no code implementations • 9 Feb 2021 • Chihoon Lee, Amy R. Ward, Heng-Qing Ye
In this paper, we further show that the sequence of stationary distributions and moments of the offered waiting times, with diffusion scaling, converge to those of the limit diffusion process.
Probability Applications
no code implementations • 4 Feb 2021 • Angelos Aveklouris, Levi DeValve, Amy R. Ward, Xiaofan Wu
The fluid model invariant states approximate the steady-state mean queue-lengths in the stochastic system, and, therefore, can be used to develop an optimization problem whose optimal solution provides matching rates between demand and supply types that are asymptotically optimal (on fluid scale, as demand and supply rates grow large).
Optimization and Control Performance Systems and Control Systems and Control Probability
