Related papers: Infinite horizon asymptotic average optimality for…
We study scheduling control of parallel processing networks in which some resources need to simultaneously collaborate to perform some activities and some resources multitask. Resource collaboration and multitasking give rise to…
We consider a system of $N$ servers inter-connected by some underlying graph topology $G_N$. Tasks arrive at the various servers as independent Poisson processes of rate $\lambda$. Each incoming task is irrevocably assigned to whichever…
Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…
This paper considers optimal attack attention allocation on remote state estimation in multi-systems. Suppose there are $\mathtt{M}$ independent systems, each of which has a remote sensor monitoring the system and sending its local…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
A many-server queueing system is considered in which customers with independent and identically distributed service times enter service in the order of arrival. The state of the system is represented by a process that describes the total…
The problem of optimal stopping with finite horizon in discrete time is considered in view of maximizing the expected gain. The algorithm proposed in this paper is completely nonparametric in the sense that it uses observed data from the…
We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…
We consider a system of $N$ identical server pools and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. Arriving tasks cannot be queued, and must immediately be assigned to one of the server pools to start…
We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…
We present the first class of perfect sampling (also known as exact simulation) algorithms for the steady-state distribution of non-Markovian loss networks. We use a variation of Dominated Coupling From The Past for which we simulate a…
The paper studies a class of multidimensional optimal stopping problems with infinite horizon for linear switching diffusions. There are two main novelties in the optimal problems considered: the underlying stochastic process has…
We introduce the \textit{generalized join the shortest queue model with retrials} and two infinite capacity orbit queues. Three independent Poisson streams of jobs, namely a \textit{smart}, and two \textit{dedicated} streams, flow into a…
We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the number of servers grows large, providing natural Economies-of-Scale. In order to determine…
A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…
We study the design of dynamic scheduling controls in closed queueing networks with a fixed number of jobs. Each time a server becomes available, the controller has (limited) flexibility in choosing the buffer from which to serve a job. If…
In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…
We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite…
Dynamic affinity load balancing of multi-type tasks on multi-skilled servers, when the service rate of each task type on each of the servers is known and can possibly be different from each other, is an open problem for over three decades.…
We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…