Related papers: Studying Pensions Funds Through an Infinite Server…
A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…
Two independent Poisson streams of jobs flow into a single-server service system having a limited common buffer that can hold at most one job. If a type-i job (i=1,2) finds the server busy, it is blocked and routed to a separate type-i…
This paper is concerned with the study of synchronization and consensus phenomena in complex networks of diffusively-coupled nodes subject to external disturbances. Specifically, we make use of stochastic Lyapunov functions to provide…
A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing…
The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…
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…
Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a…
The problem of stochastic advection of passive particles by circulating conserved flows on networks is formulated and investigated. The particles undergo transitions between the nodes with the transition rates determined by the flows…
Complex interactions between entities are often represented as edges in a network. In practice, the network is often constructed from noisy measurements and inevitably contains some errors. In this paper we consider the problem of…
Models for cross-sectional network data have become increasingly well-developed in recent decades, and are widely used. This has led to a growing interest in the connection between such cross-sectional models and the behavioral processes…
Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a job at server i may result in the creation of a new job for…
This article studies the dynamics of the mean-field approximation of continuous random networks. These networks are stochastic integrodifferential equations driven by Gaussian noise. The kernels in the integral operators are realizations of…
We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the…
In a balancing network each processor has an initial collection of unit-size jobs (tokens) and in each round, pairs of processors connected by balancers split their load as evenly as possible. An excess token (if any) is placed according to…
Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several…
This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing the pension volatility and providing adequate pension levels…
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…
In this paper we consider the problem of maximum throughput for tandem queueing system. We modeled this system as a Quasi-Birth-Death process. In order to do this we named level the number of customers waiting in the first buffer (including…