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In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…

Probability · Mathematics 2010-07-13 Guodong Pang , Ward Whitt

We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…

Data Structures and Algorithms · Computer Science 2025-12-09 Jacob Bergquist , Adam N. Elmachtoub

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Probability · Mathematics 2017-10-05 Benjamin Legros , Ali Devin Sezer

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

We consider a strategic M/M/1 queueing model under a first-come-first-served regime, where customers are split into two classes and class $A$ has priority over class $B$. Customers can decide whether to join the queue or balk, and, in case…

Computer Science and Game Theory · Computer Science 2025-02-11 Maurizio D'Andrea , Marco Scarsini

We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…

Probability · Mathematics 2019-03-08 Ioannis Dimitriou

We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…

Probability · Mathematics 2007-09-11 Takis Konstantopoulos , Andreas Kyprianou , Marina Sirvio , Paavo Salminen

In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…

Probability · Mathematics 2018-10-19 Julia Gaudio , Saurabh Amin , Patrick Jaillet

In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…

Optimization and Control · Mathematics 2019-08-20 Ari Arapostathis , Guodong Pang , Yi Zheng

In the present work we study Bayesian nonparametric inference for the continuous-time M/G/1 queueing system. In the focus of the study is the unobservable service time distribution. We assume that the only available data of the system are…

Statistics Theory · Mathematics 2017-09-22 Cornelia Wichelhaus , Moritz von Rohrscheidt

We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…

Probability · Mathematics 2014-06-17 Tuan Phung-Duc

Quantum computing is revolutionizing various fields, including operations research and queueing theory. This study presents a quantum method for simulating single-server Markovian (M/M/1) queues, making quantum computing more accessible to…

Quantum Physics · Physics 2024-10-14 Michal Koren , Or Peretz

Weconsider Markov decision processes arising from a Markov model of an underlying natural phenomenon. Such phenomena are usually periodic (e.g. annual) in time, and so the Markov processes modelling them must be time-inhomogeneous, with…

Optimization and Control · Mathematics 2024-09-17 Arash Khojaste , Geoffrey Pritchard , Golbon Zakeri

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Methodology · Statistics 2026-05-07 Christopher Jackson

In recent years a number of models involving different compatibilities between jobs and servers in queueing systems, or between agents and resources in matching systems, have been studied, and, under Markov assumptions and appropriate…

Performance · Computer Science 2020-06-11 Kristen Gardner , Rhonda Righter

The paper analyzes the performance of tandem network of polling queue with setups. For a system with two-products and two-stations, we propose a new approach based on a partially-collapsible state-space characterization to reduce…

Performance · Computer Science 2022-02-22 Ravi Suman , Ananth Krishnamurthy

A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…

Probability · Mathematics 2018-12-21 Dieter Armbruster , Simone Göttlich , Stephan Knapp

We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…

Probability · Mathematics 2023-08-29 Ulises Fidalgo

In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the importance of such studies has been significantly increased,…

Probability · Mathematics 2026-04-16 Suman Thapa , Yiqiang Q. Zhao