Related papers: Admission Control for A Single Server Waiting Time…
We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…
Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…
In this paper, we introduce a model of dynamical queue, in which the service time depends on the server utilization history. The proposed queueing model is motivated by widely accepted empirical laws describing human performance as a…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
The Join-the-Shortest-Queue (JSQ) policy is among the most widely used load balancing algorithms and has been extensively studied. However, an exact characterization of the system behavior remains challenging. Most prior research has…
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…
We consider a distributed cloud service deployed at a set of distinct server pools. Arriving jobs are classified into heterogeneous types, in accordance with their setup times which are differentiated at each of the pools. A dispatcher for…
We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…
Due to its training stability and strong expression, the diffusion model has attracted considerable attention in offline reinforcement learning. However, several challenges have also come with it: 1) The demand for a large number of…
The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer…
Motivated by the growing interest in today's massive parallel computing capabilities we analyze a queueing network with many servers in parallel to which jobs arrive a according to a Poisson process. Each job, upon arrival, is split into…
Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…
We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…
Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
This paper focuses on the problem of controlling self-interested drivers in ride-sourcing applications. Each driver has the objective of maximizing its profit, while the ride-sourcing company focuses on customer experience by seeking to…
We consider the problem of customer equilibrium strategies in an M/M/1 queue under dynamic service control. The service rate switches between a low and a high value depending on system congestion. Arriving customers do not observe the…
We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…
We provide the first algorithm that under minimal assumptions allows to simulate the stationary waiting-time sequence of a single-server queue backwards in time, jointly with the input processes of the queue (inter-arrival and service…
Quantum communication networks require transmission of high-fidelity, uncoded qubits for applications such as entanglement distribution and quantum key distribution. However, current implementations are constrained by limited buffer…
Heat-Diffusion (HD) routing is our recently-developed queue-aware routing policy for multi-hop wireless networks inspired by Thermodynamics. In the prior theoretical studies, we have shown that HD routing guarantees throughput optimality,…