Related papers: Instability in Stochastic and Fluid Queueing Netwo…
Robustness of routing policies for networks is a central problem which is gaining increased attention with a growing awareness to safeguard critical infrastructure networks against natural and man-induced disruptions. Routing under limited…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
In this paper, to cope with the shortage of sufficient theoretical support resulted from the fast-growing quantitative financial modeling, we investigate two classes of generalized stochastic volatility models, establish their…
The paper establishes necessary and sufficient conditions for stability of different join-the-shortest-queue models including load-balanced networks with general input and output processes. It is shown, that the necessary and sufficient…
We consider a queueing network in which there are constraints on which queues may be served simultaneously; such networks may be used to model input-queued switches and wireless networks. The scheduling policy for such a network specifies…
Second-order macroscopic continuum models have been constantly improving for decades to reproduce the empirical observations. Recently, a series of experimental studies have suggested that the stochastic factors contribute significantly to…
A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…
Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival sequence is one in which customers are scheduled to arrive at…
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…
Network capacity region of multi-queue multi-server queueing system with random ON-OFF connectivities and stationary arrival processes is derived in this paper. Specifically, the necessary and sufficient conditions for the stability of the…
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…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
We investigate, under general stationary ergodic assumptions, the stability of systems of $S$ parallel queues in which any incoming customer joins the queue of the server having the $p+1$-th shortest workload ($p < S$), or a free server if…
A modular fluid-flow model for network congestion analysis and control is proposed. The model is derived from an information conservation law stating that the information is either in transit, lost or received. Mathematical models of…
Structured on the paradigmatic Navier-Stokes flow model, we study a stochastically forced Taylor-Couette system in the narrow gap limit, in order to analyze the simultaneous impact of a non-conserved (Gaussian) force and a nonlinear…
We consider a single-server cyclic polling system with three queues where the server follows an adaptive rule: if it finds one of queues empty in a given cycle, it decides not to visit that queue in the next cycle. In the case of limited…
Strong resilience properties of dynamical flow networks are analyzed for distributed routing policies. The latter are characterized by the property that the way the inflow at a non-destination node gets split among its outgoing links is…
We consider the $N$-model queueing system with a waiting time dependent threshold on the diagonal: the service discipline is First--Come--First--Served, but type-1 jobs can only be served by server 2 if their waiting time exceeds a…
In this paper, we characterize the stability region of multi-queue multi-server (MQMS) queueing systems with stationary channel and packet arrival processes. Toward this, the necessary and sufficient conditions for the stability of the…
This paper continues the study of equilibria for flows over time in the fluid queueing model recently considered by Koch and Skutella [10]. We provide a constructive proof for the existence and uniqueness of equilibria in the case of a…