Related papers: L\'{e}vy-driven queuing networks in multi-scale li…
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…
We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by L\'evy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary…
In this paper, we consider a load balancing system under a general pull-based policy. In particular, each arrival is randomly dispatched to one of the servers whose queue lengths are below a threshold, if there are any; otherwise, this…
In this paper we study a dynamic vehicle routing problem in which there are multiple vehicles and multiple classes of demands. Demands of each class arrive in the environment randomly over time and require a random amount of on-site service…
We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…
A wide class of non-stationary superdiffusive transport on a uniform background with a power-law decay, at large distances, of the step-length probability distribution function (PDF) is shown to possess an automodel solution. The solution…
Once recognizing that point particles moving inside the extended version of the rippled billiard perform L\'evy flights characterized by a L\'evy-type distribution $P(\ell)\sim \ell^{-(1+\alpha)}$ with $\alpha=1$, we derive a generalized…
L\'evy matrices are symmetric random matrices whose entry distributions lie in the domain of attraction of an $\alpha$-stable law. For $\alpha < 1$, predictions from the physics literature suggest that high-dimensional L\'{e}vy matrices…
This paper studies the input queued switch operating under the MaxWeight algorithm when the arrivals are according to a Markovian process. We exactly characterize the heavy-traffic scaled mean sum queue length in the heavy-traffic limit,…
We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…
We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…
This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…
The residual queue during a given study period (e.g., peak hour) is an important feature that should be considered when solving a traffic assignment problem under equilibrium for strategic traffic planning. Although studies have focused…
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…
In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…
We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…