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This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

We study a difficult problem of how to schedule complex workflows with precedence constraints under a limited budget in the cloud environment. We first formulate the scheduling problem as an integer programming problem, which can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-05 Hang Zhang , Xiaoying Zheng , Ye Xia , Mingqi Li

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

We present a new, tractable method for solving and analyzing risk-aware control problems over finite and infinite, discounted time-horizons where the dynamics of the controlled process are described as a martingale problem. Supposing…

Optimization and Control · Mathematics 2020-06-23 Jukka Isohätälä , William B. Haskell

In this paper, we study the problem of stochastic linear bandits with finite action sets. Most of existing work assume the payoffs are bounded or sub-Gaussian, which may be violated in some scenarios such as financial markets. To settle…

Machine Learning · Computer Science 2020-04-29 Bo Xue , Guanghui Wang , Yimu Wang , Lijun Zhang

The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…

Logic in Computer Science · Computer Science 2018-05-01 Christel Baier , Nathalie Bertrand , Clemens Dubslaff , Daniel Gburek , Ocan Sankur

In this paper, we investigate a general delay-aware channel allocation problem where the number of channels is less than that of users. Due to the proliferation of delay sensitive applications, the objective of our problem is chosen to be…

Information Theory · Computer Science 2020-05-22 Saad Kriouile , Mohamad Assaad , Maialen Larranaga

The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…

Optimization and Control · Mathematics 2022-10-21 Egor Gladin , Maksim Lavrik-Karmazin , Karina Zainullina , Varvara Rudenko , Alexander Gasnikov , Martin Takáč

We analyze the problem of scheduling in wireless networks to meet end-to-end service guarantees, defined by instantaneous throughput and hard packet deadlines. Using a network slicing model to decouple the queueing dynamics between flows,…

Networking and Internet Architecture · Computer Science 2026-04-21 Nicholas Jones , Eytan Modiano

This brief paper presents simple simulation-based algorithms for obtaining an approximately optimal policy in a given finite set in large finite constrained Markov decision processes. The algorithms are adapted from playing strategies for…

Optimization and Control · Mathematics 2014-12-17 Hyeong Soo Chang

We consider the problem of dynamically scheduling J jobs on N processors for non-preemptive execution where the value of each job (or the reward garnered upon completion) decays over time. All jobs are initially available in a buffer and…

Optimization and Control · Mathematics 2009-07-22 Carri W. Chan , Nick Bambos

We establish the existence of optimal scheduling strategies for time-bounded reachability in continuous-time Markov decision processes, and of co-optimal strategies for continuous-time Markov games. Furthermore, we show that optimal control…

Formal Languages and Automata Theory · Computer Science 2010-06-07 Markus Rabe , Sven Schewe

In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…

Optimization and Control · Mathematics 2023-11-16 Xin Guo , Aiko Kurushima , Alexey Piunovskiy , Yi Zhang

This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…

Optimization and Control · Mathematics 2011-03-02 Alexey Piunovskiy , Yi Zhang

The active-time scheduling problem considers the problem of scheduling preemptible jobs with windows (release times and deadlines) on a parallel machine that can schedule up to $g$ jobs during each timestep. The goal in the active-time…

Data Structures and Algorithms · Computer Science 2022-07-27 Nairen Cao , Jeremy T. Fineman , Shi Li , Julián Mestre , Katina Russell , Seeun William Umboh

We aim to maximize the energy efficiency, gauged as average energy cost per job, in a large-scale server farm with various storage or/and computing components modeled as parallel abstracted servers. Each server operates in multiple power…

Optimization and Control · Mathematics 2023-10-23 Jing Fu , Xinyu Wang , Zengfu Wang , Moshe Zukerman

We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-21 Elli Zavou , Antonio Fernández Anta

Stochastic Network Calculus is a probabilistic method to compute performance bounds in networks, such as end-to-end delays. It relies on the analysis of stochastic processes using formalism of (Deterministic) Network Calculus. However,…

Performance · Computer Science 2024-01-19 Anne Bouillard

We study the sequential decision-making problem of allocating a limited resource to agents that reveal their stochastic demands on arrival over a finite horizon. Our goal is to design fair allocation algorithms that exhaust the available…

Machine Learning · Computer Science 2023-06-21 Parisa Hassanzadeh , Eleonora Kreacic , Sihan Zeng , Yuchen Xiao , Sumitra Ganesh

Mobile-edge computing (MEC) emerges as a promising paradigm to improve the quality of computation experience for mobile devices. Nevertheless, the design of computation task scheduling policies for MEC systems inevitably encounters a…

Information Theory · Computer Science 2016-11-15 Juan Liu , Yuyi Mao , Jun Zhang , Khaled B. Letaief
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