Related papers: Analytical Results on the Service Performance of S…
We present a decomposition method for stochastic programs with 0-1 variables in the second-stage with absolute semi-deviation (ASD) risk measure. Traditional stochastic programming models are risk-neutral where expected costs are considered…
Stochastic network calculus is an evolving theory which accounts for statistical multiplexing and uses an envelope approach for probabilistic delay and backlog analysis of networks. One of the key ideas of stochastic network calculus is the…
We examine a standard factory scheduling problem with stochastic processing and setup times, minimizing the expectation of the weighted number of tardy jobs. Because the costs of operators in the schedule are stochastic and sequence…
Express systems play important roles in modern major cities. Couriers serving for the express system pick up packages in certain areas of interest (AOI) during a specific time. However, future pick-up requests vary significantly with time.…
This paper presents a second-order heavy traffic analysis of a single server queue that processes customers having deadlines using the earliest-deadline-first scheduling policy. For such systems, referred to as real-time queueing systems,…
In large storage systems, files are often coded across several servers to improve reliability and retrieval speed. We consider a system of $n$ servers storing files using a Maximum Distance Separable code (cf. \cite{li2016mean}).…
The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…
The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of partial and noisy observations. This paper presents a…
In this work, to efficiently help escape the stationary and saddle points, we propose, analyze, and generalize a stochastic strategy performed as an operator for a first-order gradient descent algorithm in order to increase the target…
Motivated by the increasing importance of providing delay-guaranteed services in general computing and communication systems, and the recent wide adoption of learning and prediction in network control, in this work, we consider a general…
Resource allocation for cloud services is a complex task due to the diversity of the services and the dynamic workloads. One way to address this is by overprovisioning which results in high cost due to the unutilized resources. A much more…
We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them as online weighted bipartite matching problems with non-stationary arrivals. We propose new…
Local delivery platforms are collaborative undertakings where local stores offer instant-delivery to local customers ordering their products online. Offering such delivery services both cost-efficiently and reliably is one of the main…
Asynchronous parallel optimization received substantial successes and extensive attention recently. One of core theoretical questions is how much speedup (or benefit) the asynchronous parallelization can bring us. This paper provides a…
Out-of-distribution states in robot manipulation often lead to unpredictable robot behavior or task failure, limiting success rates and increasing risk of damage. Anomaly detection (AD) can identify deviations from expected patterns in…
Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not…
We consider a computation offloading system where jobs are processed sequentially at a local server followed by a higher-capacity cloud server. The system offers two service modes, differing in how the processing is split between the…
Stochastic service systems describe situations in which customers compete for service from scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in supermarkets, where the scarce resource is human…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
We consider a wireless network with a base station serving multiple traffic streams to different destinations. Packets from each stream arrive to the base station according to a stochastic process and are enqueued in a separate (per stream)…