7 papers
Structure-Aware Online Optimization of the Age of Information with Unknown System Statistics
Yoshiaki Inoue, Michel Mandjes, Liron Ravner
Timely information dissemination is essential in modern communication systems, where low informational latency is critical for networked control, monitoring, and real-time decision…
Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities
Hélène Guérin, Michel Mandjes, Jean-François Renaud +1
Epidemic dynamics introduce time-varying heterogeneity into insured populations, as individuals' risk profiles depend on their evolving health status, thereby challenging classical…
A stochastic optimization algorithm for revenue maximization in a service system with balking customers
Shreehari Anand Bodas, Harsha Honnappa, Michel Mandjes +1
This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is ach…
Uncovering the topology of an infinite-server queueing network from population data
Hritika Gupta, Michel Mandjes, Liron Ravner +1
This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters per…
Statistical inference for a service system with non-stationary arrivals and unobserved balking
Shreehari Anand Bodas, Michel Mandjes, Liron Ravner
We study a multi-server queueing system with a periodic arrival rate and customers whose joining decision is based on their patience and a delay proxy. Specifically, each customer…
Hypothesis testing for a Lévy-driven storage system by Poisson sampling
Michel Mandjes, Liron Ravner
This paper focuses on hypothesis testing for the input of a Lévy-driven storage system by sampling of the storage level. As the likelihood is not explicit we propose two tests that…
Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
Liron Ravner, Onno Boxma, Michel Mandjes
This paper aims at semi-parametrically estimating the input process to a Lévy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based…