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We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…

Probability · Mathematics 2007-05-23 Baris Ata , Sunil Kumar

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

Discrete Mathematics · Computer Science 2016-06-28 Ana Bušić , Sean Meyn

Autonomous agents are promising in applications such as intelligent transportation and smart manufacturing, and scheduling of agents has to take their inertial constraints into consideration. Most current researches require the obedience of…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Feihong Yang , Yuan Shen

In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…

Probability · Mathematics 2012-01-04 Andreas Faller , Ludger Rüschendorf

AM/M/N+Mqueueingnetworkisconsideredwithdindependentcustomerclasses and d server pools in Halfin-Whitt regime. Class i customers has priority for service in pool i for i = 1, . . . , d, and may access some other pool if the pool has an idle…

Probability · Mathematics 2017-07-18 Anup Biswas

In this paper, we introduce a versatile scheme for optimizing the arrival rates of quasi-reversible queueing systems. We first propose an alternative definition of quasi-reversibility that encompasses reversibility and highlights the…

Machine Learning · Computer Science 2026-03-17 Céline Comte , Pascal Moyal

The Quality-and-Efficiency-Driven (QED) regime provides a basis for solving asymptotic dimensioning problems that trade off revenue, costs and service quality. We derive bounds for the optimality gaps that capture the differences between…

Optimization and Control · Mathematics 2015-11-06 Jaron Sanders , S. C. Borst , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue…

Probability · Mathematics 2009-11-19 David Gamarnik , Dmitriy Katz

We address the problem of giving robust performance bounds based on the study of the asymptotic behavior of the insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable…

Performance · Computer Science 2016-05-11 Matthieu Jonckheere , Balakrishna Prabhu

Recent years have seen a great increase in the capacity and parallel processing power of data centers and cloud services. To fully utilize the said distributed systems, optimal load balancing for parallel queuing architectures must be…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-10 Anam Tahir , Kai Cui , Heinz Koeppl

We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…

Performance · Computer Science 2025-02-23 Jonatha Anselmi , Bruno Gaujal , Tommaso Nesti

We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…

Probability · Mathematics 2011-05-04 David Gamarnik , Alexander Stolyar

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

We study transportation networks controlled by dynamical feedback tolls. We consider a multiscale transportation network model whereby the dynamics of the traffic flows are intertwined with those of the drivers' route choices. The latter…

Optimization and Control · Mathematics 2019-01-30 Rosario Maggistro , Giacomo Como

We present in this article traffic flow and control models for the train dynamics in metro lines. The first model, written in the max-plus algebra, takes into account minimum running, dwell and safety time constraints, without any control…

Optimization and Control · Mathematics 2018-01-09 Nadir Farhi , Cyril Nguyen Van Phu , Habib Haj-Salem , Jean-Patrick Lebacque

This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…

Optimization and Control · Mathematics 2014-03-28 Mathias Bürger , Claudio De Persis , Frank Allgöwer

The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

Optimization and Control · Mathematics 2025-11-07 Christian Fiedler , Alessandro Scagliotti