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math.PR2026
Equilibrium Joining Strategies for Queues in Two-Phase Random Environment
Konstantin Avrachenkov, Uri Yechiali
We study equilibrium joining strategies in an M/M/1-type queueing system with strategic customers operating in a two-phase random environment described as a continuous-time Markov…
math.OC2026
Threshold Structure of Optimal Policies in Restart POMDPs
Konstantin Avrachenkov, Alexey Piunovskiy, Yi Zhang
We study a Restart POMDP (Partially Observable Markov Decision Process) on a general Borel state space, where the controller either lets the hidden state evolve unobserved or resta…