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We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…

Probability · Mathematics 2007-05-23 Rami Atar , Paul Dupuis , Adam Shwartz

This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…

Optimization and Control · Mathematics 2015-10-21 Eugene Feinberg , Xiaoxuan Zhang

In this paper we study a revenue maximization problem for optical routing nodes. We model the routing node as a single server polling model with the aim to assign visit periods (service windows) to the different stations (ports) such that…

Optimization and Control · Mathematics 2016-02-03 Murtuza Ali Abidini , Onno Boxma , Ton Koonen , Jacques Resing

We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…

Probability · Mathematics 2020-09-01 Yue Hu , Jing Dong , Ohad Perry

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We study the admission control problem in general networks. Communication requests arrive over time, and the online algorithm accepts or rejects each request while maintaining the capacity limitations of the network. The admission control…

Data Structures and Algorithms · Computer Science 2008-12-18 Noga Alon , Yossi Azar , Shai Gutner

We study how an e-commerce firm should make real-time fulfillment decisions in a two-layer distribution network when multi-item customer orders arrive sequentially and future demand is unknown. The central managerial tension is whether to…

Machine Learning · Computer Science 2026-05-26 Xi Chen , Yuze Chen , Ziyi Chen , Yuan Zhou

We study the optimal method for rationing scarce resources through a queue system. The designer controls agents' entry into a queue and their exit, their service priority -- or queueing discipline -- as well as their information about queue…

Theoretical Economics · Economics 2023-07-18 Yeon-Koo Che , Olivier Tercieux

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…

In this article, we investigate a dynamic control problem of a production-inventory system. Here, demands arrive at the production unit according to a Poisson process and are processed in an FCFS manner. The processing time of the…

Optimization and Control · Mathematics 2024-08-06 Subrata Golui , Chandan Pal , Manikandan R. , Abhay Sobhanan

We consider two-stage tandem queueing systems with one dedicated server in each station and a flexible server that can serve both stations. We assume exponential service times, linear holding costs accrued by jobs present in the system, and…

Systems and Control · Computer Science 2019-04-12 Ioannis Papachristos , Dimitrios G. Pandelis

We study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitive cost criterion. The objective is to prove asymptotic…

Probability · Mathematics 2024-10-23 Sumith Reddy Anugu , Guodong Pang

We consider the problem of rate and power allocation in a multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a general concave utility function of average transmission rates on the…

Information Theory · Computer Science 2016-11-15 Ali ParandehGheibi , Atilla Eryilmaz , Asuman Ozdaglar , Muriel Medard

We study a two-stage tandem service queue attended by two servers. Each job-server pair must complete both service phases together, with the server unable to begin a new job until the current one is fully processed after two stages.…

Optimization and Control · Mathematics 2026-01-21 Shuwen Lu , Jamol Pender , Mark E. Lewis

We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network…

Probability · Mathematics 2013-07-16 John Musacchio , Jean Walrand

In this paper, we study a stock-rationing queue with two demand classes by means of the sensitivity-based optimization, and develop a complete algebraic solution to the optimal dynamic rationing policy. We show that the optimal dynamic…

Optimization and Control · Mathematics 2021-02-02 Quan-Lin Li , Yi-Meng Li , Jing-Yu Ma , Heng-Li Liu

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them as online weighted bipartite matching problems with non-stationary arrivals. We propose new…

Optimization and Control · Mathematics 2018-05-29 Xinshang Wang , Van-Anh Truong , David Bank

We analyze a data-processing system with $n$ clients producing jobs which are processed in \textit{batches} by $m$ parallel servers; the system throughput critically depends on the batch size and a corresponding sub-additive speedup…

Performance · Computer Science 2020-09-22 Sounak Kar , Robin Rehrmann , Arpan Mukhopadhyay , Bastian Alt , Florin Ciucu , Heinz Koeppl , Carsten Binnig , Amr Rizk