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This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…

This paper presents the results of a preliminary experimental investigation of the performance of a stationary iterative method based on a block staircase splitting for solving singular systems of linear equations arising in Markov chain…

Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless…

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

An overview of the recursive equations based models and their applications in simulation based analysis and optimization of queueing systems is given. These models provide a variety of systems with a convenient and unified representation in…

Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…

We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by $N$ identical parallel servers in a…

We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified generative model, we assume access to regime-specific…

This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…

This paper considers a Markov decision model for profit maximization of a cloud computing service provider catering to customers submitting jobs with firm real-time random deadlines. Customers are charged on a per-job basis, receiving a…

We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…

In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…

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.…

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…

The main target of this paper is to present the Markov chain C that, not giving explicitly the queue lengths stationary probabilities, has the necessary information to its determination for open networks of queues with several classes of…

Distributed cloud networking builds on network functions virtualization (NFV) and software defined networking (SDN) to enable the deployment of network services in the form of elastic virtual network functions (VNFs) instantiated over…

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…

Markovian network equilibrium generalizes the classical Wardrop equilibrium in network games. At a Markovian network equilibrium, each player of the game solves a Markov decision process instead of a shortest path problem. We propose two…

We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…