Related papers: A Software Package for Queueing Networks and Marko…
Understanding queuing dynamics of TCP is important for correct router buffer sizing as well as for optimizing the performance of the TCP protocol itself. However, modeling of buffer content dynamics under TCP has received relatively little…
In this work, we study the effects of finite buffers on the throughput and delay of line networks with erasure links. We identify the calculation of performance parameters such as throughput and delay to be equivalent to determining the…
Queuing network control determines the allocation of scarce resources to manage congestion, a fundamental problem in manufacturing, communications, and healthcare. Compared to standard RL problems, queueing problems are distinguished by…
The ergm package supports the statistical analysis and simulation of network data. It anchors the statnet suite of packages for network analysis in R introduced in a special issue in Journal of Statistical Software in 2008. This article…
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…
Graphical Models have various applications in science and engineering which include physics, bioinformatics, telecommunication and etc. Usage of graphical models needs complex computations in order to evaluation of marginal functions,so…
The last several years has seen a renewed interest in smart queue management to curb excessive network queueing delay, as people have realised the prevalence of bufferbloat in real networks. However, for an effective deployment at today's…
We iteratively derive the product-form solutions of stationary distributions of priority multiclass queueing networks with multi-sever stations. The networks are Markovian with exponential interarrival and service time distributions. These…
In high performance systems it is sometimes hard to build very large graphs that are efficient both with respect to memory and compute. This paper proposes a data structure called Markov-chain-priority-queue (MCPrioQ), which is a lock-free…
We introduce a Markov chain model of concurrent quantum programs. This model is a quantum generalization of Hart, Sharir and Pnueli's probabilistic concurrent programs. Some characterizations of the reachable space, uniformly repeatedly…
Queueing systems are widely applicable stochastic models with use cases in communication networks, healthcare, service systems, etc. Although their optimal control has been extensively studied, most existing approaches assume perfect…
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…
To enable the computation of effective randomized patrol routes for single- or multi-robot teams, we present RoSSO, a Python package designed for solving Markov chain optimization problems. We exploit machine-learning techniques such as…
We analyze a data-processing system with $n$ clients producing jobs which are processed in \textit{batches} by $m$ parallel servers; the system throughput critically depends on the batch size and a corresponding sub-additive speedup…
With rapid development of blockchain technology as well as integration of various application areas, performance evaluation, performance optimization, and dynamic decision in blockchain systems are playing an increasingly important role in…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
We develop randomized modifications of Markov chains and apply these modifications to the routing chains of customers in Jacksonian stochastic networks. The aim of our investigations is to find new rerouting schemes for non standard Jackson…
We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical…