Related papers: Asymptotically optimal control for a multiclass qu…
The presented study elaborates a multi-server priority queueing model considering the pre-emptive repeat policy and phase-type distribution (PH) for retrial process. The incoming heterogeneous calls are categorized as handoff calls and new…
In this paper, we introduce a model of dynamical queue, in which the service time depends on the server utilization history. The proposed queueing model is motivated by widely accepted empirical laws describing human performance as a…
The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…
We consider optimal control of a multi-class queue in the Halfin--Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing results in the literature for such systems provide…
We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…
In intelligent transportation systems (ITS), adaptive transit signal priority (TSP) and dynamic bus control systems have been independently developed to maintain efficient and reliable urban bus services. However, those two systems could…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…
A discrete-time decentralized routing problem in a service system consisting of two service stations and two controllers is investigated. Each controller is affiliated with one station. Each station has an infinite size buffer. Exogenous…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
We consider the problem of designing risk-sensitive optimal control policies for scheduling packet transmissions in a stochastic wireless network. A single client is connected to an access point (AP) through a wireless channel. Packet…
This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…
Classical queuing network control strategies typically rely on accurate knowledge of model data, i.e., arrival and service rates. However, such data are not always available and may be time-variant. To address this challenge, we consider a…
We develop many-server asymptotics in the QED regime for models with admission control. The admission control, designed to reduce the incoming traffic in periods of congestion, scales with the size of the system. For a class of Markovian…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…
We consider the problem of service rate control of a single server queueing system with a finite-state Markov-modulated Poisson arrival process. We show that the optimal service rate is non-decreasing in the number of customers in the…