Related papers: Infinite horizon asymptotic average optimality for…
We first show that the discounted cost, cost up to an exit time, and ergodic cost involving controlled non-degenerate diffusions are continuous on the space of stationary control policies when the policies are given a topology introduced by…
For optimal control of diffusions under several criteria, due to computational or analytical reasons, many studies have a apriori assumed control policies to be Lipschitz or smooth, often with no rigorous analysis on whether this…
We consider the model of a token-based joint auto-scaling and load balancing strategy, proposed in a recent paper by Mukherjee, Dhara, Borst, and van Leeuwaarden (SIGMETRICS '17, arXiv:1703.08373), which offers an efficient scalable…
We provide a framework to analyse control policies for the restless Markovian bandit model, under both finite and infinite time horizon. We show that when the population of arms goes to infinity, the value of the optimal control policy…
This paper derives an infinite-horizon ergodic controller based on kernel mean embeddings for long-duration coverage tasks on general domains. While existing kernel-based ergodic control methods provide strong coverage guarantees on general…
Jointly optimal transmission power control and remote estimation over an infinite horizon is studied. A sensor observes a dynamic process and sends its observations to a remote estimator over a wireless fading channel characterized by a…
A fundamental challenge in large-scale cloud networks and data centers is to achieve highly efficient server utilization and limit energy consumption, while providing excellent user-perceived performance in the presence of uncertain and…
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…
Exact explicit results are derived for the distribution of the partial busy period of the M/M/c multi-server queue for a general number of servers. A rudimentary spectral method leads to a representation that is amenable to efficient…
We consider a fluid queue where the input process consists of N identical sources that turn on and off at exponential waiting times. The server works at the constant rate c and an on source generates fluid at unit rate. This model was first…
We analyze a data-processing system with $n$ clients producing jobs which are processed in \textit{batches} by $m$ parallel servers; the system throughput critically depends on the batch size and a corresponding sub-additive speedup…
This paper presents a novel framework which combines a non-iterative solution of Real-Time Nonlinear Receding Horizon Control (NRHC) methodology to achieve consensus within complex network topologies with existing time-delays and in…
Multi-server jobs are imperative in modern cloud computing systems. A noteworthy feature of multi-server jobs is that, they usually request multiple computing devices simultaneously for their execution. How to schedule multi-server jobs…
We introduce a general framework for the mean-field analysis of large-scale load-balancing networks with general service distributions. Specifically, we consider a parallel server network that consists of N queues and operates under the…
We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…
We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…
We consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers, focusing on the fast dynamics case when the (scalar) eigenvalue of the system is large. It is shown that the best linear controllers'…
We introduce a nonlinear operator to model diffusion on a complex undirected network under crowded conditions. We show that the asymptotic distribution of diffusing agents is a nonlinear function of the nodes' degree and saturates to a…
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…
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…