Related papers: Service Rate Control For Jobs with Decaying Value
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…
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.…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…