "matched." Each matching requires certain quantities of items of different types; after a…

Probability · Mathematics 2018-04-24 Mohammadreza Nazari , Alexander L. Stolyar

Decentralized control of cooperative systems captures the operation of a group of decision makers that share a single global objective. The difficulty in solving optimally such problems arises when the agents lack full observability of the…

Artificial Intelligence · Computer Science 2011-07-04 C. V. Goldman , S. Zilberstein

Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they…

Dynamical Systems · Mathematics 2021-08-11 Philip Doldo , Jamol Pender , Richard Rand

Communication networks need to support voice and data calls simultaneously. This results in a queueing system with heterogeneous agents. One class of agents demand immediate service, would leave the system if not provided. The second class…

Probability · Mathematics 2018-01-18 Veeraruna Kavitha , Raman Kumar Sinha

We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism…

Computer Science and Game Theory · Computer Science 2008-12-02 Garud Iyengar , Anuj Kumar

Ensuring quality of service (QoS) guarantees in service systems is a challenging task, particularly when the system is composed of more fine-grained services, such as service function chains. An important QoS metric in service systems is…

Performance · Computer Science 2020-08-24 Majid Raeis , Ali Tizghadam , Alberto Leon-Garcia

Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…

Optimization and Control · Mathematics 2023-12-19 Angelos Aveklouris , Levi DeValve , Maximiliano Stock , Amy R. Ward

Stochastic dynamic matching problems have recently gained attention in the stochastic-modeling community due to their diverse applications, such as supply-chain management and kidney exchange programs. In this paper, we study a matching…

Networking and Internet Architecture · Computer Science 2025-11-13 Céline Comte , Fabien Mathieu , Sushil Mahavir Varma , Ana Bušić

Supporting the quality of service of unlicensed users in cognitive radio networks is very challenging, mainly due to dynamic resource availability because of the licensed users' activities. In this paper, we study the optimal admission…

Systems and Control · Computer Science 2012-01-17 Feng Wang , Jianwei Huang , Yuping Zhao

We develop a mixed control framework that combines absolutely continuous controls with impulse interventions subject to stochastic execution delays. The model extends current impulse control formulations by allowing (i) the controller to…

Trading and Market Microstructure · Quantitative Finance 2026-02-20 Philippe Bergault , Yadh Hafsi , Leandro Sánchez-Betancourt

We formulate intrusion tolerance for a system with service replicas as a two-level optimal control problem. On the local level node controllers perform intrusion recovery, and on the global level a system controller manages the replication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-06 Kim Hammar , Rolf Stadler

Perimeter control is an effective urban traffic management strategy that regulates inflow to congested urban regions using aggregate network dynamics. While existing approaches primarily optimize system-level efficiency, such as total…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Kevin Riehl , Lea Künstler , Ying-Chuan Ni , Anastasia Psarou , Shaimaa K. El-Baklish , Anastasios Kouvelas , Michail A. Makridis

The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…

Pricing of Securities · Quantitative Finance 2011-10-17 Nikolai Dokuchaev

In this paper, we discuss an interesting but challenging bilateral stochastically matching problem: A more general matched queue with matching batch pair (m, n) and two types (i.e., types A and B) of impatient customers, where the arrivals…

Probability · Mathematics 2021-03-22 Heng-Li Liu , Quan-Lin Li , Chi Zhang

We consider a sequential problem in decentralized detection. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, any of the two observers can stop and send a final message…

Optimization and Control · Mathematics 2015-03-17 Ashutosh Nayyar , Demosthenis Teneketzis

We analyse a non-cooperative game between two competing ride-hailing platforms, each of which is modeled as a two-sided queueing system, where drivers (with a limited level of patience) are assumed to arrive according to a Poisson process…

Optimization and Control · Mathematics 2025-10-07 Tushar Shankar Walunj , Shiksha Singhal , Jayakrishnan Nair , Veeraruna Kavitha

Given two independent point processes and a certain rule for matching points between them, what is the fraction of matched points over infinitely long streams? In many application contexts, e.g., secure networking, a meaningful matching…

Information Theory · Computer Science 2016-11-17 Stefano Marano , Vincenzo Matta , Ting He , Lang Tong

We examine a controlled school choice model where students are categorized into different types, and the distribution of these types within a school influences its priority structure. This study provides a general framework that integrates…

Theoretical Economics · Economics 2025-03-25 Minoru Kitahara , Yasunori Okumura
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