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math.PR2026
Level-dependent quasi-birth-and-death processes: Application to cost analysis of multi-server systems
M. Abdullah Khokhar, Malgorzata M. O'Reilly, Richard Turner
Analysing costs is crucial for optimising the operational efficiency and resource allocation in systems evolving under uncertainty. In this paper, we study the distribution of cost…
math.PR2026
Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications
Anna Aksamit, Małgorzata M. O'Reilly, Zbigniew Palmowski
We establish results for the first sensitivity analysis of the stochastic fluid models (SFMs). We derive expressions for the sensitivity analysis of the key stationary and transien…
math.PR2023
A Stochastic Fluid Model Approach to the Stationary Distribution of the Maximum Priority Process
Hiska M. Boelema, Daan J. J. Dams, Malgorzata M. O'Reilly +2
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a…