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We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Infinite horizon optimization problems accompany two perplexities. First, the infinite series of utility sequences may diverge. Second, boundary conditions at the infinite terminal time may not be rigorously expressed. In this paper, we…

This note examines the distributional implications of introducing a fast-track queue for accessing a service when agents are heterogeneous in both income and service valuation. Relative to a single free queue, I show that willingness to…

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

Bertrand et al. introduced a model of parameterised systems, where each agent is represented by a finite state system, and studied the following control problem: for any number of agents, does there exist a controller able to bring all…

We consider a modification of the dividend maximization problem from ruin theory. Based on a classical risk process we maximize the difference of expected cumulated discounted dividends and total expected discounted additional funding…

We investigate the global scheduling of sporadic, implicit deadline, real-time task systems on multiprocessor platforms. We provide a task model which integrates job parallelism. We prove that the time-complexity of the feasibility problem…

Contention resolution addresses the challenge of coordinating access by multiple processes to a shared resource such as memory, disk storage, or a communication channel. Originally spurred by challenges in database systems and bus networks,…

We study situations where a group of voters need to take a collective decision over a number of public issues, with the goal of getting a result that reflects the voters' opinions in a proportional manner. Our focus is on interconnected…

Completeness of a dynamic priority scheduling scheme is of fundamental importance for the optimal control of queues in areas as diverse as computer communications, communication networks, supply chains and manufacturing systems. Our first…

Arrival processes to service systems often display (i) larger than anticipated fluctuations, (ii) a time-varying rate, and (iii) temporal correlation. Motivated by this, we introduce a specific non-homogeneous Poisson process that…

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

Fairly dividing a set of indivisible resources to a set of agents is of utmost importance in some applications. However, after an allocation has been implemented the preferences of agents might change and envy might arise. We study the…

We consider the problem of steering a multi-agent system to multi-consensus, namely a regime where groups of agents agree on a given value which may be different from group to group. We first address the problem by using distributed…

This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…

When allocating indivisible items to agents, it is known that the only strategyproof mechanisms that satisfy a set of rather mild conditions are constrained serial dictatorships: given a fixed order over agents, at each step the designated…

In this paper, we study the classic problem of fairly allocating indivisible items with the extra feature that the items lie on a line. Our goal is to find a fair allocation that is contiguous, meaning that the bundle of each agent forms a…

Priority queues are used in a wide range of applications, including prioritized online scheduling, discrete event simulation, and greedy algorithms. In parallel settings, classical priority queues often become a severe bottleneck, resulting…

We introduce capital flow constraints, loss of good will and loan to the lot sizing problem. Capital flow constraint is different from traditional capacity constraints: when a manufacturer launches production, its present capital should not…

Utilizing customers' service-time information, we study an easy-to-implement scheduling policy with two priority classes. By carefully designing the classes, the two-class priority rule achieves near-optimal performance. In particular, for…