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In previous papers we developed a deterministic fluid approximation 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…

Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Viability of electric vehicle car sharing operations depends on rebalancing algorithms. Earlier methods in the literature suggest a trend toward Markovian stochastic demand with server relocation with queueing constraints. We propose a new…

We investigate a remote estimation problem in which a transmitter observes a Markov source and chooses the power level to transmit it over a time-varying packet-drop channel. The channel is modeled as a channel with Markovian state where…

Cloud-enabled large-scale distributed systems orchestrate resources and services from various providers in order to deliver high-quality software solutions to the end users. The space and structure created by such technological advancements…

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…

In this paper, a primal-dual gradient flow algorithm for distributed support vector machines (DSVM) is proposed. A network of computing nodes, each carrying a subset of horizontally partitioned large dataset is considered. The nodes are…

The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

We develop a Markovian traffic equilibrium model for ride-hailing in which vehicles, whether empty or hired, make sequential order-acceptance and link-choice decisions over a traffic network to maximize total discounted return in an…

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics, and the ones obtained by combining them, are often called performability measures. We show that this computational…

While single-purchase choice models have been widely studied in assortment optimization, customers in modern retail and e-commerce environments often purchase multiple items across distinct product categories, exhibiting both substitution…

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

We study a token-based central queue with multiple customer types. Customers of each type arrive according to a Poisson process and have an associated set of compatible tokens. Customers may only receive service when they have claimed a…

A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the…

We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…

We analyze a slow-fading interference network with MN non-cooperating single-antenna sources and M non-cooperating single-antenna destinations. In particular, we assume that the sources are divided into M mutually exclusive groups of N…

Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…

In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another.…