Now showing items 1-12 of 12

    • A stylized model for the continuous double auction 

      Radivojevic, T.; Anselmi, J.; Scalas, E.Autoridad BCAM (2012-12-31)
      A stylized phenomenological model for the continuous double auction is introduced. This model is equivalent to two uncoupled M/M/1 queues. The conditions for statistical equilibrium (ergodicity) are derived. The results ...
    • Closed queueing networks under congestion: Nonbottleneck independence and bottleneck convergence 

      Anselmi, J.; D'Auria, B.; Walton, N. (2013-12-31)
      We analyze the behavior of closed multiclass product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus on the stationary behavior and ...
    • Competition yields efficiency in load balancing games 

      Anselmi, J.; Ayesta, U.; Wierman, A. (2011-12-31)
      We study a nonatomic congestion game with N parallel links, with each link under the control of a profit maximizing provider. Within this 'load balancing game', each provider has the freedom to set a price, or toll, for ...
    • Decentralized proportional load balancing 

      Anselmi, J.; Walton, N.S. (2016-01-01)
      Load balancing is a powerful technique commonly used in communication and computer networks to improve system performance, robustness and fairness. In this paper, we consider a general model capturing the performance of ...
    • Efficiency of simulation in monotone hyper-stable queueing networks 

      Anselmi, J.; Gaujal, B. (2014-12-31)
      We consider Jackson queueing networks with finite buffer constraints (JQN) and analyze the efficiency of sampling from their stationary distribution. In the context of exact sampling, the monotonicity structure of JQNs ...
    • Energy-aware capacity scaling in virtualized environments with performance guarantees 

      Anselmi, J.; Verloop, I.M. (2011-12-31)
      We investigate the trade-off between performance and power consumption in servers hosting virtual machines running IT services. The performance behavior of such servers is modeled through Generalized Processor Sharing (GPS) ...
    • Ergodic transition in a simple model of the continuous double auction 

      Radivojevic, T.; Anselmi, J.; Scalas, E.Autoridad BCAM (2014-12-31)
      We study a phenomenological model for the continuous double auction, whose aggregate order process is equivalent to two independent M/M/1 queues. The continuous double auction defines a continuous-time random walk for trade ...
    • Generalized Nash equilibria for SaaS/PaaS Clouds 

      Anselmi, J.; Ardagna, D.; Passacantando, M. (2014-12-31)
      Cloud computing is an emerging technology that allows to access computing resources on a pay-per-use basis. The main challenges in this area are the efficient performance management and the energy costs minimization. In ...
    • Heavy-traffic revenue maximization in parallel multiclass queues 

      Anselmi, J.; Casale, G. (2013-12-31)
      Motivated by revenue maximization in server farms with admission control, we investigate the optimal scheduling in parallel processor-sharing queues. Incoming customers are distinguished in multiple classes and we define ...
    • Optimal routing in parallel, non-observable queues and the price of anarchy revisited 

      Anselmi, J.; Gaujal, B. (2010-12-31)
      We consider a network of parallel, non-observable queues and analyze the "price of anarchy", an index measuring the worst-case performance loss of a decentralized system with respect to its centralized counterpart in ...
    • The economics of the cloud: Price competition and congestion 

      Anselmi, J.; Ardagna, D.; Lui, J.C.S.; Wierman, A.; Xu, Y.; Yang, Z. (2014-12-31)
      [No abstract available]
    • The price of forgetting in parallel and non-observable queues 

      Anselmi, J.; Gaujal, B. (2011-12-31)
      We consider a broker-based network of non-observable parallel queues and analyze the minimum expected response time and the optimal routing policy when the broker has the memory of its previous routing decisions. We provide ...