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Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…

Optimization and Control · Mathematics 2021-06-25 Sushil Mahavir Varma , Francisco Castro , Siva Theja Maguluri

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

Methodology · Statistics 2019-06-28 Iker Perez , Giuliano Casale

We present a statistical test that can be used to verify supervisory requirements concerning overlapping time windows for the long-term calibration in rating systems. In a first step, we show that the long-run default rate is approximately…

Risk Management · Quantitative Finance 2023-12-25 Patrick Kurth , Max Nendel , Jan Streicher

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

Optimization and Control · Mathematics 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

Multiple syringe exchange programs serve the Chicago metropolitan area, providing support for drug users to help prevent infectious diseases. Using data from one program over a ten-year period, we study the behavior of its clients, focusing…

Applications · Statistics 2021-02-16 Haoxiang Yang , Yue Hu , David P. Morton

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…

Machine Learning · Computer Science 2025-04-08 Daniel Freund , Thodoris Lykouris , Wentao Weng

The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…

Probability · Mathematics 2021-09-23 Manuel Alberto M. Ferreira

Network capacity region of multi-queue multi-server queueing system with random ON-OFF connectivities and stationary arrival processes is derived in this paper. Specifically, the necessary and sufficient conditions for the stability of the…

Information Theory · Computer Science 2010-01-14 Hassan Halabian , Ioannis Lambadaris , Chung-Horng Lung

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

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

Random multiple-access protocols of type ALOHA are used to regulate networks with a star configuration where client nodes talk to the hub node at the same frequency (finding a wide range of applications among telecommunication systems,…

Probability · Mathematics 2012-11-07 Maria Frolkova , Sergey Foss , Bert Zwart

Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…

The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter $\lambda$, is considered. These equations describe the…

Probability · Mathematics 2021-07-13 Rami Atar , Weining Kang , Haya Kaspi , Kavita Ramanan

We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…

Probability · Mathematics 2021-02-10 Chihoon Lee , Amy R. Ward , Heng-Qing Ye

We consider the problem of load balancing in parallel queues by transferring customers between them at discrete points in time. Holding costs accrue as customers wait in the queue, while transfer decisions incur both fixed (setup) costs and…

Optimization and Control · Mathematics 2025-08-13 Timothy C. Y. Chan , Jangwon Park , Vahid Sarhangian

Due to the stochastic nature of departure operations, working at full capacity makes major US airports very sensitive to uncertainties. Consequently, airport ground operations face critically congested taxiways and long runway queues. In…

Other Computer Science · Computer Science 2008-07-08 Pierrick Burgain , Eric Feron , John-Paul Clarke

The performance analysis of peer-to-peer (P2P) networks calls for a new kind of queueing model, in which jobs and service stations arrive randomly. Except in some simple special cases, in general, the queueing model with varying service…

Performance · Computer Science 2016-05-27 Jian Zhang , Tony T. Lee , Tong Ye , Weisheng Hu

In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this…

Probability · Mathematics 2014-08-04 Marko Boon , Sandra van Wijk , Ivo Adan , Onno Boxma

This paper studies the equilibrium behavior of customers in the Geo/Geo/1 queueing system with multiple working vacations. The arriving customers decide whether to join or to balk the queueing systems based on the information of the queue…

Probability · Mathematics 2014-04-29 Yang Bixuan , Hou Zhenting , Wu Jinbiao , Liu Zaiming

Kingman has shown, under very weak conditions on the interarrival- and sevice-time distributions, that First-Come-First-Served minimizes the variance of the waiting time among possible service disciplines. We show, under the same…

Probability · Mathematics 2011-06-02 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger