We present two capacity choice scenarios for the socially optimal location of facilities with fixed servers, stochastic demand and congestion. Walk-in health clinics, motor vehicle inspection stations, automobile emissions testing stations, and internal service systems are motivating examples of such facilities. The choice of locations for such facilities influences not only distances for users...

Queueing theory is concerned with the mathematical analysis of systems that provide service to random demands. This theory has many application areas (e.g., industrial engineering, electrical engineering, computer science, telecommunications, and operations management). Consequently, the terminology and notation, while often intuitively sensible, are not always consistent. The mathematical theo...

The issue of Quality of Service (QoS) performance analysis in packet-switched net-works has drawn a lot of attention in the networking community. There is a lot ofwork including an elegant theory under the name of network calculus, which focuseson analysis of deterministic worst case QoS performance bounds. In the meantime,researchers have studied stochastic QoS performance ...

Passage time densities are useful performance measurements in stochastic systems. With them the modeller can extract probabilistic quality-of-service guarantees such as: the probability that the time taken for a network header packet to travel across a heterogeneous network is less than 10ms must be at least 0.95. In this paper, we show how new tools can extract passage time densities and distr...

When we try to solve a real-world problem, due to the complexity and uncertainty nature of the problem, we first tend to describe it under a stochastic model, based on which we then try to find the solution. Therefore, how to model becomes an important and interesting area of either theoretical or practical research. This special issue of IJOR covers the recent advances in stochastic modeling a...

Stochastic performance models have been widely used to analyse the performance and reliability of systems that involve the flow and processing of customers and/or resources with multiple service centres. However, the quality of performance analysis delivered by a model depends critically on the degree to which the model accurately represents the operations of the real system. This paper present...

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

In this paper we study Make-To-Stock manufacturing systems and seek on-line algorithms for determining optimal or near optimal buffer capacities (hedging points) that balance inventory against stockout costs. Using a Stochastic Fluid Model (SFM), we derive sample derivatives (sensitivities) which, under very weak structural assumptions on the defining demand and service processes, are shown to ...

Increasing threats of global warming and climate changes call for an energy-efficient and sustainable design of future wireless communication systems. To this end, a novel two-scale stochastic control framework is put forth for smartgrid powered coordinated multi-point (CoMP) systems. Taking into account renewable energy sources (RES), dynamic pricing, two-way energy trading facilities and impe...

Recently some stochastic (probabilistic) extensions of the deterministic network calculus have been developed, mainly for exploiting the statistical multiplexing of flows aggregated in packet based communication networks. This exploitation could result ”better” stochastic performance bounds than those bounds provided by the inherently worst case analysis of the deterministic network calculus. T...