Related papers: Controlled stochastic networks in heavy traffic: C…
We present a simple yet effective routing strategy inspired by coverage control, which delays the onset of congestion on traffic networks, by introducing a control parameter. The routing algorithm allows a trade-off between the congestion…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
A new class of control problems is discussed - homeostasis control. Homeostasis control problems can be considered as control problems with a given target set, in particular, as a problem of stabilizing the values of some target function,…
Aiming for more realistic optimal dividend policies, we consider a stochastic control problem with linearly bounded control rates using a performance function given by the expected present value of dividend payments made up to ruin. In a…
A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the…
Traffic congestion continues to escalate with urbanization and socioeconomic development, necessitating advanced modeling to understand and mitigate its impacts. In large-scale networks, traffic congestion can be studied using cascade…
Clustering large datasets is a fundamental problem with a number of applications in machine learning. Data is often collected on different sites and clustering needs to be performed in a distributed manner with low communication. We would…
We study the convergence of an $N$-particle Markovian controlled system to the solution of a family of stochastic McKean-Vlasov control problems, either with a finite horizon or Schr\"odinger type cost functional. Specifically, under…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
In order to understand controlling a complex system, an estimation of the required effort needed to achieve control is vital. Previous works have addressed this issue by studying the scaling laws of energy cost in a general way with…
Control of wireless multihop networks, while simultaneously meeting end-to-end mean delay requirements of different flows is a challenging problem. Additionally, distributed computation of control parameters adds to the complexity. Using…
We consider a class of optimal control problems for measure-valued nonlinear transport equations describing traffic flow problems on networks. The objective isto minimise/maximise macroscopic quantities, such as traffic volume or average…
This paper proposes a simplified version of classical models for urban transportation networks, and studies the problem of controlling intersections with the goal of optimizing network-wide congestion. Differently from traditional…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
This work addresses the distributed frequency control problem in power systems considering controllable load with a nonsmooth cost. The nonsmoothness exists widely in power systems, such as tiered price, greatly challenging the design of…
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…
Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…
The purpose of this article is to study a stochastic control problem on a junction, with control at the junction point. The problem of control is formulated in the weak sense, using a relaxed control, namely a control which takes values in…