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Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

We consider a dynamic server allocation problem over parallel queues with randomly varying connectivity and server switchover delay between the queues. At each time slot the server decides either to stay with the current queue or switch to…

Optimization and Control · Mathematics 2012-03-06 Güner D. Celik , Long B. Le , Eytan Modiano

Motivated by distributed schedulers that combine the power-of-d-choices with late binding and systems that use replication with cancellation-on-start, we study the performance of the LL(d) policy which assigns a job to a server that…

Performance · Computer Science 2018-02-16 Tim Hellemans , Benny Van Houdt

We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…

Probability · Mathematics 2026-02-12 Leonid Koralov , Chenglin Liu

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…

Probability · Mathematics 2015-08-11 Jose Blanchet , Jing Dong , Yanan Pei

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

We present the explicit construction of a stable queue with several servers and impatient customers, under stationary ergodic assumptions. Using a stochastic comparison of the (multivariate) workload sequence with two monotonic stochastic…

Probability · Mathematics 2017-11-20 Pascal Moyal

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

The Proportional Scheduler was recently proposed as a scheduling algorithm for multi-hop switch networks. For these networks, the BackPressure scheduler is the classical benchmark. For networks with fixed routing, the Proportional Scheduler…

Networking and Internet Architecture · Computer Science 2014-09-19 N. S. Walton

In this work and the supporting Parts II [2] and III [3], we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We…

Systems and Control · Computer Science 2014-12-17 Xiaochuan Zhao , Ali H. Sayed

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La

In this paper, we prove the exponential stability property of a class of mechanical systems represented in the port-Hamiltonian framework. To this end, we propose a Lyapunov candidate function different from the Hamiltonian of the system.…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Carmen Chan-Zheng , Pablo Borja , Nima Monshizadeh , Jacquelien M. A. Scherpen

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…

Probability · Mathematics 2007-05-23 David Gamarnik , Sean Meyn

Stabilizing large networks of nonlinear agents is challenging; decomposition and distributed analysis of these networks are crucial for computational tractability and information security. Vidyasagar's Network Dissipativity Theorem enables…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Ingyu Jang , Ethan J. LoCicero , Leila Bridgeman

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

We consider the model of a token-based joint auto-scaling and load balancing strategy, proposed in a recent paper by Mukherjee, Dhara, Borst, and van Leeuwaarden (SIGMETRICS '17, arXiv:1703.08373), which offers an efficient scalable…

Probability · Mathematics 2020-02-27 Debankur Mukherjee , Alexander Stolyar

Divergence and vorticity damping, which operate upon horizontal divergence and relative vorticity, are explicit diffusion mechanisms used in dynamical cores to ensure stability. To avoid numerical blow-up from excessively strong diffusion,…

Numerical Analysis · Mathematics 2026-02-19 Timothy C. Andrews , Christiane Jablonowski

Drawing on ergodic theory, we introduce a novel training method for machine learning based forecasting methods for chaotic dynamical systems. The training enforces dynamical invariants--such as the Lyapunov exponent spectrum and fractal…

Machine Learning · Computer Science 2023-04-26 Jason A. Platt , Stephen G. Penny , Timothy A. Smith , Tse-Chun Chen , Henry D. I. Abarbanel

We consider a single-hop switched queueing network. Amongst a plethora of applications, these networks have been used to model wireless networks and input queued switches. The MaxWeight scheduling policies have proved popular, chiefly,…

Optimization and Control · Mathematics 2013-01-17 N. S. Walton