Related papers: Admission Control for Double-ended Queues
A simple analytical solution is proposed for the stationary loss system of two parallel queues with finite capacity $K$, in which new customers join the shortest queue, or one of the two with equal probability if their lengths are equal.…
We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…
We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…
We consider the optimal appointment scheduling problem that incorporates patients' unpunctual behavior, where the unpunctuality is assumed to be time dependent, but additive. Our goal is to develop an optimal scheduling method for a large…
In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…
We consider a simplified model of the continuous double auction where prices are integers varying from $1$ to $N$ with limit orders and market orders, but quantity per order limited to a single share. For this model, the order process is…
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
Due to the presence of buffers in the inner network nodes, each congestion event leads to buffer queueing and thus to an increasing end-to-end delay. In the case of delay sensitive applications, a large delay might not be acceptable and a…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
Problem definition: Transportation terminals such as airports often experience persistent oversupply of idle ride-sourcing drivers, resulting in long driver waiting times and inducing externalities such as curbside congestion. While…
The blocking problem naturally arises in transportation systems as multiple vehicles with different itineraries share available resources. In this paper, we investigate the impact of the blocking problem to the waiting time at the…
In a two node tandem network, customers decide to join or balk by maximizing a given profit function whose costs are proportional to the sojourn time they spend at each queue. Assuming that their choices are taken without knowing the…
Admission control can be employed to avoid congestion in queueing networks subject to overload. In distributed networks the admission decisions are often based on imperfect measurements on the network state. This paper studies how the lack…
We consider the problem of designing risk-sensitive optimal control policies for scheduling packet transmissions in a stochastic wireless network. A single client is connected to an access point (AP) through a wireless channel. Packet…
We consider a finite-horizon market-making problem faced by a dark pool that executes incoming buy and sell orders. The arrival flow of such orders is assumed to be random and, for each transaction, the dark pool earns a per-share…
We consider a single server queueing system with admission control and the possibility to switch dynamically between a low and a high service rate, and examine the benefit of this service rate flexibility. We formulate a discounted Markov…