Related papers: Studying Pensions Funds Through an Infinite Server…
Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…
Structuring a viable pension plan is a problem that arises in the study of financial contracts pricing and bears special importance these days. Deterministic pension models often rely on projections that are based on several assumptions…
We consider a single-server cyclic polling system with three queues where the server follows an adaptive rule: if it finds one of queues empty in a given cycle, it decides not to visit that queue in the next cycle. In the case of limited…
Networks represent relationships between entities in many complex systems, spanning from online social interactions to biological cell development and brain connectivity. In many cases, relationships between entities are unambiguously…
Our goal in this paper is to investigate the fluid picture associated with an open large scale storage network of non-reliable file servers with finite capacity. In this storage system, new files can be added and a file with only one copy…
Traffic to any server is rarely constant over time. In addition, the workload brought by each service request is typically unknown in advance, and each request may bring a different workload to the server. Cha and Lee (2011) proposed a…
Join the shortest queue (JSQ) refers to networks whose incoming jobs are assigned to the shortest queue from among a randomly chosen subset of the queues in the system. After completion of service at the queue, a job leaves the network. We…
We propose and study a conceptual one-dimensional model to explore how the combined interplay between fixed resources and particle exchanges between different parts of an extended system can affect the stationary densities in a current…
Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…
This work considers a many-server queueing system in which customers with i.i.d., generally distributed service times enter service in the order of arrival. The dynamics of the system is represented in terms of a process that describes the…
The frustration index is a key measure for analysing signed networks, which has been underused due to its computational complexity. We use an exact optimisation-based method to analyse frustration as a global structural property of signed…
We consider a node-monitor pair, where the node's state varies with time. The monitor needs to track the node's state at all times; however, there is a fixed cost for each state query. So the monitor may instead predict the state using…
In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…
The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…
A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…
In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…
For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…
We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…
Transition phenomena between metastable states play an important role in complex systems due to noisy fluctuations. In this paper, the physics informed neural networks (PINNs) are presented to compute the most probable transition pathway.…