Related papers: A Characterization of Optimal Queueing Regimes
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…
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 polling system with two queues, exhaustive service, no switch-over times and exponential service times. The waiting cost depends on the position of the queue relative to the server: It costs a customer c per time unit to wait…
We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…
This paper presents a fuzzy queuing location model for congested system. In a queuing system there are different criteria that are not constant such as service rate, service rate demand, queue length, the occupancy probability of a service…
This paper presents an extension of Naor's analysis on the join-or-balk problem in observable M/M/1 queues. While all other Markovian assumptions still hold, we explore this problem assuming uncertain arrival rates under the…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
The optimal tradeoff between average service cost rate, average utility rate, and average delay is addressed for a state dependent M/M/1 queueing model, with controllable queue length dependent service rates and arrival rates. For a model…
We propose in this article a M/G/c/c state dependent queuing model for road traffic flow. The model is based on finite capacity queuing theory which captures the stationary density-flow relationships. It is also inspired from the…
In this paper, we consider five models of heavy-tailed queues involving Mittag-Leffler distributions that generalize the classical $M/M/1$ queues. These models are suitable modifications of previously defined models in such a way that the…
We introduce and study a new model: 0-automatic queues. Roughly, 0-automatic queues are characterized by a special buffering mechanism evolving like a random walk on some infinite group or monoid. The salient result is that all stable…
Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless…
Queuing network control determines the allocation of scarce resources to manage congestion, a fundamental problem in manufacturing, communications, and healthcare. Compared to standard RL problems, queueing problems are distinguished by…
We study optimal scheduling in multi-class queueing systems with reentrance, where jobs may return for additional service after completion. Such reentrance creates feedback loops that fundamentally alter congestion dynamics and challenge…
This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…
Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several…
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…
We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…
We consider a multi-class single server queueing network as a model of a packet switching network. The rates packets are sent into this network are controlled by queues which act as congestion windows. By considering a sequence of…
For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…