Related papers: A M|M|m|m Queue System Transient Behavior Study
We study the MAP/M/s+G queuing model with MAP (Markovian Arrival Process) arrivals, exponentially distributed service times, infinite waiting room, and generally distributed patience times. Using sample-path arguments, we propose to obtain…
Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…
In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…
In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…
Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…
A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…
This report considers a fairly general model of constrained queuing networks that allows us to represent both MMBP (Markov Modulated Bernoulli Processes) arrivals and time-varying service constraints. We derive a set of sufficient…
Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topic and tracks the evolution of many basic results. Also, this…
We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…
This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…
We propose a new exact solution algorithm for closed multiclass product-form queueing networks that is several orders of magnitude faster and less memory consuming than established methods for multiclass models, such as the Mean Value…
The causal (belief) network is a well-known graphical structure for representing independencies in a joint probability distribution. The exact methods and the approximation methods, which perform probabilistic inference in causal networks,…
We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…
In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of…
We study real-time routing policies in smart transit systems, where the platform has a combination of cars and high-capacity vehicles (e.g., buses or shuttles) and seeks to serve a set of incoming trip requests. The platform can use its…
We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…
Analysis of mathematical models in ecology and epidemiology often focuses on asymptotic dynamics, such as stable equilibria and periodic orbits. However, many systems exhibit long transient behaviors where certain aspects of the dynamics…