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This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space is denumerable and the transition and cost rates are allowed…

Optimization and Control · Mathematics 2014-08-26 Qingda Wei , Xian Chen

We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains…

Mathematical Physics · Physics 2017-09-28 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon , Allen Tannenbaum

We address the problem of giving robust performance bounds based on the study of the asymptotic behavior of the insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable…

Performance · Computer Science 2016-05-11 Matthieu Jonckheere , Balakrishna Prabhu

We present a learning-augmented online algorithm for the preemptive FIFO buffer management problem, where packets arrive online to a finite-capacity buffer, must be transmitted in FIFO order, and the algorithm may preemptively discard…

Data Structures and Algorithms · Computer Science 2026-04-30 Wen-Han Hsieh , Ya-Chun Liang

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

Machine Learning · Statistics 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

Recent work in decentralized, schedule-driven traffic control has demonstrated the ability to significantly improve traffic flow efficiency in complex urban road networks. However, in situations where vehicle volumes increase to the point…

Artificial Intelligence · Computer Science 2019-03-12 Hsu-Chieh Hu , Stephen F. Smith

In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order…

Probability · Mathematics 2022-05-18 L. Bayón , P. Fortuny , J. M. Grau , A. M. Oller-Marcén , M. M. Ruiz

Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…

Optimization and Control · Mathematics 2022-03-04 Melis Boran , Bahar Cavdar , Tugce Isik

Autonomous agents are promising in applications such as intelligent transportation and smart manufacturing, and scheduling of agents has to take their inertial constraints into consideration. Most current researches require the obedience of…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Feihong Yang , Yuan Shen

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

The emerging connected-vehicle technology provides a new dimension in developing more intelligent traffic control algorithms for signalized intersections in networked transportation systems. An important challenge for the scheduling problem…

Networking and Internet Architecture · Computer Science 2017-01-20 Ping-Chun Hsieh , Xi Liu , Jian Jiao , I-Hong Hou , Yunlong Zhang , P. R. Kumar

We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…

Optimization and Control · Mathematics 2026-03-30 Stefano Bosi , David Desmarchelier , Ngoc-Sang Pham

In this paper we consider a real time queuing system with rewards and deadlines. We assume that packet processing time is known upon arrival, as is the case in communication networks. This assumption allows us to demonstrate that the well…

Performance · Computer Science 2018-08-24 Li-on Raviv , Amir Leshem

Scheduling and managing queues with bounded buffers are among the most fundamental problems in computer networking. Traditionally, it is often assumed that all the properties of each packet are known immediately upon arrival. However, as…

Networking and Internet Architecture · Computer Science 2020-01-01 Itamar Cohen , Gabriel Scalosub

We consider the problem of managing a bounded size First-In-First-Out (FIFO) queue buffer, where each incoming unit-sized packet requires several rounds of processing before it can be transmitted out. Our objective is to maximize the total…

Networking and Internet Architecture · Computer Science 2012-04-25 Kirill Kogan , Alejandro López-Ortiz , Sergey I. Nikolenko , Alexander V. Sirotkin , Denis Tugaryov

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

We consider a model of priced resource sharing that combines both queueing behavior and strategic behavior. We study a priority service model where a single server allocates its capacity to agents in proportion to their payment to the…

Computer Science and Game Theory · Computer Science 2012-06-05 Yu Wu , Loc Bui , Ramesh Johari

In this paper, we aim to improve the percentage of packets meeting their deadline in discrete-time M/M/1 queues with infrequent monitoring. More specifically, we look into policies that only monitor the system (and subsequently take…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Faraz Farahvash , Ao Tang

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…

Optimization and Control · Mathematics 2025-07-18 Bowen Xie , Haoyu Yin
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