Related papers: Ross's second conjecture and supermodular stochast…

Efficient use of call center operators through technological innovations more often come at the expense of added operation management issues. In this paper, the stationary characteristics of an $M/G/1$ retrial queue is investigated where…

We consider the $M/M/1$-PS queue with processor sharing. We study the conditional sojourn time distribution of an arriving customer, conditioned on the number of other customers present. A new formula is obtained for the conditional sojourn…

We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the…

We consider a single server queueing system with admission control and the possibility to switch dynamically between a low and a high service rate, and examine the benefit of this service rate flexibility. We formulate a discounted Markov…

We consider a secondary user (SU) with energy harvesting capability. We design access schemes for the SU which incorporate random spectrum sensing and random access, and which make use of the primary automatic repeat request (ARQ) feedback.…

In this paper we solve a particular stochastic recursion in the stationary ergodic framework, and propose some applications of this result to the study of regenerativity (that is, finiteness of busy cycles) and stationarity of some queueing…

We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…

We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…

This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in the system as seen at arrival epochs. Despite the importance…

We study and compare the Shannon capacity region and the stable throughput region for a random access system in which source nodes multicast their messages to multiple destination nodes. Under an erasure channel model which accounts for…

We present results concerning when the joint distribution of an exchangeable sequence is determined by the marginal distributions of its partial sums. The question of whether or not this determination occurs was posed by David Aldous. We…

This paper studies the joint estimation problem of a discrete choice model and the arrival rate of potential customers when unobserved stock-out events occur. In this paper, we generalize [Anupindi et al., 1998] and [Conlon and Mortimer,…

This paper considers the problem of rate function identification for multidimensional queueing models with feedback. A set of techniques are introduced which allow this identification when the model possesses certain structural properties.…

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…

Reversal of the time direction in stochastic systems driven by white noise has been central throughout the development of stochastic realization theory, filtering and smoothing. Similar ideas were developed in connection with certain…

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

We study a single-server appointment scheduling problem with a fixed sequence of appointments, for which we must determine the arrival time for each appointment. We specifically examine two stochastic models. In the first model, we assume…

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…