Related papers: On optimality gaps in the Halfin--Whitt regime
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…
The Quality-and-Efficiency-Driven (QED) regime provides a basis for solving asymptotic dimensioning problems that trade off revenue, costs and service quality. We derive bounds for the optimality gaps that capture the differences between…
We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…
In complex systems, it is quite common to resort to approximations when optimizing system performance. These approximations typically involve selecting a particular system parameter and then studying the performance of the system as this…
In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We consider exponential inter-arrival and service times, linear…
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…
We consider a multi-class queueing model of a telephone call center, in which a system manager dynamically allocates available servers to customer calls. Calls can terminate through either service completion or customer abandonment, and the…
We study infinite-horizon asymptotic average optimality for parallel server network with multiple classes of jobs and multiple server pools in the Halfin-Whitt regime. Three control formulations are considered: 1) minimizing the queueing…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…
An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brownian control problems (BCP) and their equivalent workload…
In asymptotic regimes, both in time and space (network size), the derivation of network capacity results is grossly simplified by brushing aside queueing behavior in non-Jackson networks. This simplifying double-limit model, however, lends…
Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…
We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless Multi-Armed Bandit Problems (RMABPs) connected by constraints…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an approach to overcome these issues by defining limit objects for infinite sequences of…