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Related papers: Markovian queues with Poisson control

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We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…

Probability · Mathematics 2013-09-12 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

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…

Probability · Mathematics 2021-01-01 Liron Ravner , Yutaka Sakuma

We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…

Probability · Mathematics 2024-04-16 Rami Atar , Gershon Wolansky

Stochastic models for performance analysis, optimization and control of queues hinge on a multitude of alternatives for input point processes. In case of bursty traffic, one very popular model is the \textit{Markov Modulated Poisson…

Probability · Mathematics 2021-09-03 Azam Asanjarani , Sophie Hautphenne , Yoni Nazarathy

In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…

Probability · Mathematics 2018-05-02 David Koops , Mayank Saxena , Onno Boxma , Michel Mandjes

We discuss a single-server multi-station alternating queue where the preparation times and the service times are auto- and cross-correlated. We examine two cases. In the first case, preparation and service times depend on a common discrete…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Ivo J. B. F. Adan , Onno J. Boxma

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

We consider an infinite server queue where the arrival and the service rates are both modulated by a stochastic environment governed by an $S$-valued stochastic process $X$ that is ergodic with a limiting measure $\pi\in \mathcal{P}(S)$.…

Probability · Mathematics 2024-10-30 Abhishek Pal Majumder

In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…

Information Theory · Computer Science 2018-09-11 Nikolaos Pappas

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Optimization and Control · Mathematics 2008-05-22 Erhan Bayraktar , Mike Ludkovski

We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Shuangning Li , Ramesh Johari , Xu Kuang , Stefan Wager

We study a single station two-stage reneging queue with Poisson arrivals, exponential services, and two levels of exponential reneging behaviors, extending the popular Erlang A model that assumes a constant reneging rate. We derive…

Probability · Mathematics 2020-12-21 Katsunobu Sasanuma , Alan Scheller-Wolf

We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this service process can represent various service…

Probability · Mathematics 2013-08-29 Toshihisa Ozawa

A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…

Probability · Mathematics 2020-01-10 Yana Belopolskaya , Guodong Pang , Andrey Sarantsev , Yurii Suhov

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…

Probability · Mathematics 2020-03-26 Ward Whitt , Wei You

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network…

Probability · Mathematics 2013-07-16 John Musacchio , Jean Walrand

We consider a horizontal traffic queue (HTQ) on a periodic road segment, where vehicles arrive according to a spatio-temporal Poisson process, and depart after traveling a distance that is sampled independently and identically from a…

Dynamical Systems · Mathematics 2016-05-25 Mohammad Motie , Ketan Savla

We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…

Probability · Mathematics 2014-06-17 Tuan Phung-Duc

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik
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