Related papers: An ergodic control problem for many-server multicl…
In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…
Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several…
We study a many-server queueing model with server vacations, where the population size dynamics of servers and customers are coupled: a server may leave for vacation only when no customers await, and the capacity available to customers is…
Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…
We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…
Although a number of solutions exist for the problems of coverage, search and target localization---commonly addressed separately---whether there exists a unified strategy that addresses these objectives in a coherent manner without being…
An ergodic analogue of a well-known diffusion model for risk and dividend distribution of a financial company is considered. In this simple primer it is curious how infinitely many optimal strategies are in accordance with the ergodic…
We consider exponential single server queues with state-dependent arrival and service rates which evolve under influences of external environments. The transitions of the queues are influenced by the environment's state and the movements of…
Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…
The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…
We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…
In this paper we study the dynamics and ergodic theory of certain economic models which are implicitly defined. We consider 1-dimensional and 2-dimensional overlapping generations models, a cash-in-advance model, heterogeneous markets and a…
The main goals of a switch scheme are high utilization, low queuing delay and fairness. To achieve high utilization the switch scheme can maintain non-zero (small) queues in steady state which can be used if the sources do not have data to…
We consider a set of flows passing through a set of servers. The injection rate into each flow is governed by a flow control that increases the injection rate when all the servers on the flow's path are empty and decreases the injection…
We study ergodic quadratic optimal stochastic control problems for an affine state equation with state and control dependent noise and with stochastic coefficients. We assume stationarity of the coefficients and a finite cost condition. We…
Efficient data access in High-Performance Computing (HPC) systems is essential to the performance of intensive computing tasks. Traditional optimizations of the I/O stack aim to improve peak performance but are often workload specific and…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
Next-generation distributed computing networks (e.g., edge and fog computing) enable the efficient delivery of delay-sensitive, compute-intensive applications by facilitating access to computation resources in close proximity to end users.…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times…