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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…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

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…

Probability · Mathematics 2024-04-16 Rami Atar , Gershon Wolansky

We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

Statistical Mechanics · Physics 2011-09-09 Cyril Furtlehner , Jean-Marc Lasgouttes

A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routing choices) form a tree (in…

Probability · Mathematics 2014-03-28 Alexander Stolyar

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…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.

Probability · Mathematics 2022-02-08 Bert Zwart

Amid unprecedented times caused by COVID-19, healthcare systems all over the world are strained to the limits of, or even beyond, capacity. A similar event is experienced by some healthcare systems regularly, due to for instance seasonal…

Performance · Computer Science 2020-04-30 Binyamin Oz , Seva Shneer , Ilze Ziedins

This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…

Probability · Mathematics 2011-03-22 Mariana Olvera-Cravioto , Peter W. Glynn

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

Probability · Mathematics 2023-07-18 James Cordeiro , Ying-Ju Chen , Andres Larrain-Hubach , Mark Abramson

We study a supply chain consisting of production-inventory systems at several locations which are coupled by a common supplier. Demand of customers arrives at each production system according to a Poisson process and is lost if the local…

Probability · Mathematics 2023-03-21 Sonja Otten

We consider a connection-level model proposed by Massouli\'{e} and Roberts for bandwidth sharing among file transfer flows in a communication network. We study weighted proportionally fair sharing policies and establish explicit-form bounds…

Performance · Computer Science 2021-01-13 Weina Wang , Siva Theja Maguluri , R. Srikant , Lei Ying

It is well known that stochastically modeled reaction networks that are complex balanced admit a stationary distribution that is a product of Poisson distributions. In this paper, we consider the following related question: supposing that…

Probability · Mathematics 2019-11-19 David F. Anderson , David Schnoerr , Chaojie Yuan

The drift method was recently developed to study queueing systems in steady-state. It was successfully used to obtain bounds on the moments of the scaled queue lengths, that are asymptotically tight in heavy-traffic, in a wide variety of…

Probability · Mathematics 2022-01-12 Daniela Hurtado-Lange , Siva Theja Maguluri

The slow-to-start mechanism is known to play an important role in the particular shape of the Fundamental diagram of traffic and to be associated to hysteresis effects of traffic flow.We study this question in the context of exclusion and…

Statistical Mechanics · Physics 2015-05-30 Cyril Furtlehner , Jean-Marc Lasgouttes , Maxim Samsonov

We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate lambda at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of…

Probability · Mathematics 2010-02-23 Alexander Stolyar

We consider a switch operating under the MaxWeight scheduling algorithm, under any traffic pattern such that all the ports are loaded. This system is interesting to study since the queue lengths exhibit a multi-dimensional state-space…

Probability · Mathematics 2015-06-11 Siva Theja Maguluri , R. Srikant

Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…

Probability · Mathematics 2017-10-13 Reza Aghajani , Kavita Ramanan

This paper studies a multiclass queueing system with an associated risk- sensitive cost observed in heavy traffic at the moderate deviation scale, accounting for convex queue length penalties. The main result is the asymptotic optimality of…

Optimization and Control · Mathematics 2017-04-11 Rami Atar , Subhamay Saha

We consider the processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to…

Probability · Mathematics 2011-04-26 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…

Performance · Computer Science 2016-05-11 Taoyu Li , Minghua Chen , Tony Lee , Xing Li