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This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…
We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into…
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…
This paper considers a multiple stopping time problem for a Markov chain observed in noise, where a decision maker chooses at most L stopping times to maximize a cumulative objective. We formulate the problem as a Partially Observed Markov…
This paper studies the sensitivity analysis of mass-action systems against their diffusion approximations, particularly the dependence on population sizes. As a continuous time Markov chain, a mass-action system can be described by a…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
Optimal Markov Decision Process policies for problems with finite state and action space are identified through a partial ordering by comparing the value function across states. This is referred to as state-based optimality. This paper…
During the last decade bike sharing systems have emerged as a public transport mode in urban short trips in more than 500 major cities around the world. For the mobility service mode, many challenges from its operations are not well…
In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…
We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate lambda at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of…
The applicability of model checking is hindered by the state space explosion problem in combination with limited amounts of main memory. To extend its reach, the large available capacities of secondary storage such as hard disks can be…
We analyze a boarding solution for a transport system in which the number of passengers allowed to enter a transport cabin is automatically controlled. Expressions charac- terizing the stochastic properties of the passenger queue length,…
A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…
In this paper, we present a condition to obtain instability for a class of queueing networks where the arrival rates in each server are constant and the departure rate in each server is a decreasing function of the queue lengths of other…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
We analyze opportunistic schemes for transmission scheduling from one of $n$ homogeneous queues whose channel states fluctuate independently. Considered schemes consist of the LCQ policy, which transmits from a longest connected queue in…
We consider the queuing networks, which are made from servers, exchanging their positions. The customers, using the network, try to reach their destinations, which is complicated by the movements of the servers, taking their customers with…
The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…