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We study the online preemptive scheduling of intervals and jobs (with restarts). Each interval or job has an arrival time, a deadline, a length and a weight. The objective is to maximize the total weight of completed intervals or jobs.…

Data Structures and Algorithms · Computer Science 2012-04-16 Stanley P. Y. Fung , Chung Keung Poon , Feifeng Zheng

In this work, we study the single machine scheduling problem with uncertain release times and processing times of jobs. We adopt a robust scheduling approach, in which the measure of robustness to be minimized for a given sequence of jobs…

Optimization and Control · Mathematics 2014-11-27 Nitish Umang , Alan L. Erera , Michel Bierlaire

Fair resource allocation is undoubtedly a crucial factor in customer satisfaction in several scheduling scenarios. This is especially apparent in repetitive scheduling models where the same set of clients repeatedly submits jobs on a daily…

Data Structures and Algorithms · Computer Science 2024-07-08 Klaus Heeger , Danny Hermelin , Yuval Itzhaki , Hendrik Molter , Dvir Shabtay

We present a new online algorithm for profit-oriented scheduling on multiple speed-scalable processors. Moreover, we provide a tight analysis of the algorithm's competitiveness. Our results generalize and improve upon work by…

Data Structures and Algorithms · Computer Science 2012-09-19 Peter Kling , Peter Pietrzyk

Rescheduling problems arise in a variety of situations where a previously planned schedule needs to be adjusted to deal with unforeseen events. A common problem is the arrival of new orders, i.e. jobs, which have to be integrated into the…

Discrete Mathematics · Computer Science 2025-07-10 Elena Rener , Fabio Salassa , Vincent T'kindt

This paper addresses the problem of computing a scheduling policy that minimizes the total expected completion time of a set of $N$ jobs with stochastic processing times on $m$ parallel identical machines. When all processing times follow…

Data Structures and Algorithms · Computer Science 2025-05-07 Antonios Antoniadis , Ruben Hoeksma , Kevin Schewior , Marc Uetz

This paper develops a polyhedral approach to the design, analysis, and computation of dynamic allocation indices for scheduling binary-action (engage/rest) Markovian stochastic projects which can change state when rested (restless bandits…

Optimization and Control · Mathematics 2023-04-05 José Niño-Mora

Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…

Statistics Theory · Mathematics 2007-06-13 Hock Peng Chan , Cheng-Der Fuh , Inchi Hu

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

We consider stochastic bandit problems with a continuous set of arms and where the expected reward is a continuous and unimodal function of the arm. No further assumption is made regarding the smoothness and the structure of the expected…

Machine Learning · Computer Science 2015-03-09 Richard Combes , Alexandre Proutiere

This work considers the sensor scheduling for multiple dynamic processes. We consider $n$ linear dynamic processes, the state of each process is measured by a sensor, which transmits their local state estimates over wireless channels to a…

Systems and Control · Computer Science 2025-04-03 Shuang Wu , Kemi Ding , Peng Cheng , Ling Shi

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

This paper is concerned with the solution of the optimal stopping problem associated to the valuation of Perpetual American options driven by continuous time Markov chains. We introduce a new dynamic approach for the numerical pricing of…

Probability · Mathematics 2019-04-25 Laurent Miclo , Stéphane Villeneuve

In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…

Systems and Control · Computer Science 2015-08-03 Yuliya Butkova , Hassan Hatefi , Holger Hermanns , Jan Krcal

We consider the online scheduling problem of moldable task graphs on multiprocessor systems for minimizing the overall completion time (or makespan). Moldable job scheduling has been widely studied in the literature, in particular when…

Data Structures and Algorithms · Computer Science 2023-04-28 Lucas Perotin , Hongyang Sun

We consider the problem of multiple sensor scheduling for remote state estimation of multiple process over a shared link. In this problem, a set of sensors monitor mutually independent dynamical systems in parallel but only one sensor can…

Systems and Control · Computer Science 2016-12-30 Duo Han , Junfeng Wu , Yilin Mo , Lihua Xie

In end-to-end distributed real time systems, a task may be executed sequentially on different processors. The end-toend task response time must not exceed the end-to-end task deadline to consider the task a schedulable task. In transient…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-04 W. El-Haweet , Islam Elgedawy , Ibrahim Abd El-Salam

Stochastic linear bandits are a natural and well-studied model for structured exploration/exploitation problems and are widely used in applications such as online marketing and recommendation. One of the main challenges faced by…

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely