Related papers: Optimal Admission Control for Many-Server Systems …
We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…
We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are…
We consider the problem of designing risk-sensitive optimal control policies for scheduling packet transmissions in a stochastic wireless network. A single client is connected to an access point (AP) through a wireless channel. Packet…
We consider a distributed server system consisting of a large number of servers, each with limited capacity on multiple resources (CPU, memory, disk, etc.). Jobs with different rewards arrive over time and require certain amounts of…
We consider a Markovian clearing queueing system, where the customers are accumulated according to a Poisson arrival process and the server removes all present customers at the completion epochs of exponential service cycles. This system…
Modern cloud computing workloads are composed of multiresource jobs that require a variety of computational resources in order to run, such as CPU cores, memory, disk space, or hardware accelerators. A single cloud server can typically run…
Modern cloud computing workloads are composed of multiresource jobs that require a variety of computational resources in order to run, such as CPU cores, memory, disk space, or hardware accelerators. A single cloud server can typically run…
We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…
We consider an M/M/1 queueing model where customers can strategically decide to enter or leave the queue. We characterize the class of queueing regimes such that, for any parameters of the model, the socially efficient behavior is an…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
We consider a large-scale service system model motivated by the problem of efficient placement of virtual machines to physical host machines in a network cloud, so that the total number of occupied hosts is minimized. Customers of different…
This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
Correctly estimating how demand respond to prices is fundamental for airlines willing to optimize their pricing policy. Under some conditions, these policies, while aiming at maximizing short term revenue, can present too little price…
We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…
A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
We address a single server queue control problem (QCP) in heavy traffic originating from Lee and Weerasinghe (2011). The state process represents the offered waiting time, the customer arrival has a state-dependent intensity, and the…
In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…
We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…