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Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…

应用统计 · 统计学 2019-02-12 Achraf Bahamou , Maud Doumergue , Philippe Donnat

We consider a system of $N$ parallel queues with identical exponential service rates and a single dispatcher where tasks arrive as a Poisson process. When a task arrives, the dispatcher always assigns it to an idle server, if there is any,…

概率论 · 数学 2016-12-14 D. Mukherjee , S. C. Borst , J. S. H. van Leeuwaarden , P. A. Whiting

Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…

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…

计算机科学与博弈论 · 计算机科学 2021-12-21 Roberto Cominetti , José Correa , Neil Olver

The paper studies a single-server queueing system with autonomous service and $\ell$ priority classes. Arrival and departure processes are governed by marked point processes. There are $\ell$ buffers corresponding to priority classes, and…

概率论 · 数学 2008-11-04 Vyacheslav M. Abramov

Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This…

概率论 · 数学 2015-07-28 Vijay Kamble , Jean Walrand

The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…

数据结构与算法 · 计算机科学 2014-03-04 Daniel H. Larkin , Siddhartha Sen , Robert E. Tarjan

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

最优化与控制 · 数学 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

最优化与控制 · 数学 2022-04-08 Shukai Li , Sanjay Mehrotra

In discrete time, customers arrive at random. Each waits until one of two servers is available; each thereafter departs at random. We seek the distribution of maximum line length of idle customers. In the context of an emergency room (for…

历史与综述 · 数学 2019-02-26 Steven Finch

In the today's Internet and TCP/IP-networks, the queueing of packets is commonly implemented using the protocol FIFO (First In First Out). Unfortunately, FIFO performs poorly in the Adversarial Queueing Theory. Other queueing strategies are…

网络与互联网体系结构 · 计算机科学 2008-05-07 Michael Hilker , Christoph Schommer

We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique…

概率论 · 数学 2018-09-17 Maria Clara Fittipaldi , Matthieu Jonckheere , Sergio I. Lopez

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a scheduler that governs the assignment of tasks in the queue to the server. The server has an availability state that indicates, at…

应用统计 · 统计学 2021-01-15 Michael Lin , Richard J. La , Nuno C. Martins

We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…

概率论 · 数学 2014-03-24 Rami Atar , Itai Gurvich

We study the workload processes of two restricted M/G/1 queueing systems: in Model 1 any service requirement that would exceed a certain capacity threshold is truncated; in Model 2 new arrivals do not enter the system if they have to wait…

概率论 · 数学 2012-01-04 Martin Kolb , Wolfgang Stadje , Achim Wübker

This paper presents a new model for solving the optimal server location problem in a spatial hypercube queueing model. Unlike deterministic location models, our approach accounts for server availability, varying utilization levels, and…

最优化与控制 · 数学 2025-11-21 Cheng Hua , Arthur J. Swersey , Wenqian Xing , Yi Zhang

The goal of this paper is to establish a general approach for analyzing queueing models with repeated inhomogeneous vacations. The server goes on for a vacation if the inactivity prolongs more than the vacation trigger duration. Once the…

网络与互联网体系结构 · 计算机科学 2011-06-13 Amar Prakash Azad

In the context of load balancing, Lu et al. introduced the distributed Join-Idle-Queue algorithm, where a group of dispatchers distribute jobs to a cluster of parallel servers. Each dispatcher maintains a queue of idle servers; when a job…

分布式、并行与集群计算 · 计算机科学 2016-06-07 Michael Mitzenmacher

This paper studies a stochastic congested location problem in the network of a service system that consists of facilities to be established in a finite number of candidate locations. Population zones allocated to each open service facility…

最优化与控制 · 数学 2018-09-05 Amir Ahmadi-Javid , Oded Berman , Pooya Hoseinpour

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…

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