Related papers: Asymptotically Optimal Idling in the GI/GI/N+GI Qu…
In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…
We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
This paper studies queueing problems with an endogenous number of machines with and without an initial queue, the novelty being that coalitions not only choose how to queue, but also on how many machines. For a given problem, agents can…
A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a…
Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…
A result of Ward and Glynn (2005) asserts that the sequence of scaled offered waiting time processes of the $GI/GI/1+GI$ queue converges weakly to a reflected Ornstein-Uhlenbeck process (ROU) in the positive real line, as the traffic…
5G and beyond networks are expected to support flows with varied \emph{Quality-of-Service (QoS)} requirements under unpredictable traffic conditions. Consequently, designing policies ensuring optimal system utilization in such networks is…
Consider a (logical) link between two distributed data centers with available bandwidth designated for both deadline-driven elastic traffic, such as for scheduled synchronization services, and profitable inelastic traffic, such as for…
We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a scheduler that governs the assignment of tasks in the queue to the server. The server has an availability state that indicates, at…
We address the problem of giving robust performance bounds based on the study of the asymptotic behavior of the insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable…
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 develop Bellman equation based approach for infinite time horizon optimal impulsive control problems. Both discounted and time average criteria are considered. We establish very general and at the same time natural conditions under which…
We study a job-assignment problem in a large-scale server farm system with geographically deployed servers as abstracted computer components (e.g., storage, network links, and processors) that are potentially diverse. We aim to maximize the…
A control scheme for the multi-gated perimeter traffic flow control problem of cities is presented. The proposed scheme determines feasible and optimally distributed input flows for the various gates located at the periphery of a protected…
This paper provides the asymptotic analysis of the loss probability in the $GI/M/1/n$ queueing system as $n$ increases to infinity. The approach of this paper is alternative to that of the recent papers of Choi and Kim [2000] and Choi et al…
We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
This work considers a many-server queueing system in which customers with i.i.d., generally distributed service times enter service in the order of arrival. The dynamics of the system is represented in terms of a process that describes the…
Demand side participation is now widely recognized as being extremely critical for satisfying the growing electricity demand in the US. The primary mechanism for demand management in the US is demand response (DR) programs that attempt to…