Related papers: Optimal control of Markov-modulated multiclass man…
We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…
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…
In this paper we set up an optimal control framework for a hybrid stochastic system with dual or multiple Markov switching diffusion processes, while Markov chains governing these switching diffusions are not identical as assumed by the…
The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e.…
We introduce an original minimax framework for finite-time performance analysis in queueing control and propose a surprisingly simple Lyapunov-based scheduling policy with superior finite-time performance. The framework quantitatively…
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 develop many-server asymptotics in the QED regime for models with admission control. The admission control, designed to reduce the incoming traffic in periods of congestion, scales with the size of the system. For a class of Markovian…
We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…
We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…
Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…
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…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…
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…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…
In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization problems under either a blanket stability…