Related papers: Infinite horizon asymptotic average optimality for…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy…
We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…
We consider resource sharing networks of the form introduced in the work of Massouli\'{e} and Roberts(2000) as models for Internet flows. The goal is to study the open problem, formulated in Harrison et al. (2014), of constructing simple…
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely…
Motivated by medium access control for resource-challenged wireless Internet of Things (IoT), we consider the problem of queue scheduling with reduced queue state information. In particular, we consider a time-slotted scheduling model with…
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…
Heterogeneous systems consisting of a multiloop wireless control system (WCS) and a mobile agent system (MAS) are ubiquitous in Industrial Internet of Things systems. Within these systems, the positions of mobile agents may lead to shadow…
We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…
We consider the synthesis problem of a multi-agent system under signal temporal logic (STL) specifications representing bounded-time tasks that need to be satisfied recurrently over an infinite horizon. Motivated by the limited approaches…
We consider a multihop wireless system. There are multiple source-destination pairs. The data from a source may have to pass through multiple nodes. We obtain a channel scheduling policy which can guarantee end-to-end mean delay for the…
We study infinite horizon control of continuous-time non-linear branching processes with almost sure extinction for general (positive or negative) discount. Our main goal is to study the link between infinite horizon control of these…
This paper considers the optimal multi-agent persistent monitoring problem defined for a team of agents on a set of nodes (targets) interconnected according to a fixed network topology. The aim is to control this team so as to minimize a…
In many-server systems it is crucial to staff the right number of servers so that targeted service levels are met. These staffing problems typically lead to constraint satisfaction problems that are hard to solve. During the last decade, a…
We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem…
We consider finite-horizon restless bandits with multiple pulls per period, which play an important role in recommender systems, active learning, revenue management, and many other areas. While an optimal policy can be computed, in…
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…