English
Related papers

Related papers: Exact asymptotics in an infinite-server system wit…

200 papers

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…

Probability · Mathematics 2007-05-23 Rami Atar

In this paper, the moment matching techniques are adopted to obtain reduced-order closed-loop systems with reduced-order controllers that maintain the closed-loop stability and guarantee desired asymptotic performance, after revealing the…

Optimization and Control · Mathematics 2024-05-06 Tudor C. Ionescu

We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

Let $Y=\sum_{k\ge 1} 1_{A_k}$ be an infinite sum of the indicators of independent events. We investigate a precise (as opposed to logarithmic) first-order asymptotic behavior of the tail probabilities $\mathbb{P}\{Y\ge n\}$ and the point…

Probability · Mathematics 2026-02-10 Alexander Iksanov , Valeriya Kotelnikova

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

This paper studies asymptotic consensus in systems in which agents do not necessarily have self-confidence, i.e., may disregard their own value during execution of the update rule. We show that the prevalent hypothesis of self-confidence in…

Dynamical Systems · Mathematics 2015-03-27 Thomas Nowak

We study the sample-data control problem of output tracking and disturbance rejection for unstable well-posed linear infinite-dimensional systems with constant reference and disturbance signals. We obtain a sufficient condition for the…

Optimization and Control · Mathematics 2024-12-20 Masashi Wakaiki , Hideki Sano

We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail…

Probability · Mathematics 2024-06-24 Thomas Gottfried , Stefan Grosskinsky

We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…

Probability · Mathematics 2018-08-23 Refael Hassin , Liron Ravner

We consider the sums $S_n=\xi_1+\cdots+\xi_n$ of independent identically distributed random variables. We do not assume that the $\xi$'s have a finite mean. Under subexponential type conditions on distribution of the summands, we find the…

Probability · Mathematics 2013-03-20 D. Denisov , S. Foss , D. Korshunov

This paper studies the synchronization problem of second-order nonlinear multi-agent systems with intermittent communication in the presence of irregular communication delays and possible information loss. The control objective is to steer…

Optimization and Control · Mathematics 2015-05-07 Abdelkader Abdessameud , Ilia G. Polushin , Abdelhamid Tayebi

We present an asymptotic control theory for a system of an arbitrary number of linear oscillators under a common bounded control. We suggest a design method of a feedback control for this system. By using the DiPerna-Lions theory of…

Optimization and Control · Mathematics 2019-10-10 Aleksey Fedorov , Alexander Ovseevich

We are given an equal number of mobile robotic agents, and distinct target locations. Each agent has simple integrator dynamics, a limited communication range, and knowledge of the position of every target. We address the problem of…

Robotics · Computer Science 2007-05-23 Stephen L. Smith , Francesco Bullo

The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…

Optimization and Control · Mathematics 2018-07-24 Khanik Kerobyan

This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…

Probability · Mathematics 2023-08-16 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…

Methodology · Statistics 2023-12-18 Liujun Chen , Deyuan Li , Chen Zhou

The situation of the metastable phase decay on the several types of heterogeneous centers is considered. This publication directly continues " [email protected] get 0001104 ", " [email protected] get 0001108" and "…

Statistical Mechanics · Physics 2007-05-23 V. Kurasov