Related papers: An asymptotically optimal policy and state-space c…
Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…
We establish a unified analytical framework for load balancing systems, which allows us to construct a general class $\Pi$ of policies that are both throughput optimal and heavy-traffic delay optimal. This general class $\Pi$ includes as…
In this paper, we study a stochastic variant of the celebrated k-server problem. In the k-server problem, we are required to minimize the total movement of k servers that are serving an online sequence of t requests in a metric. In the…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We…
In this paper we study the problem of synthesizing optimal control policies for uncertain continuous-time nonlinear systems from syntactically co-safe linear temporal logic (scLTL) formulas. We formulate this problem as a sequence of…
We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…
This paper concerns rollout and certainty-equivalent rollout policies for stochastic shortest path problems with absorbing terminal states. The main result provides a direct non-asymptotic performance certificate for a fixed rollout policy:…
We consider the problem of minimizing the delay of jobs moving through a directed graph of service nodes. In this problem, each node may have several links and is constrained to serve one link at a time. As jobs move through the network,…
We give a memoryless scale-invariant randomized algorithm for the Buffer Management with Bounded Delay problem that is e/(e-1)-competitive against an adaptive adversary, together with better performance guarantees for many restricted…
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…
This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state…
We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…
This paper presents a new model for solving the optimal server location problem in a spatial hypercube queueing model. Unlike deterministic location models, our approach accounts for server availability, varying utilization levels, and…
We propose a simple yet effective policy for the predictive auto-scaling of horizontally scalable applications running in cloud environments, where compute resources can only be added with a delay, and where the deployment throughput is…
In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…
We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…
In this work we present a novel approach to hierarchical reinforcement learning for linearly-solvable Markov decision processes. Our approach assumes that the state space is partitioned, and the subtasks consist in moving between the…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
Optimal queueing control of multi-hop networks remains a challenging problem even in the simplest scenarios. In this paper, we consider a two-hop half-duplex relaying system with random channel connectivity. The relay is equipped with a…