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In [5], the authors showed that threshold policies solve an optimal flow control problem for discrete-time M|M|1 queues, where the decision-maker seeks to maximize the system throughput subject to a bound on the long-run ...

Two types of traffic, e.g., voice and data, share a single synchronous and noisy communication channel. This situation is modeled as a system of two discrete-time queues with geometric service requirements which compete ...

This paper develops an a.s. convergence theory for a class of projected Stochastic Approximations driven by finite-state Markov chains. The conditions are mild and are given explicitly in terms of the model data, mainly ...

An exponential martingale is associated with the Markov chain of the number of customers in the M/GI/1 queue. This together with renewal theory are shown to provide a unified probabilistic framework for deriving several ...

This paper considers a system of discrete-time queues competing for the attention of a single geometric server. The problem of implementing a given Markov stationary service allocation policy g through an adaptive allocation ...

This paper presents several relationships between the notion of associated random variables and notions of stochastic ordering which have appeared in the literature over the years. More concretely, the discussion centers ...

We consider the one-step prediction problem for discrete-time linear systems in correlated plant and observation noises, and non-gaussian initial conditions. We investigate the asymptotic behavior of the expected square ...

We present simple proofs of some folk theorems for systems of identical single server queues operating in parallel. In particular we establish a monotonicity property in the number of servers, and show that round-robin ...

This paper presents a class of adaptive policies in the context of Markov decision processes (MDP's) with long-run average performance measures. Under a recurrence condition, the proposed policy alternates between two ...

In this paper, discrete-time versions of a model by Akella and Kumar [1] are presented for the production of a single commodity on a machine subject to random failures and breakdowns. The successive up and down times of ...