相关论文: Lowest priority waiting time distribution in an ac…
This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…
Given a weighted, ordered query set $Q$ and a partition of $Q$ into classes, we study the problem of computing a minimum-cost decision tree that, given any query $q$ in $Q$, uses equality tests and less-than comparisons to determine the…
For a spectrally negative L\'evy process $X$, we study the following distribution: $$ \mathbb{E}_x \left[ \mathrm{e}^{- q \int_0^t \mathbf{1}_{(a,b)} (X_s) \mathrm{d}s } ; X_t \in \mathrm{d}y \right], $$ where $-\infty \leq a < b < \infty$,…
This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the…
We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…
Amid unprecedented times caused by COVID-19, healthcare systems all over the world are strained to the limits of, or even beyond, capacity. A similar event is experienced by some healthcare systems regularly, due to for instance seasonal…
Explicit results are derived using simple and exact methods for the joint and marginal queue-length distributions for the M/M/c queue with two non-preemptive priority levels. Equal service rates are assumed. Two approaches are considered.…
We study an optimal server partition and customer assignment problem for an uncapacitated FCFS queueing system with heterogeneous types of customers. Each type of customers is associated with a Poisson arrival, a certain service time…
We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…
We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…
In this paper, we analyze a shared access network with a fixed primary node and randomly distributed secondary nodes whose distribution follows a Poisson point process (PPP). The secondaries use a random access protocol allowing them to…
Virtually all practical settings where preemptive scheduling is employed are susceptible to preemption overhead, and accounting for these overheads is necessary to make informed scheduling design decisions. However, preemption overhead is…
The subject of this paper is the problem of estimating service time distribution of the $M/G/\infty$ queue from incomplete data on the queue. The goal is to estimate $G$ from observations of the queue--length process at the points of the…
We consider optimizing average queueing delay and average power consumption in a nonpreemptive multi-class M/G/1 queue with dynamic power control that affects instantaneous service rates. Four problems are studied: (1) satisfying per-class…
We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
Priority queues with parallel access are an attractive data structure for applications like prioritized online scheduling, discrete event simulation, or branch-and-bound. However, a classical priority queue constitutes a severe bottleneck…
As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming…
In this paper we consider storage and inventory systems. Our aim is to apply and review main results of the fluctuation theory of stochastic processes in the context of storage and inventory modeling. We describe systems where the inflow is…
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…