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In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic…

Optimization and Control · Mathematics 2023-10-27 Shahriar Talebi , Mehran Mesbahi

This paper proposes a new class of online policies for scheduling in input-buffered crossbar switches. Our policies are throughput optimal for a large class of arrival processes which satisfy strong-law of large numbers. Given an initial…

Networking and Internet Architecture · Computer Science 2009-02-09 Gagan Raj Gupta , Sujay Sanghavi , Ness B. Shroff

This paper studies the heavy-traffic asymptotics for the multiclass FIFO M${}^X$/G/1 queue. We first derive the probability generating function of the joint queue length distribution. Using the probability generating function, we then…

Probability · Mathematics 2014-04-25 Hiroshi Miyawaki , Hiroyuki Masuyama , Yutaka Takahashi

In this paper, we analyze the optimal management of local memory systems, using the tools of stationary point processes. We provide a rigorous setting of the problem, building upon recent work, and characterize the optimal causal policy…

Probability · Mathematics 2024-12-03 Matias Carrasco , Andres Ferragut , Fernando Paganini

In complex systems, it is quite common to resort to approximations when optimizing system performance. These approximations typically involve selecting a particular system parameter and then studying the performance of the system as this…

Probability · Mathematics 2015-11-18 Ramandeep S. Randhawa

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Machine Learning · Computer Science 2020-07-09 Adithya M. Devraj , Sean P. Meyn

Infinite horizon optimization problems accompany two perplexities. First, the infinite series of utility sequences may diverge. Second, boundary conditions at the infinite terminal time may not be rigorously expressed. In this paper, we…

Optimization and Control · Mathematics 2012-03-20 Dapeng Cai , Gyoshin Nitta

We consider the problem of packet scheduling in single-hop queueing networks, and analyze the impact of heavy-tailed traffic on the performance of Max-Weight scheduling. As a performance metric we use the delay stability of traffic flows: a…

Networking and Internet Architecture · Computer Science 2011-08-02 Mihalis G. Markakis , Eytan H. Modiano , John N. Tsitsiklis

The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…

Networking and Internet Architecture · Computer Science 2015-03-19 Ying Liu , Hongying Liu , Ke Xu , Meng Shen , Yifeng Zhong

This paper develops an optimal data aggregation policy for learning-based traffic control systems based on imagery collected from Road Side Units (RSUs) under imperfect communications. Our focus is optimizing semantic information flow from…

Optimization and Control · Mathematics 2023-06-30 Ahmad Sarlak , Xiwen Chen , Rahul Amin , Abolfazl Razi

To deliver high performance in power limited systems, architects have turned to using heterogeneous systems, either CPU+GPU or mixed CPU-hardware systems. However, in systems with different processor types and task affinities, scheduling…

Performance · Computer Science 2017-12-12 Zhuo Chen , Diana Marculescu

Existing learning rate schedules that do not require specification of the optimization stopping step T are greatly out-performed by learning rate schedules that depend on T. We propose an approach that avoids the need for this stopping time…

Machine Learning · Computer Science 2024-10-31 Aaron Defazio , Xingyu Alice Yang , Harsh Mehta , Konstantin Mishchenko , Ahmed Khaled , Ashok Cutkosky

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…

Probability · Mathematics 2010-07-13 Guodong Pang , Ward Whitt

In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…

Statistics Theory · Mathematics 2013-11-11 Junya Honda , Akimichi Takemura

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Optimization and Control · Mathematics 2022-03-28 Xinyi Guan , Velibor V. Mišić

We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…

Data Structures and Algorithms · Computer Science 2026-04-03 Guokai Li , Alys Liang , Mo Liu , Murray Lei , Stefanus Jasin , Fenghua Yang , Preet Baxi

This paper addresses the problem of a boundary control design for traffic evolving in a large-scale urban network. The traffic state is described on a macroscopic scale and corresponds to the vehicle density, whose dynamics are governed by…

Optimization and Control · Mathematics 2021-03-17 Liudmila Tumash , Carlos Canudas-de-Wit , Maria Laura Delle Monache

We consider the optimal appointment scheduling problem that incorporates patients' unpunctual behavior, where the unpunctuality is assumed to be time dependent, but additive. Our goal is to develop an optimal scheduling method for a large…

Optimization and Control · Mathematics 2024-12-30 Nikolai Lipscomb , Xin Liu , Vidyadhar G. Kulkarni

Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the influence of spatial constraints on agents' performance. Yet hand-designing conducive environment layouts…

Systems and Control · Electrical Eng. & Systems 2023-05-22 Zhan Gao , Amanda Prorok

A recently proposed paradigm for vehicular traffic in the era of CAV (connected and automated vehicles), called TrafficFluid, involves lane-free vehicle movement. Lane-free traffic implies that incremental road widening (narrowing) leads to…

Systems and Control · Electrical Eng. & Systems 2021-06-18 Milad Malekzadeh , Ioannis Papamichail , Markos Papageorgiou , Klaus Bogenberger