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Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…
We consider a multihop wireless system. There are multiple source-destination pairs. The data from a source may have to pass through multiple nodes. We obtain a channel scheduling policy which can guarantee end-to-end mean delay for the…
Simulating turbulent flows is crucial for a wide range of applications, and machine learning-based solvers are gaining increasing relevance. However, achieving temporal stability when generalizing to longer rollout horizons remains a…
We consider a generalized processing system having several queues, where the available service rate combinations are fluctuating over time due to reliability and availability variations. The objective is to allocate the available resources,…
Diffusion models have emerged from various theoretical and methodological perspectives, each offering unique insights into their underlying principles. In this work, we provide an overview of the most prominent approaches, drawing attention…
When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use…
We present an example of a single-server polling system with two queues and an adaptive service policy where the stability region depends on the expected values of all the primitives and also on a certain exponential moment of the…
We evaluate the significance of a recently proposed bivariate jump-diffusion model for a data-driven characterization of interactions between complex dynamical systems. For various coupled and non-coupled jump-diffusion processes, we find…
A fundamental challenge in large-scale cloud networks and data centers is to achieve highly efficient server utilization and limit energy consumption, while providing excellent user-perceived performance in the presence of uncertain and…
This paper derives a diffusion approximation for a sequence of discrete-time one-sided limit order book models with non-linear state dependent order arrival and cancellation dynamics. The discrete time sequences are specified in terms of an…
We consider an automatic overload control for two large service systems modeled as multi-server queues, such as call centers. We assume that the two systems are designed to operate independently, but want to help each other respond to…
The MGT fluid model has been used extensively to guide designs of AQM schemes aiming to alleviate adverse effects of Internet congestion. In this paper, we provide a new analysis of a TCP/AQM system that aims to improve the accuracy of the…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…
We consider a two-queue polling model with switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$) in each queue. The major benefit of the $k$-limited service discipline is that it -…
Recent years have witnessed the rapid development of acceleration techniques for diffusion models, especially caching-based acceleration methods. These studies seek to answer two fundamental questions: "When to cache" and "How to use…
We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…
Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…
By analyzing energy-efficient management of data centers, this paper proposes and develops a class of interesting {\it Group-Server Queues}, and establishes two representative group-server queues through loss networks and impatient…
This work considers a many-server queueing system in which customers with i.i.d., generally distributed service times enter service in the order of arrival. The dynamics of the system is represented in terms of a process that describes the…
The accurate and robust simulation of transcritical real-fluid flows is crucial for many engineering applications. Diffused interface methods are frequently employed and several numerical schemes have been developed for simulating…