Related papers: Scheduling in the high uncertainty heavy traffic r…
We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…
In this paper, we consider a dynamic equilibrium transportation problem. There is a fixed number of cars moving from origin to destination areas. Preferences for arrival times are expressed as a cost of arriving before or after the…
We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…
We study a novel approach to information design in the standard traffic model of network congestion games. It captures the natural condition that the demand is unknown to the users of the network. A principal (e.g., a mobility service)…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…
This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
We consider a problem where multiple agents must learn an action profile that maximises the sum of their utilities in a distributed manner. The agents are assumed to have no knowledge of either the utility functions or the actions and…
We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…
We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of $N \geq 2$ populations, specified by unknown distributions. Over some time horizon, at each time $n = 1, 2, \ldots$, the…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
We study the steady-state performance of parallel-server systems under an immediate routing architecture with two sources of heterogeneity: servers and job classes, subject to compatibility constraints. We focus on the…
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…
A broad class of parallel server systems is considered, for which we prove the steady-state asymptotic independence of server workloads, as the number of servers goes to infinity, while the system load remains sub-critical. Arriving jobs…
This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and…
In this paper, a distributed optimal steady-state regulation problem is formulated and investigated for heterogeneous linear multi-agent systems subject to external disturbances. We aim to steer this high-order multi-agent network to a…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
This paper presents a new safety specification method that is robust against errors in the probability distribution of disturbances. Our proposed distributionally robust safe policy maximizes the probability of a system remaining in a…
Manipulation of large objects over long horizons (such as carts in a warehouse) is an essential skill for deployable robotic systems. Large objects require mobile manipulation which involves simultaneous manipulation, navigation, and…