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Emerging applications increasingly demand flexible covariate adaptive randomization (CAR) methods that support unequal targeted allocation ratios. While existing procedures can achieve covariate balance, they often suffer from the shift…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…
A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…
We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by $N$ identical parallel servers in a…
We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…
In this paper, we consider a dynamic equilibrium transportation problem. There is a fixed number of cars moving from origin to destination areas. Preferences for arrival times are expressed as a cost of arriving before or after the…
In this paper, we study the problem of traffic management in highways facing stochastic perturbations. To model the macroscopic traffic flow under perturbations, we use cell-transmission model with Markovian capacities. The decision…
Dynamical systems governed by priority rules appear in the modeling of emergency organizations and road traffic. These systems can be modeled by piecewise linear time-delay dynamics, specifically using Petri nets with priority rules. A…
By using a split argument due to [1], the transportation cost inequality is established on the free path space of Markov processes. The general result is applied to stochastic reaction diffusion equations with random initial values.
Atar and Miyazawa recently introduced a single server queue with queue length dependent arrival and service processes, and name it a multi-level queue. They prove that the heavy traffic limit of its queue length process weakly converges to…
The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…
In recent years a number of models involving different compatibilities between jobs and servers in queueing systems, or between agents and resources in matching systems, have been studied, and, under Markov assumptions and appropriate…
Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…
In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
We propose an analytic approach for the steady-state dynamics of Markov processes on locally tree-like graphs. It is based on time-translation invariant probability distributions for edge trajectories, which we encode in terms of infinite…
Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…
We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…