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We consider a polling system with two queues, exhaustive service, no switch-over times and exponential service times. The waiting cost depends on the position of the queue relative to the server: It costs a customer c per time unit to wait…
Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…
This paper introduces a statistical model for the arrival times of connection events in a computer network. Edges between nodes in a network can be interpreted and modelled as point processes where events in the process indicate information…
The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…
A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…
This article deals with asynchronous server vacation and customer retrial facility in a multi-server queueing-inventory system. The Poisson process governs the arrival of a customer. The system is comprised of c identical servers, a…
Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
In this paper, a blood supply chain network, where the occurrence of disruption might interrupt the flow of Red Blood Cells, is dealt with. In principle, the probability of disruption is not the only property confiding the network, but…
Traditionally power distribution networks are either not observable or only partially observable. This complicates development and implementation of new smart grid technologies, such as those related to demand response, outage detection and…
Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…
Distributed storage systems such as Hadoop File System or Google File System (GFS) ensure data availability and durability using replication. This paper is focused on the analysis of the efficiency of replication mechanism that determines…
This paper considers a network of stochastic evidence accumulators, each represented by a drift-diffusion model accruing evidence towards a decision in continuous time by observing a noisy signal and by exchanging information with other…
When modeling network data using a latent position model, it is typical to assume that the nodes' positions are independently and identically distributed. However, this assumption implies the average node degree grows linearly with the…
The number of people who receive a stable income for life from a closed pooled annuity fund is studied. Income stability is defined as keeping the income within a specified tolerance of the initial income in a fixed proportion of future…
We study a passenger-taxi double-ended queue with impatient passengers and two-point matching time in this paper. The system considered in this paper is different from those considered in the existing literature, which fully considers the…
In this technical note, we study the mean square stability-based analysis of stochastic continuous-time linear networked systems. The stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output…