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Related papers: Utility maximizing load balancing policies

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We revisit the problem of portfolio selection, where an investor maximizes utility subject to a risk constraint. Our framework is very general and accommodates a wide range of utility and risk functionals, including non-concave utilities…

Mathematical Finance · Quantitative Finance 2025-09-15 Leonardo Baggiani , Martin Herdegen , Nazem Khan

We develop a Markovian framework for load balancing that combines classical algorithms such as Power-of-$d$ with auto-scaling mechanisms that allow the net service capacity to scale up or down in response to the current load on the same…

Optimization and Control · Mathematics 2025-02-04 Jonatha Anselmi

Problem Definition: Allocating sufficient capacity to cloud services is a challenging task, especially when demand is time-varying, heterogeneous, contains batches, and requires multiple types of resources for processing. In this setting,…

Applications · Statistics 2022-09-21 Eugene Furman , Arik Senderovich , Shane Bergsma , J. Christopher Beck

Cloud computing is an established technology allowing users to share resources on a large scale, never before seen in IT history. A cloud system connects multiple individual servers in order to process related tasks in several environments…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-30 Leszek Sliwko

We study how to design edge server placement and server scheduling policies under workload uncertainty for 5G networks. We introduce a new metric called resource pooling factor to handle unexpected workload bursts. Maximizing this metric…

Networking and Internet Architecture · Computer Science 2021-04-30 Shizhen Zhao , Xiao Zhang , Peirui Cao , Xinbing Wang

This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…

Optimization and Control · Mathematics 2017-03-01 Jingyao Wang , Mahmoud Ashour , Constantino Lagoa , Necdet Aybat , Hao Che , Zhisheng Duan

We consider a computation offloading system where jobs are processed sequentially at a local server followed by a higher-capacity cloud server. The system offers two service modes, differing in how the processing is split between the…

Systems and Control · Electrical Eng. & Systems 2025-12-17 Darin Jeff , Eytan Modiano

Many sequential decision making problems can be formulated as an adaptive submodular maximization problem. However, most of existing studies in this field focus on pool-based setting, where one can pick items in any order, and there have…

Artificial Intelligence · Computer Science 2022-08-18 Shaojie Tang , Jing Yuan

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

Performance · Computer Science 2018-01-25 Paul Weng , Zeqi Qiu , John Costanzo , Xiaoqi Yin , Bruno Sinopoli

In this paper, we consider a load balancing system under a general pull-based policy. In particular, each arrival is randomly dispatched to one of the servers whose queue lengths are below a threshold, if there are any; otherwise, this…

Performance · Computer Science 2018-08-22 Xingyu Zhou , Jian Tan , Ness Shroff

We study distributed load balancing in bipartite queueing systems where frontends route jobs to heterogeneous backends with workload-dependent service rates. The system's connectivity -- governed by compatibility constraints such as data…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-25 Wenxin Zhang , Santiago R. Balseiro , Robert Kleinberg , Vahab Mirrokni , Balasubramanian Sivan , Bartek Wydrowski

We consider online scheduling policies for single-user energy harvesting communication systems, where the goal is to characterize online policies that maximize the long term average utility, for some general concave and monotonically…

Information Theory · Computer Science 2017-06-02 Ahmed Arafa , Abdulrahman Baknina , Sennur Ulukus

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La

The problem of designing policies for in-network function computation with minimum energy consumption subject to a latency constraint is considered. The scaling behavior of the energy consumption under the latency constraint is analyzed for…

Networking and Internet Architecture · Computer Science 2016-11-17 Paul Balister , Béla Bollobás , Animashree Anandkumar , Alan Willsky

We consider utility maximization in networks where the sources do not employ flow control and may consequently overload the network. In the absence of flow control at the sources, some packets will inevitably have to be dropped when the…

Optimization and Control · Mathematics 2012-07-27 Chih-ping Li , Eytan Modiano

Algorithms, policies, and methodologies are necessary to achieve high user satisfaction and practical utilization in cloud computing by ensuring the efficient and fair allocation of every computing resource. Whenever a new job arrives in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-12 Mohammed Radi

We consider the line planning problem in public transportation, under a robustness perspective. We present a mechanism for robust line planning in the case of multiple line pools, when the line operators have a different utility function…

Computer Science and Game Theory · Computer Science 2015-05-27 Apostolos Bessas , Spyros Kontogiannis , Christos Zaroliagis

With the increasing popularity of ride-hailing services, new modes of transportation are having a significant impact on the overall performance of transportation networks. As a result, there is a need to ensure that both the various…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Lynn Fayed , Gustav Nilsson , Nikolas Geroliminis

Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…

Computer Science and Game Theory · Computer Science 2025-12-24 Fatemeh Fardno , S. Rasoul Etesami

We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…

Portfolio Management · Quantitative Finance 2021-10-14 Christian Dehm , Thai Nguyen , Mitja Stadje