4 papers · 1 filter
Queueing models with random resetting
Dongzhou Huang, Guodong Pang, Izabella Stuhl +1
We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models under the first-come first-served (FCFS) discipline. The Markovian…
Sample Path Moderate Deviation Principle for Queues with Waiting-time Dependent Interarrival and Service Times
Chang Feng, John J. Hasenbein, Guodong Pang
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation princi…
Unbiased approximation of the ergodic measure for piecewise -stable Ornstein-Uhlenbeck processes arising in queueing networks
Xinghu Jin, Guodong Pang, Yu Wang +1
Piecewise -stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Eul…
Ergodic Risk Sensitive Control of Markovian Multiclass Many-Server Queues with Abandonment
Sumith Reddy Anugu, Guodong Pang
We study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitiv…