Related papers: Asymptotically optimal control for a multiclass qu…
We develop Bellman equation based approach for infinite time horizon optimal impulsive control problems. Both discounted and time average criteria are considered. We establish very general and at the same time natural conditions under which…
Active Queue Management (AQM) for mitigating Internet congestion has been addressed via various feedback control syntheses, especially P, PI, and PID regulators, by using a linear approximation where the ``round trip time'', i.e., the…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
To leverage prediction models to make optimal scheduling decisions in service systems, we must understand how predictive errors impact congestion due to externalities on the delay of other jobs. Motivated by applications where prediction…
Due to the presence of buffers in the inner network nodes, each congestion event leads to buffer queueing and thus to an increasing end-to-end delay. In the case of delay sensitive applications, a large delay might not be acceptable and a…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
It is commonly seen that buses are blocked by the ones in front serving passengers and have to queue outside a curbside bus stop although there are vacant berths at the stop. The resultant bus delays degrade the service level of urban…
This paper deals with traffic control at motorway bottlenecks assuming the existence of an unknown, time-varying, Fundamental Diagram (FD). The FD may change over time due to different traffic compositions, e.g., light and heavy vehicles,…
Congestion game is a widely used model for modern networked applications. A central issue in such applications is that the selfish behavior of the participants may result in resource overloading and negative externalities for the system…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…
We investigate the scheduling of a common resource between several concurrent users when the feasible transmission rate of each user varies randomly over time. Time is slotted and users arrive and depart upon service completion. This may…
An optimal finite-time process drives a given initial distribution to a given final one in a given time at the lowest cost as quantified by total entropy production. We prove that for system with discrete states this optimal process…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
Several studies have considered control theory tools for traffic control in communication networks, as for example the congestion control issue in IP (Internet Protocol) routers. In this paper, we propose to design a linear observer for…
Modern networks exhibit a high degree of variability in link rates. Cellular network bandwidth inherently varies with receiver motion and orientation, while class-based packet scheduling in datacenter and service provider networks induces…