Related papers: Scheduling in the high uncertainty heavy traffic r…
We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…
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…
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…
A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the…
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…
This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…
We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We consider a cost set on a finite but sufficiently large time…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
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…
We consider a critically-loaded multiclass queueing control problem with model uncertainty. The model consists of $I$ types of customers and a single server. At any time instant, a decision-maker (DM) allocates the server's effort to the…
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 consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…
We consider a model of priced resource sharing that combines both queueing behavior and strategic behavior. We study a priority service model where a single server allocates its capacity to agents in proportion to their payment to the…
We address a single server queue control problem (QCP) in heavy traffic originating from Lee and Weerasinghe (2011). The state process represents the offered waiting time, the customer arrival has a state-dependent intensity, and the…
We study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizations. Such systems are particularly challenging to analyze and…
We evaluate the robustness of agents' traffic equilibria in randomized routing games characterized by an uncertain network demand with a possibly unknown probability distribution. Specifically, we extend the so-called hose model by…
We put forward a new model of congestion games where agents have uncertainty over the routes used by other agents. We take a non-probabilistic approach, assuming that each agent knows that the number of agents using an edge is within a…