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Control of the multiclass G/G/1 queue in the moderate deviation regime
Risk-sensitive control large deviations moderate deviations differential games multi-class single-server queue
2012/5/24
A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the...
Equilibrium balking strategies in the single server Markovian queue with catastrophes
Queueing, Catastrophes Balking Nash equilibrium strategies Social optimization
2011/9/2
Abstract: We consider a Markovian queue subject to Poisson generated catastrophes. Whenever a catastrophe occurs, all customers are forced to abandon the system, the server is rendered inoperative and...
Convexity of Workload Autocorrelation in a Stationary Single Server Queue with Independent Increment Input
Convexity of Workload Autocorrelation Independent Increment Input Probability
2011/8/26
Abstract: We propose a method based on probabilistic arguments to study the convexity of the autocorrelation function of processes associated with a single server queue. To illustrate the power of the...