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Stochastic processes can model many emerging phenomena on networks, like the spread of computer viruses, rumors, or infectious diseases. Understanding the dynamics of such stochastic spreading processes is therefore of fundamental interest.…

Social and Information Networks · Computer Science 2019-01-07 Gerrit Großmann , Verena Wolf

The process of collecting blood from donors and making it available for transfusion requires a complex series of operations involving multiple actors and resources at each step. Ensuring hospitals receive adequate and safe blood for…

This paper is a short summary of the main results in the thesis [1]. Based on the P2P paradigm we construct a stochastic model for a live media streaming content delivery network. Starting from the behavior of the out degree process of each…

Probability · Mathematics 2011-08-31 Andrea Monsellato

We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Computer Science and Game Theory · Computer Science 2021-07-19 Constandina Koki , Stefanos Leonardos , Costis Melolidakis

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

The bilevel facility location problem (BO-FLP) is one of the core optimization problems behind the design of many decentralized industrial systems, e.g., supply chain systems where a supplier constructs some critical facilities and then…

Optimization and Control · Mathematics 2026-03-24 Haitao Hu , Jing Li , Jiafu Tang , Bo Zeng

The fluid model has proven to be one of the most effective tools for the analysis of stochastic queueing networks, specifically for the analysis of stability. It is known that stability of a fluid model implies positive (Harris) recurrence…

Probability · Mathematics 2007-05-23 David Gamarnik , John Hasenbein

This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…

Optimization and Control · Mathematics 2018-02-19 Li Jin , Saurabh Amin

Stochastic service systems describe situations in which customers compete for service from scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in supermarkets, where the scarce resource is human…

Probability · Mathematics 2017-06-30 Britt W. J. Mathijsen

Supply chain resilience analysis aims to identify the critical elements in the supply chain, measure its reliability, and analyze solutions for improving vulnerabilities. While extensive methods like stochastic approaches have been…

Risk Management · Quantitative Finance 2024-05-22 Yaxin Pang , Shenle Pan , Eric Ballot

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart

Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…

Networking and Internet Architecture · Computer Science 2009-06-11 J. Xie , Y. Jiang

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

Drug shortages occur frequently and are often caused by supply chain disruptions. For improvements to occur, it is necessary to be able to estimate the vulnerability of pharmaceutical supply chains. In this work, we present the first model…

Optimization and Control · Mathematics 2022-04-26 Emily L. Tucker , Mark S. Daskin

Disasters and disruptions such as the COVID-19 pandemic can significantly interrupt supply chains and industries. To control these disruptions, decision-makers must focus on supply chain resiliency. This paper proposes a multi-stage,…

Optimization and Control · Mathematics 2023-03-06 Hossein Mirzaee , Hamed Samarghandi , Keith Willoughby

Erythropoiesis is a mechanism for the production of red blood cells by cellular differentiation. It is based on amplification steps due to an interplay between renewal and differentiation in the successive cell compartments from stem cells…

Probability · Mathematics 2019-12-12 Celine Bonnet , Sylvie Méléard

Nurse staffing and scheduling are persistent challenges in healthcare due to demand fluctuations and individual nurse preferences. This study introduces the concept of bounded flexibility, balancing nurse satisfaction with strict rostering…

Optimization and Control · Mathematics 2025-06-02 Si Zhang , Paul Mingzheng Tang , Hoong Chuin Lau

Constructing a conceptual model as an abstract representation of a portion of the real world involves capturing the (1) static (things/objects and trajectories of flow), (2) the dynamic (event identification), and (3) the behavior (e.g.,…

Software Engineering · Computer Science 2020-05-04 Sabah Al-Fedaghi

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng