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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 stochastic, dynamic runway scheduling problem involving aircraft landings on a single runway. Sequencing decisions are made with knowledge of the estimated arrival times (ETAs) of all aircraft due to arrive at the airport, and…

In visuomotor policy learning, diffusion-based imitation learning has become widely adopted for its ability to capture diverse behaviors. However, approaches built on ordinary and stochastic denoising processes struggle to jointly achieve…

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…

In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumptions on the drift coefficient. Our estimation procedure is…

In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We consider exponential inter-arrival and service times, linear…

Modern processing networks often consist of heterogeneous servers with widely varying capabilities, and process job flows with complex structure and requirements. A major challenge in designing efficient scheduling policies in these…

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Variant Stochastic cracking is a significantly more resilient approach to adaptive indexing. It showed [1]that Stochastic cracking uses each query as a hint on how to reorganize data, but not blindly so; it gains resilience and avoids…

We present a numerical method to compute the optimal maintenance time for a complex dynamic system applied to an example of maintenance of a metallic structure subject to corrosion. An arbitrarily early intervention may be uselessly costly,…

What determines the average length of a queue which stretches in front of a service station? The answer to this question clearly depends on the average rate at which jobs arrive at the queue and on the average rate of service. Somewhat less…

We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…

It has been well established that wireless network coding can significantly improve the efficiency of multi-hop wireless networks. However, in a stochastic environment some of the packets might not have coding pairs, which limits the number…

This paper is motivated by the observation that the average queueing delay can be decreased by sacrificing power efficiency in wireless communications. In this sense, we naturally wonder what is the minimum queueing delay when the available…

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is achieved by constructing a stochastic gradient descent…

We study online task allocation for multi-robot, multi-queue systems with stochastic arrivals and switching delays. Time is slotted; each location can host at most one robot per slot; service consumes one slot; switching between locations…

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…