Related papers: Admission Control for Double-ended Queues
An innovative numerical technique is presented to adjust the inflow to a supply chain in order to achieve a desired outflow, reducing the costs of inventory, or the goods timing in warehouses. The supply chain is modelled by a conservation…
In response to poor quality of service (QoS), users self-regulate, i.e. they immediately release bandwidth and abandon network. However, there are studies that show users are willing to tolerate poor QoS for some time to evaluate if network…
The distributed coordination problem of multi-agent systems is addressed in this paper under the assumption of intermittent communication between agents in the presence of time-varying communication delays. Specifically, we consider the…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…
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 consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he leaves the market and obtains a payoff given by the value of…
A special customer must complete service from two servers in series, in either order, each with an M/M/1 queueing system. It is assumed that the two queueing system lengths are independent with initial numbers of customers a and b at the…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
We study a passenger-taxi double-ended queue with impatient passengers and two-point matching time in this paper. The system considered in this paper is different from those considered in the existing literature, which fully considers the…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…
We consider the optimal control problem in a two-qubit system with bounded amplitude. Two cases are studied: quantum state preparation and entanglement creation. Cost functions, fidelity and concurrence, are optimized over bang-off controls…
We consider load balancing in a network of caching servers delivering contents to end users. Randomized load balancing via the so-called power of two choices is a well-known approach in parallel and distributed systems. In this framework,…
This paper continues the examination of inventory control in which the inventory is modelled by a diffusion process and a long-term average cost criterion is used to make decisions. The class of such models under consideration have general…
We consider a queuing network that opens at a specified time, where customers are non-atomic and belong to different classes. Each class has its own route, and as is typical in the literature, the costs are a linear function of waiting and…
Recent years have witnessed the rise of many successful e-commerce marketplace platforms like the Amazon marketplace, AirBnB, Uber/Lyft, and Upwork, where a central platform mediates economic transactions between buyers and sellers.…
We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…
The key challenge in admission control in wireless networks is to strike an optimal trade-off between the blocking probability for new requests while minimizing the dropping probability of ongoing requests. We consider two approaches for…