34 citations · 78 across the 13 of their papers we have counts for
13 papers
Online Learning and Optimization for Queues with Unknown Demand Curve and Service Distribution
Xinyun Chen, Guiyu Hong, Yunan Liu
We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity μto maximize the cumulative expected p…
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…
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…
Perfect Sampling of Multivariate Hawkes Process
Xinyun Chen, Xiuwen Wang
As an extension of self-exciting Hawkes process, the multivariate Hawkes process models counting processes of different types of random events with mutual excitement. In this paper…
Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
Xinyun Chen
In this paper we develop the first perfect sampling algorithm for queues with Hawkes input, i.e. single-server queues with Hawkes arrivals and i.i.d. service times of general distr…
Efficient Steady-state Simulation of High-dimensional Stochastic Networks
Jose Blanchet, Xinyun Chen, Peter Glynn +1
We propose and study an asymptotically optimal Monte Carlo estimator for steady-state expectations of a d-dimensional reflected Brownian motion. Our estimator is asymptotically opt…