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Optimal Markov Decision Process policies for problems with finite state and action space are identified through a partial ordering by comparing the value function across states. This is referred to as state-based optimality. This paper…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…
This paper serves as a companion to "Asymptotic Product-form Steady-state for Multiclass Queueing Networks with SBP Service Policies in Multi-scale Heavy Traffic." In this short paper, we illustrate the main results of the main paper…
We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…
We consider a periodic-review, fixed-lifetime perishable inventory control problem where demand is a general stochastic process. The optimal solution for this problem is intractable due to "curse of dimensionality". In this paper, we first…
With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…
We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…
Stochastic sequential decision making often requires hierarchical structure in the problem where each high-level action should be further planned with primitive states and actions. In addition, many real-world applications require a plan…
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…
Scheduling is a critical part of practical computer systems, and scheduling has also been extensively studied from a theoretical perspective. Unfortunately, there is a gap between theory and practice, as the optimal scheduling policies…
In recent years, as the demand for low energy and high performance computing has steadily increased, heterogeneous computing has emerged as an important and promising solution. Because most workloads can typically run most efficiently on…
We study real-time routing policies in smart transit systems, where the platform has a combination of cars and high-capacity vehicles (e.g., buses or shuttles) and seeks to serve a set of incoming trip requests. The platform can use its…
Quantum control with restricted state access is central to near-term quantum devices, where full wave-function information is unavailable. We study this problem through multiqubit disentanglement scheduling from partial observations, where…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…
A heterogeneous closed network with one-server queues with finite capacity and one infinite-server queue is studied. A target application is bike-sharing systems. Heterogeneity is taken into account through clusters whose queues have the…
We consider a load balancing system consisting of $n$ single-server queues working in parallel, with heterogeneous service rates. Jobs arrive to a central dispatcher, which has to dispatch them to one of the queues immediately upon arrival.…
The concept of fog computing is centered around providing computation resources at the edge of network, thereby reducing the latency and improving the quality of service. However, it is still desirable to investigate how and where at the…
Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…