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We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

Physics and Society · Physics 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…

Optimization and Control · Mathematics 2022-07-19 Rami Atar , Eyal Castiel , Marty Reiman

In this paper, we consider a queue-aware distributive resource control algorithm for two-hop MIMO cooperative systems. We shall illustrate that relay buffering is an effective way to reduce the intrinsic half-duplex penalty in cooperative…

Machine Learning · Computer Science 2015-05-20 Rui Wang , Vincent K. N. Lau , Ying Cui

In this paper we consider the problem of maximum throughput for tandem queueing system. We modeled this system as a Quasi-Birth-Death process. In order to do this we named level the number of customers waiting in the first buffer (including…

Performance · Computer Science 2015-12-21 Daniel Marian Merezeanu , Daniela Andone

In this paper, we analyse a single server polling model with two queues. Customers arrive at the two queues according to two independent Poisson processes. There is a single server that serves both queues with generally distributed service…

Probability · Mathematics 2017-07-14 Mayank Saxena , Onno Boxma , Stella Kapodistria , Rudesindo Núñez Queija

We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we…

Optimization and Control · Mathematics 2026-01-19 Antonio Ocello

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

This paper obtains logarithmic asymptotics of moderate deviations of the stochastic process of the number of customers in a many--server queue with generally distributed interarrival and service times in the Halfin--Whitt heavy traffic…

Probability · Mathematics 2025-01-29 Anatolii Puhalskii

We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…

Probability · Mathematics 2013-01-24 Ohad Perry , Ward Whitt

We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…

Probability · Mathematics 2014-09-11 Marko Boon , Rob van der Mei , Erik Winands

This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently,…

Probability · Mathematics 2019-06-12 Anton Braverman

The standard setting for studying parallel server systems (PSS) at the diffusion scale is based on the heavy traffic condition (HTC), which assumes that the underlying static allocation linear program (LP) is critical and has a unique…

Optimization and Control · Mathematics 2022-12-05 Rami Atar , Eyal Castiel , Martin I. Reiman

The Hamilton-Jacobi-Bellman equation (HJB) associated with the time inhomogeneous singular control problem is a parabolic partial differential equation, and the existence of a classical solution is usually difficult to prove. In this paper,…

Optimization and Control · Mathematics 2014-10-14 Yipeng Yang

We consider a service system with two Poisson arrival queues. A server chooses which queue to serve at each moment. Once a queue is served, all the customers will be served within a fixed amount of time. This model is useful in studying…

Optimization and Control · Mathematics 2013-07-02 Yuhang Liu , Zizhuo Wang

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

We analyze opportunistic schemes for transmission scheduling from one of $n$ homogeneous queues whose channel states fluctuate independently. Considered schemes consist of the LCQ policy, which transmits from a longest connected queue in…

Performance · Computer Science 2008-10-02 Murat Alanyali , Maxim Dashouk

In this work, we consider a continuous-time inventory system where the demand process follows an inventory-dependent diffusion process. The ordering cost of each order depends on the order quantity and is given by a general function, which…

Optimization and Control · Mathematics 2020-12-08 Bo Wei , Dacheng Yao

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…

Probability · Mathematics 2023-11-14 Xinyun Chen , Guiyu Hong