Zobrazeno 1 - 10
of 336
pro vyhledávání: '"van Leeuwaarden, Johan"'
We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all distributions with the same mean and dispersion. These sharpest possible
Externí odkaz:
http://arxiv.org/abs/2409.17962
We consider a model inspired by compatibility constraints that arise between tasks and servers in data centers, cloud computing systems and content delivery networks. The constraints are represented by a bipartite graph or network that interconnects
Externí odkaz:
http://arxiv.org/abs/2404.06485
Traditional monopoly pricing assumes sellers have full information about consumer valuations. We consider monopoly pricing under limited information, where a seller only knows the mean, variance and support of the valuation distribution. The objectiv
Externí odkaz:
http://arxiv.org/abs/2403.19486
The present paper establishes an explicit multi-dimensional state space collapse (SSC) for parallel-processing systems with arbitrary compatibility constraints between servers and job types. This breaks major new ground beyond the SSC results and que
Externí odkaz:
http://arxiv.org/abs/2402.00696
Autor:
van Eekelen, Wouter J. E. C., Hanasusanto, Grani A., Hasenbein, John J., van Leeuwaarden, Johan S. H.
Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we establish for th
Externí odkaz:
http://arxiv.org/abs/2310.09995
Consider a network of $n$ single-server queues where tasks arrive independently at each of the servers at rate $\lambda_n$. The servers are interconnected by a graph that is resampled at rate $\mu_n$ in a way that is symmetric with respect to the ser
Externí odkaz:
http://arxiv.org/abs/2305.13054
This paper studies the multi-item newsvendor problem with a constrained budget and information about demand limited to its range, mean and mean absolute deviation. We consider a minimax model that determines order quantities by minimizing the expecte
Externí odkaz:
http://arxiv.org/abs/2301.02662
Complex network theory crucially depends on the assumptions made about the degree distribution, while fitting degree distributions to network data is challenging, in particular for scale-free networks with power-law degrees. We present a robust asses
Externí odkaz:
http://arxiv.org/abs/2208.13532
Autor:
Kleer, Pieter, van Leeuwaarden, Johan
Sellers in online markets face the challenge of determining the right time to sell in view of uncertain future offers. Classical stopping theory assumes that sellers have full knowledge of the value distributions, and leverage this knowledge to deter
Externí odkaz:
http://arxiv.org/abs/2206.02477
Publikováno v:
Stochastic systems, 13(2):211-246, 2023
Consider a service system where incoming tasks are instantaneously dispatched to one out of many heterogeneous server pools. Associated with each server pool is a concave utility function which depends on the class of the server pool and its current
Externí odkaz:
http://arxiv.org/abs/2112.08958