Related papers: A M|M|m|m Queue System Transient Behavior Study
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…
We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…
An exact formula for the equilibrium M/U/1 waiting time density is now effectively known. What began as a numeric exploration became a symbolic banquet. Inverse Laplace transforms provided breadcrumbs in the trail; delay differential…
This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…
In queueing systems, effective scheduling algorithms are essential for optimizing performance. Optimal scheduling for the M/G/k queue has been explored in the heavy traffic limit, but much remains unknown in the intermediate load regime. In…
Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
Many-body quantum systems in nonequilibrium remain one of the frontiers of many-body physics. While there has been significant advances in describing the short-time evolution of these systems using a variety of different numerical…
The identification of environmental changes is crucial in many fields. The present research is aimed at investigating the optimal performance for detecting change points in a quantum system when its Hamiltonian suddenly changes at a…
This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…
This paper considers a cross-layer adaptive modulation system that is modeled as a Markov decision process (MDP). We study how to utilize the monotonicity of the optimal transmission policy to relieve the computational complexity of dynamic…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
In this note, we consider the problem of choosing which nodes of a linear dynamical system should be actuated so that the state transfer from the system's initial condition to a given final state is possible. Assuming a standard complexity…
Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in…
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…
Despite their theoretical importance, dynamic Bayesian networks associated with quantum processes are currently not accessible experimentally. We here describe a general scheme to determine the multi-time path probability of a Bayesian…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…