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We study the Multiserver-Job Queuing Model (MJQM) with general independent arrivals and service times under FCFS scheduling, using stochastic recurrence equations (SREs) and ergodic theory. We prove the monotonicity and separability…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
Stochastic computation graphs (SCGs) provide a formalism to represent structured optimization problems arising in artificial intelligence, including supervised, unsupervised, and reinforcement learning. Previous work has shown that an…
In this paper, we study a stochastic variant of the celebrated k-server problem. In the k-server problem, we are required to minimize the total movement of k servers that are serving an online sequence of t requests in a metric. In the…
We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed:…
In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…
In this paper, we study twelve stochastic input models for online problems and reveal the relationships among the competitive ratios for the models. The competitive ratio is defined as the worst ratio between the expected optimal value and…
This tutorial is intended as an accessible but rigorous first reference for someone interested in learning how to model and analyze cellular network performance using stochastic geometry. In particular, we focus on computing the…
Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…
Stochastic service systems describe situations in which customers compete for service from scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in supermarkets, where the scarce resource is human…
This paper presents a set of new results directly exploring the special characteristics of the wireless channel capacity process. An appealing finding is that, for typical fading channels, their instantaneous capacity and cumulative…
The continuous time stochastic process is a mainstream mathematical instrument modeling the random world with a wide range of applications involving finance, statistics, physics, and time series analysis, while the simulation and analysis…
The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in…
In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…
The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…
In time-sensitive networks, bounds on worst-case delays are typically obtained by using network calculus and assuming that flows are constrained by bit-level arrival curves. However, in IEEE TSN or IETF DetNet, source flows are constrained…
This paper is a short summary of the main results in the thesis [1]. Based on the P2P paradigm we construct a stochastic model for a live media streaming content delivery network. Starting from the behavior of the out degree process of each…
Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…
This study intends to present a representation of a pensions fund through a stochastic network with two infinite servers nodes. With this representation it is allowed to deduce an equilibrium condition of the system with basis on the…
Security-constrained unit commitment (SCUC) is a computationally complex process utilized in power system day-ahead scheduling and market clearing. SCUC is run daily and requires state-of-the-art algorithms to speed up the process. The…