Related papers: An ergodic control problem for many-server multicl…
We consider Markovian multiclass multi-pool networks with heterogeneous server pools, each consisting of many statistically identical parallel servers, where the bipartite graph of customer classes and server pools forms a tree. Customers…
We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…
We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…
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…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…
We study infinite-horizon asymptotic average optimality for parallel server network with multiple classes of jobs and multiple server pools in the Halfin-Whitt regime. Three control formulations are considered: 1) minimizing the queueing…
We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
In this work, we consider a continuous-time inventory system where the demand process follows an inventory-dependent diffusion process. The ordering cost of each order depends on the order quantity and is given by a general function, which…
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…
We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the…
We consider a multi-class queueing model of a telephone call center, in which a system manager dynamically allocates available servers to customer calls. Calls can terminate through either service completion or customer abandonment, and the…
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…
We study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at jump times of independent Poisson process. Under relatively weak…
Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dimensional diffusion process. The control is given by a…
We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…
In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization problems under either a blanket stability…