Related papers: Controlled stochastic networks in heavy traffic: C…

We study scheduling control of parallel processing networks in which some resources need to simultaneously collaborate to perform some activities and some resources multitask. Resource collaboration and multitasking give rise to…

In road traffic networks, large traffic volumes may lead to extreme delays. These severe delays are caused by the fact that, whenever the maximum capacity of a road is approached, speeds drop rapidly. Therefore, the focus in this paper is…

This paper studies the problem of controlling complex networks, that is, the joint problem of selecting a set of control nodes and of designing a control input to steer a network to a target state. For this problem (i) we propose a metric…

In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…

This paper studies a basic model of a dynamical distribution network, where the network topology is given by a directed graph with storage variables corresponding to the vertices and flow inputs corresponding to the edges. We aim at…

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…

Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Models for the dynamics of congestion control generally involve systems of coupled differential equations. Universally, these models assume that traffic sources saturate the maximum transmissions allowed by the congestion control method.…

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rare chance-constrained optimal control framework for…

In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

We present a unified analytical framework within which power control, rate allocation, routing, and congestion control for wireless networks can be optimized in a coherent and integrated manner. We consider a multi-commodity flow model with…

We study the convergence problem of mean-field control theory in the presence of state constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of the value functions associated to stochastic control problems…

The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…

We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…

In transportation systems (e.g. highways, railways, airports), traffic flows with distinct origin-destination pairs usually share common facilities and interact extensively. Such interaction is typically stochastic due to natural…

We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…

The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has $x$ requests to transmit, then it receives a fraction of the capacity proportional to $\log(1+x)$,…