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math.PR2019
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…
math.PR2019
Strategic arrivals to a queue with service rate uncertainty
Liron Ravner, Yutaka Sakuma
We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson popula…