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Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…

In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…

This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type. To date, ecological systems under environmental noise are…

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

Energy-efficient real-time task scheduling has been actively explored in the past decade. Different from the past work, this paper considers schedulability conditions for stochastic real-time tasks. A schedulability condition is first…

An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…

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…

Motion generation in cluttered, dense, and dynamic environments is a central topic in robotics, rendered as a multi-objective decision-making problem. Current approaches trade-off between safety and performance. On the one hand, reactive…

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

We study a two-type server queueing system where flexible Type-I servers, upon their initial interaction with jobs, decide in real time whether to process them independently or in collaboration with dedicated Type-II servers. Independent…

We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…

We study the performance of non-adaptive scheduling policies in computing systems with multiple servers. Compute jobs are mostly regular, with modest service requirements. However, there are sporadic data intensive jobs, whose expected…

In this paper, we consider joint drift rate control and impulse control for a stochastic inventory system under long-run average cost criterion. Assuming the inventory level must be nonnegative, we prove that a…

Production systems deteriorate stochastically due to usage and may eventually break down, resulting in high maintenance costs at scheduled maintenance moments. This deterioration behavior is affected by the system's production rate. While…

Competitive analysis of online algorithms has commonly been applied to understand the behaviour of real-time systems during overload conditions. While competitive analysis provides insight into the behaviour of certain algorithms, it is…

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Current-day data centers and high-volume cloud services employ a broad set of heterogeneous servers. In such settings, client requests typically arrive at multiple entry points, and dispatching them to servers is an urgent distributed…

Optimal maintenance policies play an important role in the reliability analysis of repairable systems. This paper examines a two-unit priority standby system with a repair facility, where the priority unit is subject to preventive…

We propose a data-driven way to reduce the noise of covariance matrices of nonstationary systems. In the case of stationary systems, asymptotic approaches were proved to converge to the optimal solutions. Such methods produce eigenvalues…

In this work, we address the delay optimal scheduling problem for wireless transmission with fixed modulation over multi-state fading channels. We propose a stochastic scheduling policy which schedules the source to transmit with…