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

In this work we study the stability of the equilibria reached by ecosystems formed by a large number of species. The model we focus on are Lotka-Volterra equations with symmetric random interactions. Our theoretical analysis, confirmed by…

We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…

We consider a Markovian single-server retrial queueing system with a constant retrial rate. Conditions of null ergodicity and exponential ergodicity for the correspondent process, as well as bounds on the rate of convergence are obtained.

Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…

This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…

We consider an inventory system whose state is modeled by a L\'{e}vy process. There are two types of costs--the running costs and the inventory control costs. The running costs (also known as the holding/penalty costs) are incurred…

For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

We consider learning-based adaptive dynamic routing for a single-origin-single-destination queuing network with stability guarantees. Specifically, we study a class of generalized shortest path policies that can be parameterized by only two…

We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

In this paper we present a stability criterion for finite measure-valued stochastic recursions, generalizing Loynes's Theorem to spaces of measures. This result provides conditions for the reach of a "total stationary state" for the queue…

We study conditions for the existence of stable and group-strategy-proof mechanisms in a many-to-one matching model with contracts if students' preferences are monotone in contract terms. We show that "equivalence", properly defined, to a…

This paper analyzes a two-product make-to-stock queueing system where a single production facility serves two customer classes with independent Poisson arrivals. Customers make strategic join-or-balk decisions without observing current…

We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive expectations for sales demand and a desired…

In the semiconductor manufacturing batch processes, each step is a complicated physiochemical batch process; generally it is difficult to perform measurements online or carry out the measurement for each run, and hence there will be delays…