Related papers: Doubly Exponential Solution for Randomized Load Ba…

The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…

We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…

In this paper, we are interested in the synthesis of schedulers in double-weighted Markov decision processes, which satisfy both a percentile constraint over a weighted reachability condition, and a quantitative constraint on the expected…

In this paper, a production model based on (hyperbolic) differential equations with stochastic and load-dependent machine failures is introduced. We derive the model on the base of a well-established deterministic model and show its…

We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to…

We study a general $k$ dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index $\alpha\in (0,1)$. When the arrival rate is sped up by a factor $n^\gamma$, the…

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

In the supermarket model, there are $n$ queues, each with a single server. Customers arrive in a Poisson process with arrival rate $\lambda n$, where $\lambda = \lambda (n) \in (0,1)$. Upon arrival, a customer selects $d=d(n)$ servers…

We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper Braverman, Dai and Miyazawa…

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

The dynamic vehicle dispatching problem corresponds to deciding which vehicles to assign to requests that arise stochastically over time and space. It emerges in diverse areas, such as in the assignment of trucks to loads to be transported;…

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for…

The intermittent on-off switching of feedback control is considered as a major mechanism of postural stabilization during human quiet standing, which can be modeled by switched-type hybrid stochastic delay differential equations with…

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…

We use a method of Luczak (arXiv:1212.3231) to investigate the equilibrium distribution of a dynamic routing model on a network. In this model, there are $n$ nodes, each pair joined by a link of capacity $C$. For each pair of nodes, calls…

We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…