Related papers: Second-order bounds for the M/M/$s$ queue with ran…
We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…
The paper studies the expectation of the inspection time in complex aging systems. Under reasonable assumptions, this problem is reduced to studying the expectation of the length of the shortest path in the directed degradation graph of the…
This paper studies the second-order asymptotics of coding rates for the discrete memoryless multiple-access channel with a fixed target error probability. Using constant-composition random coding, coded time-sharing, and a variant of…
Consider a population of customers each of which needs to decide independently when to arrive to a facility that provides a service during a fixed period of time, say a day. This is a common scenario in many service systems such as a bank,…
We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…
This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…
Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival sequence is one in which customers are scheduled to arrive at…
This paper investigates a partially observable queueing system with $N$ nodes in which each node has a dedicated arrival stream. There is an extra arrival stream to balance the load of the system by routing its customers to the shortest…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
With the rapid development of economy and global trade, flying has increasingly become the main way for people to travel, and taxi is the main transfer tool of the airport, especially in the airport with wide passenger sources and large…
We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…
We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…
In this paper, we aim to improve the percentage of packets meeting their deadline in discrete-time M/M/1 queues with infrequent monitoring. More specifically, we look into policies that only monitor the system (and subsequently take…
We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…
We examine the dynamics of the bid and ask queues of a limit order book and their relationship with the intensity of trade arrivals. In particular, we study the probability of price movements and trade arrivals as a function of the quote…
We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…
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…
This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…
A discrete-time batch service queue with batch renewal input and random serving capacity rule under the late arrival delayed access system (LAS-DA), has recently appeared in the literature [2]. In this paper, we consider the same model…
Group elevator scheduling is an NP-hard sequential decision-making problem with unbounded state spaces and substantial uncertainty. Decision-theoretic reasoning plays a surprisingly limited role in fielded systems. A new opportunity for…