相关论文: Stability of queueing-inventory systems with diffe…

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…

This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…

This paper develops a comprehensive Markov-based framework for modelling reservoir behaviour and assessing key performance measures such as reliability and resilience. We first formulate a stochastic model for a finite-capacity dam,…

Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…

In recent work, Baez, Fong and the author introduced a framework for describing Markov processes equipped with a detailed balanced equilibrium as open systems of a certain type. These `open Markov processes' serve as the building blocks for…

In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are served one by one according to any conservative discipline. The…

In this paper we study the uniform stability properties of two classes of parallel server networks with multiple classes of jobs and multiple server pools of a tree topology. These include a class of networks with a single non-leaf server…

In this paper, we study a stock-rationing queue with two demand classes by means of the sensitivity-based optimization, and develop a complete algebraic solution to the optimal dynamic rationing policy. We show that the optimal dynamic…

Optimal maintenance policies play an important role in the reliability analysis of repairable systems. This paper examines a two-unit priority standby system with a repair facility, where the priority unit is subject to preventive…

In a continuous time stochastic economy, this paper considers the problem of consumption and investment in a financial market in which the representative investor exhibits a change in the discount rate. The investment opportunities are a…

We extend the definition of non-adiabatic entropy production given for Markovian systems in [M. Esposito and C. Van den Broeck, Phys. Rev. Lett. 104 090601, (2010)], to arbitrary non-Markov ergodic dynamics. We also introduce a notion of…

Due to delays in the adaptation of production or delivery rates, supply chains can be dynamically unstable with respect to perturbations in the consumption rate, which is known as "bull-whip effect". Here, we study several conceivable…

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…

This paper analyzes single-item continuous-review inventory models with random supplies in which the inventory dynamic between orders is described by a diffusion process, and a long-term average cost criterion is used to evaluate decisions.…

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

We investigate, under general stationary ergodic assumptions, the stability of systems of $S$ parallel queues in which any incoming customer joins the queue of the server having the $p+1$-th shortest workload ($p < S$), or a free server if…

We consider a class of matrices with a specific structure that arises, among other examples, in dynamic models for biological regulation of enzyme synthesis (Tyson and Othmer, 1978). We first show that a stability condition given in (Tyson…

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…