Related papers: Perfect sampling for infinite server and loss syst…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
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…
Classically simulating quantum systems is challenging, as even noiseless $n$-qubit quantum states scale as $2^n$. The complexity of noisy quantum systems is even greater, requiring $2^n \times 2^n$-dimensional density matrices. Various…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…
In this paper we consider the problem of maximum throughput for tandem queueing system. We modeled this system as a Quasi-Birth-Death process. In order to do this we named level the number of customers waiting in the first buffer (including…
Despite significant advances on distributed continuous-time optimization of multi-agent networks, there is still lack of an efficient algorithm to achieve the goal of distributed optimization at a pre-specified time. Herein, we design a…
Throughput-optimal transmission scheduling in wireless networks has been a well considered problem in the literature, and the method for achieving optimality, MaxWeight scheduling, has been known for several decades. This algorithm achieves…
This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…
Infinite population models are important tools for studying population dynamics of evolutionary algorithms. They describe how the distributions of populations change between consecutive generations. In general, infinite population models…
An optimal finite-time process drives a given initial distribution to a given final one in a given time at the lowest cost as quantified by total entropy production. We prove that for system with discrete states this optimal process…
In this manuscript, we introduce a novel Decision Flow (DF) framework for sampling decisions from a target distribution while incorporating additional guidance from a prior sampler. DF can be viewed as an AI-driven algorithmic reincarnation…
A parallel server system with $n$ identical servers is considered. The service time distribution has a finite mean $1/\mu$, but otherwise is arbitrary. Arriving customers are be routed to one of the servers immediately upon arrival.…
Perfect simulation of an one-dimensional loss network on $\R$ with length distribution $\pi$ and cable capacity $C$ is performed using the clan of ancestors method. Domination of the clan of ancestors by a branching process with longer…
The emerging technology of quantum computing has the potential to change the way how problems will be solved in the future. This work presents a centralized network control algorithm executable on already existing quantum computer which are…
In this report, we apply an input-output transformation passivation method, described in our previous works, to an Adaptive Cruise Control system. We analyze the system's performance under a co-simulation framework that makes use of an…
The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has profound implications for operational effectiveness and cost…
In stochastic systems, numerically sampling the relevant trajectories for the estimation of the large deviation statistics of time-extensive observables requires overcoming their exponential (in space and time) scarcity. The optimal way to…