Related papers: Stochastic Clearing Systems with Multiple Input Pr…
Stochastic clearing theory has wide spread applications in the context of supply chain and service operations management. Historical application domains include bulk service queues, inventory control, and transportation planning (e.g.,…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…
Motivated by few delay-optimal scheduling results, in comparison to results on throughput optimality, we investigate a canonical input-queued switch scheduling problem in which the objective is to minimize the discounted delay cost over an…
In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…
We herein report a new class of impulsive fractional stochastic differential systems driven by mixed fractional Brownian motions with infinite delay and Hurst parameter $\hat{\cal H} \in ( 1/2, 1)$. Using fixed point techniques, a…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…
Consider a storage system where the content is driven by a Brownian motion absent control. At any time, one may increase or decrease the content at a cost proportional to the amount of adjustment. A decrease of the content takes effect…
We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…
We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…
We consider a singular control problem that aims to maximize the expected cumulative rewards, where the instantaneous returns depend on the state of a controlled process. The contributions of this paper are twofold. Firstly, to establish…
We consider a continuous-review inventory system in which the setup cost of each order is a general function of the order quantity and the demand process is modeled as a Brownian motion with a positive drift. Assuming the holding and…
In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…
Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…
This paper addresses the air traffic flow management research problem of determining reroute, ground delay and air delay for flights using stochastic weather forecast information. The overall goal is to minimize system-wide reroute and…
We study flow shop scheduling with stochastic reentry, where jobs must complete multiple passes through the entire shop, and the number of passes that a job requires for completion is drawn from a discrete probability distribution. The goal…