Related papers: Generalized max-weight policies in stochastic matc…
Stochastic storage models based on essentially non-Gaussian noise are considered. The stochastic description of physical systems based on stochastic storage models is associated with generalized Poisson (or shot) noise, in which the jump…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
We study the performance of general dynamic matching models. This model is defined by a connected graph, where nodes represent the class of items and the edges the compatibilities between items. Items of different classes arrive one by one…
We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…
We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…
This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the…
We consider the delay properties of max-weight opportunistic scheduling in a multi-user ON/OFF wireless system, such as a multi-user downlink or uplink. It is well known that max-weight scheduling stabilizes the network (and hence yields…
We study optimization-based criteria for the stability of switching systems, known as Path-Complete Lyapunov Functions, and ask the question "can we decide algorithmically when a criterion is less conservative than another". Our…
A dynamic bipartite matching model is given by a bipartite matching graph which determines the possible matchings between the various types of supply and demand items. Both supply and demand items arrive to the system according to a…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
This paper is concerned with the study of synchronization and consensus phenomena in complex networks of diffusively-coupled nodes subject to external disturbances. Specifically, we make use of stochastic Lyapunov functions to provide…
This article investigates discrete-time matrix-weighted consensus of multi-agent networks over undirected and connected graphs. We first present consensus protocols for the agents in common networks of symmetric matrix weights with possibly…
Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…
Motivated by a wide range of assemble-to-order systems and systems of the collaborative economy applications, we introduce a stochastic matching model on hypergraphs and multigraphs, extending the model introduced by Mairesse and Moyal…
In this brief note, we investigate some constructions of Lyapunov functions for stochastic discrete-time stabilizable dynamical systems, in other words, controlled Markov chains. The main question here is whether a Lyapunov function in some…
This work is concerned with stochastic consensus conditions of multi-agent systems with both time-delays and measurement noises. For the case of additive noises, we develop some necessary conditions and sufficient conditions for stochastic…
The generalisation and robustness properties of policies learnt through Maximum-Entropy Reinforcement Learning are investigated on chaotic dynamical systems with Gaussian noise on the observable. First, the robustness under noise…