Related papers: An ergodic control problem for many-server multicl…
We study a regulation problem for stochastic systems subject to both continuous fluctuations and rare but significant shocks, modeled as a jump-diffusion with uncertainty in both the drift and the jump intensity. Such settings arise in…
In this paper we consider an integrated model for TCP/IP protocols with multipath routing. The model combines a Network Utility Maximization for rate control based on end-to-end queuing delays, with a Markovian Traffic Equilibrium for…
We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the…
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
Admission control can be employed to avoid congestion in queueing networks subject to overload. In distributed networks the admission decisions are often based on imperfect measurements on the network state. This paper studies how the lack…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our objective is to show near optimality of optimal policies…
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.…
This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…
In this paper we revisit the results of Loynes (1962) on stability of queues for ergodic arrivals and services, and show examples when the arrivals are bounded and ergodic, the service rate is constant, and under stability the limit…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
Congestion game is a widely used model for modern networked applications. A central issue in such applications is that the selfish behavior of the participants may result in resource overloading and negative externalities for the system…
We address the problem to control a population of noncooperative heterogeneous agents, each with convex cost function depending on the average population state, and all sharing a convex constraint, towards an aggregative equilibrium. We…
We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…
A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time horizons. There are two control actions: a standard control…
The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…
Consider a (logical) link between two distributed data centers with available bandwidth designated for both deadline-driven elastic traffic, such as for scheduled synchronization services, and profitable inelastic traffic, such as for…
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…
This paper considers a class of stochastic control problems with implicitly defined objective functions, which are the sources of time-inconsistency. We study the closed-loop equilibrium solutions in a general controlled diffusion…
In this paper, we study a goal-oriented communication problem for edge server monitoring, where compute jobs arrive intermittently at dispatchers and must be immediately assigned to distributed edge servers. Due to competing workloads and…