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We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…

Probability · Mathematics 2019-03-19 Asaf Cohen

A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…

Probability · Mathematics 2007-05-23 Rami Atar

We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We consider a cost set on a finite but sufficiently large time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a…

Optimization and Control · Mathematics 2014-07-03 Rami Atar , Anup Biswas

A G/M/N queue is considered in the moderate deviation heavy traffic regime. The rate function for the customers-in-system process is obtained for the single class model. A risk-sensitive type control problem is considered for multi-class…

Optimization and Control · Mathematics 2013-03-12 Anup Biswas

In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We consider exponential inter-arrival and service times, linear…

Probability · Mathematics 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

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…

Probability · Mathematics 2022-04-13 Rami Atar , Eyal Castiel , Yonatan Shadmi

We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…

Probability · Mathematics 2014-03-24 Rami Atar , Itai Gurvich

For a multiclass G/G/1 queue with finite buffers, admission and scheduling control, and holding and rejection costs, we construct a policy that is asymptotically optimal in the heavy traffic limit. The policy is specified in terms of a…

Probability · Mathematics 2014-12-23 Rami Atar , Mark Shifrin

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…

Probability · Mathematics 2007-05-23 Rami Atar , Avi Mandelbaum , Martin I. Reiman

This paper studies a multiclass queueing system with an associated risk- sensitive cost observed in heavy traffic at the moderate deviation scale, accounting for convex queue length penalties. The main result is the asymptotic optimality of…

Optimization and Control · Mathematics 2017-04-11 Rami Atar , Subhamay Saha

This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and…

Probability · Mathematics 2009-06-15 Rami Atar , Gennady Shaikhet

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Probability · Mathematics 2007-05-23 Rami Atar

This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…

Optimization and Control · Mathematics 2022-07-19 Rami Atar , Eyal Castiel , Marty Reiman

We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…

Probability · Mathematics 2020-09-01 Yue Hu , Jing Dong , Ohad Perry

We consider a multi-class G/G/1 queue with a finite shared buffer. There is task admission and server scheduling control which aims to minimize the cost which consists of holding and rejection components. We construct a policy that is…

Performance · Computer Science 2015-08-31 Mark Shifrin

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

Motivated by emerging applications in online matching platforms and marketplaces, we study a matching queue. Customers and servers that arrive in a matching queue depart as soon as they are matched. While state-dependent control is an…

Probability · Mathematics 2024-12-03 Sushil Mahavir Varma , Siva Theja Maguluri

This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…

Logic in Computer Science · Computer Science 2017-06-30 Mahmoud A. A. Mousa , Sven Schewe , Dominik Wojtczak
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