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math.PR2023
Steady-State Analysis and Online Learning for Queues with Hawkes Arrivals
Xinyun Chen, Guiyu Hong
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel co…
math.PR2022
Tail Quantile Estimation for Non-preemptive Priority Queues
Jin Guang, Guiyu Hong, Xinyun Chen +4
Motivated by applications in computing and telecommunication systems, we investigate the problem of estimating p-quantile of steady-state sojourn times in a single-server multi-cla…
math.PR2020★ 5 cited
An online learning approach to dynamic pricing and capacity sizing in service systems
Xinyun Chen, Yunan Liu, Guiyu Hong
We study a dynamic pricing and capacity sizing problem in a queue, where the service provider's objective is to obtain the optimal service fee and service capacity $μ…