相关论文: Product-form solutions for integrated services pac…

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…

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…

We analyze the behavior of closed product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus on the stationary behavior and prove the conjecture that the…

In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…

Renewable energy sources such as wind and solar power have a high degree of unpredictability and time-variation, which makes balancing demand and supply challenging. One possible way to address this challenge is to harness the inherent…

In transportation and other types of facilities, various queues arise when the demands of service are higher than the supplies, and many point and fluid queue models have been proposed to study such queueing systems. However, there has been…

In this paper, we develop a Markovian model that deals with the volume offered at the best quote of an electronic order book. The volume of the first limit is a stochastic process whose paths are periodically interrupted and reset to a new…

We consider a hierarchical edge-cloud architecture in which services are provided to mobile users as chains of virtual network functions. Each service has specific computation requirements and target delay performance, which require placing…

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

We consider a token bucket mechanism serving a heterogeneous flow with a focus on backlog, delay and packet loss properties. Previous models have considered the case for fixed size packets, i.e. "one token per packet" with and M/D/1 view on…

Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…

This paper considers a multiclass processor-sharing queue with feedback. Jobs arrive according to renewal processes, and service times follow general distributions. Upon service completion, jobs may either depart the system or re-enter as a…

A simple analytical solution is proposed for the stationary loss system of two parallel queues with finite capacity $K$, in which new customers join the shortest queue, or one of the two with equal probability if their lengths are equal.…

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Power management in multi-server data centers~especially at scale is a vital issue of increasing importance in cloud computing paradigm. Existing studies mostly consider thresholds on the number of idle servers to switch the servers on or…

We study network response to queries that require computation of remotely located data and seek to characterize the performance limits in terms of maximum sustainable query rate that can be satisfied. The available resources include (i) a…

Many large-scale production networks include thousands types of final products and tens to hundreds thousands types of raw materials and intermediate products. These networks face complicated inventory management decisions, which are often…

Networks connecting distributed cloud services through multiple data centers are called cloud networks. These types of networks play a crucial role in cloud computing and a holistic performance evaluation is essential before planning a…