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The analysis of stochastic loss networks has long been of interest in computer and communications networks and is becoming important in the areas of service and information systems. In traditional settings, computing the well known Erlang…

Probability · Mathematics 2007-08-31 Yingdong Lu , Ana Radovanović

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

We propose and solve a stochastic dynamic programming (DP) problem addressing the optimal provision of regulation service reserves (RSR) by controlling dynamic demand preferences in smart buildings. A major contribution over past dynamic…

Systems and Control · Computer Science 2017-07-26 Bowen Zhang , Michael C. Caramanis , John Baillieul

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

Optimization and Control · Mathematics 2012-06-21 William B. Haskell , Rahul Jain

Inspired by recent industrial efforts toward high altitude flying wireless access points powered by renewable energy, an online resource allocation problem for a mobile access point (AP) travelling at high altitude is formulated. The AP…

Networking and Internet Architecture · Computer Science 2015-10-16 Elif Tugce Ceran , Tugce Erkilic , Elif Uysal-Biyikoglu , Tolga Girici , Kemal Leblebicioglu

Future 6G networks are expected to empower communication systems by integrating sensing capabilities, resulting in integrated sensing and communication (ISAC) systems. However, this integration may exacerbate the data traffic congestion in…

Signal Processing · Electrical Eng. & Systems 2024-12-31 Lu Wang , Luis F. Abanto-Leon

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

Optimization and Control · Mathematics 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Machine Learning · Computer Science 2014-01-16 Balázs Csanád Csáji , László Monostori

We study the problem of maximizing payoff generated over a period of time in a general class of closed queueing networks with a finite, fixed number of supply units which circulate in the system. Demand arrives stochastically, and serving a…

Optimization and Control · Mathematics 2022-03-10 Yash Kanoria , Pengyu Qian

We consider the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported. In the optimal capacity reservation problem, we choose the reserved link capacities to minimize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-03 Nicholas Moehle , Xinyue Shen , Zhi-Quan Luo , Stephen Boyd

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

We consider energy-efficient wireless resource management in cellular networks where BSs are equipped with energy harvesting devices, using statistical information for traffic intensity and harvested energy. The problem is formulated as…

Information Theory · Computer Science 2016-11-15 Jie Gong , John S. Thompson , Sheng Zhou , Zhisheng Niu

We present a conceptual framework for the dynamic traffic resources allocation problem in a situation of elastic demand among customers. We introduce an activity-based model to express customers' successive actions and transfers in order to…

Computer Science and Game Theory · Computer Science 2018-06-29 Keiichiro Hayakawa , Eiji Hato

The growing scale and complexity of safety-critical control systems underscore the need to evolve current control architectures aiming for the unparalleled performances achievable through state-of-the-art optimization and machine learning…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Luca Furieri , Clara Lucía Galimberti , Giancarlo Ferrari-Trecate

Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the…

Probability · Mathematics 2025-06-04 Omar Besbes , Yash Kanoria , Akshit Kumar

The resource allocation problem consists of the optimal distribution of a budget between agents in a group. We consider such a problem in the context of open systems, where agents can be replaced at some time instances. These replacements…

Multiagent Systems · Computer Science 2022-07-20 Renato Vizuete , Charles Monnoyer de Galland , Julien M. Hendrickx , Paolo Frasca , Elena Panteley

In this paper, we consider the service caching and the computing resource allocation in edge computing (EC) enabled networks. We introduce a random service caching design considering multiple types of latency sensitive services and the base…

Networking and Internet Architecture · Computer Science 2023-01-20 Mingun Kim , Hewon Cho , Ying Cui , Jemin Lee

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…

Information Theory · Computer Science 2015-10-28 Bo Zhou , Ying Cui , Meixia Tao
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