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Related papers: Service Rate Control For Jobs with Decaying Value

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We study the optimal control of battery energy storage under a general "pay-for-performance" setup such as providing frequency regulation and renewable integration. In these settings, batteries need to carefully balance the trade-off…

Optimization and Control · Mathematics 2018-07-31 Yuanyuan Shi , Bolun Xu , Yushi Tan , Daniel Kirschen , Baosen Zhang

We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…

Optimization and Control · Mathematics 2015-09-22 James Cruise , Stan Zachary

Traditionally, research focusing on the design of routing and staffing policies for service systems has modeled servers as having fixed (possibly heterogeneous) service rates. However, service systems are generally staffed by people.…

Computer Science and Game Theory · Computer Science 2016-03-24 Ragavendran Gopalakrishnan , Sherwin Doroudi , Amy R. Ward , Adam Wierman

In recent years, there is a growing research about queueing models with customers who choose their service durations. In general, the model assumptions in the existing literature imply that every customer knows his service demand when he…

Optimization and Control · Mathematics 2022-01-19 Royi Jacobovic

We consider a simple computation offloading model where jobs can either be fully processed in the cloud or be partially processed at a local server before being sent to the cloud to complete processing. Our goal is to design a policy for…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Darin Jeff , Eytan Modiano

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La

This work takes up the challenges of utility maximization problem when the market is indivisible and the transaction costs are included. First there is a so-called solvency region given by the minimum margin requirement in the problem…

Portfolio Management · Quantitative Finance 2010-03-16 Qingshuo Song , G. Yin , Chao Zhu

In multi-server queueing systems where there is no central queue holding all incoming jobs, job dispatching policies are used to assign incoming jobs to the queue at one of the servers. Classic job dispatching policies such as…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Tuhinangshu Choudhury , Gauri Joshi , Weina Wang , Sanjay Shakkottai

Adaptive optimal control using value iteration (VI) initiated from a stabilizing policy is theoretically analyzed in various aspects including the continuity of the result, the stability of the system operated using any single/constant…

Systems and Control · Computer Science 2015-05-18 Ali Heydari

When a robotic system is redundant with respect to a given task, the remaining degrees of freedom can be used to satisfy additional objectives. With current robotic systems having more and more degrees of freedom, this can lead to an entire…

Robotics · Computer Science 2024-03-14 Gianluca Garofalo

In many traditional job scheduling settings, it is assumed that one knows the time it will take for a job to complete service. In such cases, strategies such as shortest job first can be used to improve performance in terms of measures such…

Data Structures and Algorithms · Computer Science 2019-05-24 Michael Mitzenmacher

The goal of thermodynamic optimal control theory is to find protocols to change the state of a system from an initial to a desired final distribution, within a finite time, with the least possible expenditure of work. The optimal protocol…

Statistical Mechanics · Physics 2025-12-18 Daan Mulder , Thomas E. Ouldridge , Pieter Rein ten Wolde

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…

Probability · Mathematics 2016-06-23 Scott N. Armstrong , Ofer Zeitouni

This paper is concerned with cost optimization of an insurance company. The surplus of the insurance company is modeled by a controlled regime switching diffusion, where the regime switching mechanism provides the fluctuations of the random…

Optimization and Control · Mathematics 2016-08-02 Chao Zhu

A possibly immortal agent tries to maximise its summed discounted rewards over time, where discounting is used to avoid infinite utilities and encourage the agent to value current rewards more than future ones. Some commonly used discount…

Artificial Intelligence · Computer Science 2014-07-15 Tor Lattimore , Marcus Hutter

This article analyzes two classes of job selection policies that control how a network of autonomous aerial vehicles delivers goods from depots to customers. Customer requests (jobs) occur according to a spatio-temporal stochastic process…

Multiagent Systems · Computer Science 2018-09-05 Pasquale Grippa , Doris A. Behrens , Christian Bettstetter , Friederike Wall

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

We present and study a new model for energy-aware and profit-oriented scheduling on a single processor. The processor features dynamic speed scaling as well as suspension to a sleep mode. Jobs arrive over time, are preemptable, and have…

Data Structures and Algorithms · Computer Science 2012-09-14 Peter Kling , Andreas Cord-Landwehr , Frederik Mallmann-Trenn

In this work, we study the optimization problem of a renewable resource in finite time. The resource is assumed to evolve according to a logistic stochastic differential equation. The manager may harvest partially the resource at any time…

Optimization and Control · Mathematics 2018-07-12 Thomas Lim , Idris Kharroubi , Vathana Ly-Vath

This paper studies a model for online job scheduling in green datacenters. In green datacenters, resource availability depends on the power supply from the renewables. Intermittent power supply from renewables leads to intermittent resource…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-11 Vanamala Venkataswamy