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We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…
We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state…
This paper studies the stability and dynamic control of underlay mobile edge networks. First, the stability region for a multiuser edge network is obtained under the assumption of full channel state information. This result provides a…
Motion planning is a fundamental problem and focuses on finding control inputs that enable a robot to reach a goal region while safely avoiding obstacles. However, in many situations, the state of the system may not be known but only…
This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…
Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…
This paper elaborates about the potential risk of systemic instabilities in future networks and proposes a methodology to mitigate it. The starting concept is modeling the network as a complex environment (e.g. ecosystem) of resources and…
We study the problem of robust influence maximization in dynamic diffusion networks. In line with recent works, we consider the scenario where the network can undergo insertion and removal of nodes and edges, in discrete time steps, and the…
Scheduling is a critical part of practical computer systems, and scheduling has also been extensively studied from a theoretical perspective. Unfortunately, there is a gap between theory and practice, as the optimal scheduling policies…
We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…
Stability is an important issue in order to characterize the performance of a network, and it has become a major topic of study in the last decade. Roughly speaking, a communication network system is said to be stable if the number of…
Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request…
We study, possibly distributed, robust weight control policies for DC power networks that change link susceptances, or weights in response to balanced disturbances to the supply-demand vector. The margin of robustness for a given control…
In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…
We review the role of information and learning in the stability and optimization of queueing systems. In recent years, techniques from supervised learning, bandit learning and reinforcement learning have been applied to queueing systems…
Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…
This paper studies motion planning of a mobile robot under uncertainty. The control objective is to synthesize a {finite-memory} control policy, such that a high-level task specified as a Linear Temporal Logic (LTL) formula is satisfied…
Multi-server queueing systems are widely used models for job scheduling in machine learning, wireless networks, crowdsourcing, and healthcare systems. This paper considers a multi-server system with multiple servers and multiple types of…
In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…
We consider a queueing network in which there are constraints on which queues may be served simultaneously; such networks may be used to model input-queued switches and wireless networks. The scheduling policy for such a network specifies…