Related papers: Infinite horizon asymptotic average optimality for…
We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
We analyse a version of the policy iteration algorithm for the discounted infinite-horizon problem for controlled multidimensional diffusion processes, where both the drift and the diffusion coefficient can be controlled. We prove that,…
We present a new framework for designing nonpreemptive and job-size oblivious scheduling policies in the multiserver-job queueing model. The main requirement is to identify a static and balanced sub-partition of the server set and ensure…
A parallel server system with $n$ identical servers is considered. The service time distribution has a finite mean $1/\mu$, but otherwise is arbitrary. Arriving customers are be routed to one of the servers immediately upon arrival.…
We investigate the scheduling of a common resource between several concurrent users when the feasible transmission rate of each user varies randomly over time. Time is slotted and users arrive and depart upon service completion. This may…
We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…
A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…
We consider a class of diffusions controlled through the drift and jump size, and driven by a jump L\'evy process and a nondegenerate Wiener process, and we study infinite horizon (ergodic) risk-sensitive control problem for this model. We…
When parallelizing a set of jobs across many servers, one must balance a trade-off between granting priority to short jobs and maintaining the overall efficiency of the system. When the goal is to minimize the mean flow time of a set of…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
We consider processing networks where multiple dispatchers are connected to single-server queues by a bipartite compatibility graph, modeling constraints that are common in data centers and cloud networks due to geographic reasons or data…
This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can…
In this brief paper, we consider the problem of minimizing the asymptotic exit rate of diffusion processes from an open connected bounded set pertaining to a multi-channel system with small random perturbations. Specifically, we establish a…
In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We consider exponential inter-arrival and service times, linear…
This paper considers a cost minimization problem for data centers with N servers and randomly arriving service requests. A central router decides which server to use for each new request. Each server has three types of states (active, idle,…
We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…
This study investigates the infinite-horizon optimal control problem for switched Boolean control networks with an average-cost criterion. A primary challenge of this problem is the prohibitively high computational cost when dealing with…
In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…
This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…
It is desirable but challenging to fulfill system constraints and reach optimal performance in consensus protocol design for practical multi-agent systems (MASs). This paper investigates the optimal consensus problem for general linear MASs…