In service systems, in order to balance the server’s idle times and the customers’ waiting times, one may fix the arrival times of the customers beforehand in an appointment schedule. We propose a procedure for determining appointment schedules in such a D/G/1-type of system by sequentially...

We study appointment scheduling problems in continuous time. A finite number of clients are scheduled such that a function of the waiting time of clients, the idle time of the server, and the lateness of the schedule is minimized. The optimal schedule is notoriously hard to derive within...

This paper presents a prescriptive account of diagnostic problem solving, or diagnosis, in quality and process control. This paper identifies a general strategy, named branch-and-prune, whose manifestations can be found in disciplines such as medical diagnosis, troubleshooting of devices, and...

This paper focuses on numerical evaluation techniques related to fluctuation theory for Lévy processes; they can be applied in various domains, e.g., in finance in the pricing of so-called barrier options. More specifically, with $$\bar{X}_t:= \sup _{0\le s\le t} X_s$$ denoting the running...

This paper focuses on numerical evaluation techniques related to fluctuation theory for Lévy processes; they can be applied in various domains, e.g., in finance in the pricing of so-called barrier options. More specifically, with <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\bar{X}_t:= \sup _{0\le s\le t} X_s$$</EquationSource> </InlineEquation> denoting the running...</equationsource></inlineequation>

This paper analyzes a communication network, used by customers with heterogeneous service requirements. We investigate priority queueing as a way to establish service differentiation. It is assumed that there is an infinite population of customers, who join the network as long as their utility...

Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD), i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed with LRD properties, a next question is: what is their impact on network performance? To assess this...