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https://ceur-ws.org/Vol-2792/xpreface.pdf
Evsey V. Morozov Alexander S. Rumyantsev
Oleg V. Lukashenko (Eds.)
SMARTY 2020
The Second International Workshop
on Stochastic Modeling and Applied Research of
Technology
Petrozavodsk, Russia, August 16–20, 2020
Proceedings
Copyright © 2020 for the individual papers by the papers’ authors. Copyright © 2020 for
the volume as a collection by its editors. This volume and its papers are published under the
Creative Commons License Attribution 4.0 International (CC BY 4.0).
Editors’ addresses:
Institute of Applied Mathematical Research
Karelian Research Centre of the Russian Academy of Sciences
11 Pushkinskaya Str.
185910 Petrozavodsk, Karelia Republic, Russia
{emorozov | ar0 | lukashenko}@krc.karelia.ru
Preface
Stochastic modeling and applied probability continue to be a hot topic in the theoretical
computer science and mathematics domain. For various cutting-edge applications, such
as high performance computing and communications systems, production systems, social
networks, healthcare applications, the methods of applied probability, statistics, stochastic
simulation join forces with game theory, neural networks and computational advances in
order to provide qualitatively new results.
The Second International Workshop on Stochastic Modeling and Applied Research of
Technology (SMARTY 2020) was held in Petrozavodsk, Karelia, one of the beautiful places
in the North-West Russia, on August 16-20, 2020.
SMARTY workshop aims to bring together researchers working on the theoretical, algo-
rithmic and methodological aspects of queueing theory, stochastic modeling and game
theory, focusing on applications of such methods across a broad spectrum of technical
systems with primary interest in high-performance and distributed computing systems. We
received 26 submissions out of which we selected 18 for inclusion in the digital proceedings.
The accepted papers cover a wide range of issues, from theoretical research to practical
experience and applications.
We thank the authors, invited and keynote speakers for the submissions as well as for their
contribution which have made the Workshop useful and successful in all respects. We thank
the Organizing Committee and Technical Program Committee for their hard work.
December 2020 Evsey V. Morozov, Alexander S. Rumyantsev
Oleg V. Lukashenko
3
Organizing Committee
Alexander Rumyantsev
Alexandra Borodina
Irina Peshkova
Ksenia Zhukova
Lusine Meykhanadjian
Natalia Nikitina
Oleg Lukashenko
Rostislav Razumchik
Ruslana Nekrasova
Technical Program Committee
Abhijit Datta Banik
Achyutha Krishnamoorthy
Agassi Z. Melikov
Alexander N. Dudin
Alexander Veretennikov
Alexander Zeifman
Andrey Pechnikov
Antonis Economou
Balasubramanian Krishna Kumar
Binyamin Oz
Deepak Thazhungal Govindan
Dieter Fiems
Dmitry Kozyrev
Douglas Down
Erol Gelenbe
Evgeny Ivashko
Evsey Morozov
Garimella Rama Murthy
Galina Zverkina
Herwig Bruneel
Ioannis Dimitriou
Janos Sztrik
Konstantin Avrachenkov
Mais Farhadov
Manikandan Rangaswamy
Marian Codreanu
Masakiyo Miyazawa
Michele Pagano
4
Miklos Telek
Oleg A. Osipov
Onno Boxma
Philippe Robert
Rein Nobel
Ruslan Krenzler
Sabine Wittewrongel
Srinivas Chakravarthy
Stijn De Vuyst
Tuan Phung-Duc
Tadeusz Czachórski
Udo Krieger
Varghese C. Joshua
Vladimir Mazalov
Vladimir Rykov
Yuliya Gaidamaka
5
Contents
Stochastic Dichotomous Game-Theoretic Model of Technology Efficiency
Vladimir Tsyganov 8
Quorum Analysis for the “Pirate Game” Problem
Ilya Chernov and Evgeny Ivashko 24
Time Dependent Diffusion Model for Security Driven Software Defined Net-
works
Tadeusz Czachórski, Erol Gelenbe, Godlove Suila Kuaban and Dariusz Marek 38
Efficient Computation of Equilibrium/Transient Probability Distribution of
Arbitrary Finite State Space Continuous Time Markov Chains
Garimella Ramamurthy 57
Optimal Strategy Modelling in an Online Auction for the Rent of Computing
Resources
Anna Ivashko and George Safonov 66
Fork-Join Queueing Systems with Heterogeneous Servers Threshold Control
Policy
Oleg Osipov and Ekaterina Rogachko 76
Queue with Batch Service, Batch Size Determined by Emergency Customers
Sinu Lal T. S., A. Krishnamoorthy and V. C. Joshua 89
Prediction of the Optimal Control in a Multi-Server Heterogeneous Queueing
System
Dmitry Efrosinin and Natalia Stepanova 102
Gas Quality Determination Using Neural Network Model-based System
Ivan Brokarev and Sergei Vaskovskii 113
On a Linear Polymerisation Process
Sergei Zuyev 129
6
CONTENTS
On the Stationary Remaining Service Time in the Queueing Systems
Evsey Morozov and Taisia Morozova 140
Stability Analysis of a Model with General Retrials and Constant Retrial Rate
Evsey Morozov and Ruslana Nekrasova 150
Simulation a Modified Erlang Loss System with Multi-type Servers and Multi-
type Customers
Stepan Rogozin 162
Opinion Dynamics Models with Noise
E. Konovalchikova and Yu. Dorofeeva 176
Importance Sampling for the Estimation of the Failure Probability of the
Degradation Process
Oleg Lukashenko and Alexandra Borodina 191
On Stochastic and Failure Rate Orderings in Systems with Two-Component
Service Time Mixture
Irina Peshkova and Evsey Morozov 203
Stability of Multiclass Multiserver Models with Automata-type Phase Transi-
tions
Alexander Rumyantsev 213
Autocorrelation Function Characterization of Continuous Time Markov Chains
G. Rama Murthy, D.G. Down and A. Rumyantsev 226
7