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A system manager makes dynamic pricing and dispatch control decisions in a queueing network model motivated by ride-hailing applications. A novel feature of the model is that it incorporates travel times. Unfortunately, this renders the…
In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…
The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…
This paper considers a Markovian model of a limit order book where time-dependent rates are allowed. With the objective of understanding the mechanisms through which a microscopic model of an orderbook can converge to more general diffusion…
We study size-based schedulers, and focus on the impact of inaccurate job size information on response time and fairness. Our intent is to revisit previous results, which allude to performance degradation for even small errors on job size…
Motivated by distributed schedulers that combine the power-of-d-choices with late binding and systems that use replication with cancellation-on-start, we study the performance of the LL(d) policy which assigns a job to a server that…
Real-time systems increasingly use multicore processors in order to satisfy thermal, power, and computational requirements. To exploit the architectural parallelism offered by the multicore processors, parallel task models, scheduling…
Queuing systems with redundant requests have drawn great attention because of their promise to reduce the job completion time and variability. Despite a large body of work on the topic, we are still far from fully understanding the benefits…
Distribution shift occurs when the test distribution differs from the training distribution, and it can considerably degrade performance of machine learning models deployed in the real world. Temporal shifts -- distribution shifts arising…
We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…
We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…
Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…
Consider the following random process: we are given $n$ queues, into which elements of increasing labels are inserted uniformly at random. To remove an element, we pick two queues at random, and remove the element of lower label (higher…
We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…
The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…
We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in…
We study the collective schedules problem, which consists in computing a one machine schedule of a set of tasks, knowing that a set of individuals (also called voters) have preferences regarding the order of the execution of the tasks. Our…
We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the time-dependent behaviour of this system and derive explicit…
We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…