Related papers: Optimal control of Markov-modulated multiclass man…
This work presents a multiscale framework to solve a class of stochastic optimal control problems in the context of robot motion planning and control in a complex environment. In order to handle complications resulting from a large decision…
We design a dynamic rate scheduling policy of Markov type via the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a class of generalized processor-sharing queues…
This paper considers the problem of throughput optimal routing/scheduling in a multi-hop constrained queueing network with random connectivity whose special case includes opportunistic multi-hop wireless networks and input-queued switch…
The Join-the-Shortest Queue (JSQ) policy is a classical benchmark for the performance of many-server queueing systems due to its strong optimality properties. While the exact analysis of the JSQ policy is an open question to date, even…
We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…
We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…
This paper proposes a supervised training algorithm for learning stochastic resource allocation policies with generative diffusion models (GDMs). We formulate the allocation problem as the maximization of an ergodic utility function subject…
We consider the stability of robust scheduling policies for multiclass queueing networks. These are open networks with arbitrary routing matrix and several disjoint groups of queues in which at most one queue can be served at a time. The…
We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to behavioral economics, we consider possibly non-convex risk…
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…
A state-dependent 1-limited polling model with N queues is analyzed. The routing strategy generalizes the classical Markovian polling model, in the sense that two routing matrices are involved, the choice being made according to the state…
Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusion process to approximate the virtual waiting time process…
We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique…
In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two queues as two independent flows with deterministic rate.…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…
Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…
We study the optimal financing and dividend distribution problem with restricted dividend rates in a diffusion type surplus model where the drift and volatility coefficients are general functions of the level of surplus and the external…
Given a random variable $N$ with values in ${\mathbb{N}}$, and $N$ i.i.d. positive random variables $\{\mu_k\}$, we consider a queue with renewal arrivals and $N$ exponential servers, where server $k$ serves at rate $\mu_k$, under two work…