Related papers: $M|G|\infty$ Queue Parameters Values Approximation…
In this paper, we consider a $G_t/G_t/\infty$ infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluctuating stochastic process, which arguably takes into account…
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…
In the paper we consider a stochastic model which called Markov Q-processes that forms a continuous-time Markov population system. Markov Q-processes are defined as stochastic Markov branching processes with trajectories continuing in the…
We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…
In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given…
We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the study of the Poisson Hypothesis. Its implications include the…
Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the importance of such studies has been significantly increased,…
In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…
Despite the possibility to quickly compute reachable sets of large-scale linear systems, current methods are not yet widely applied by practitioners. The main reason for this is probably that current approaches are not push-button-capable…
We consider a Markovian single-server retrial queueing system with a constant retrial rate. Conditions of null ergodicity and exponential ergodicity for the correspondent process, as well as bounds on the rate of convergence are obtained.
The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
In this paper we investigate an M/M/$\infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to…
Some important results on the variance of the $M|G|\infty$ queue busy period are presented. Often, this parameter depends on the whole structure of the service time distribution. So, the importance of the bounds presented, depending only on…
Estimating the parameters that dictate the dynamics of a quantum system is an important task for quantum information processing and quantum metrology, as well as fundamental physics. In this paper we develop a method for parameter…
In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…
A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
In this work we introduce new approximate similarity relations that are shown to be key for policy (or control) synthesis over general Markov decision processes. The models of interest are discrete-time Markov decision processes, endowed…
In this paper, a novel Q-learning based approach is proposed for estimating the parameters of synchronous generators using PMU measurements. Event playback is used to generate model outputs under different parameters for training the agent…