Related papers: Optimal Control with $L^{\infty}$ cost: incorporat…
We consider an inventory system whose state is modeled by a L\'{e}vy process. There are two types of costs--the running costs and the inventory control costs. The running costs (also known as the holding/penalty costs) are incurred…
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 study investigates a stochastic production planning problem with a running cost composed of quadratic production costs and inventory-dependent costs. The objective is to minimize the expected cost until production stops when inventory…
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…
High-tech systems are typically produced in two stages: 1) Production of components using specialized equipment and staff; 2) System assembly/integration. Component production capacity is subject to fluctuations, causing a high risk of…
This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…
Efficient data access in High-Performance Computing (HPC) systems is essential to the performance of intensive computing tasks. Traditional optimizations of the I/O stack aim to improve peak performance but are often workload specific and…
Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…
A standard approach to optimizing long-run running costs of discrete systems is based on minimizing the mean-payoff, i.e., the long-run average amount of resources ("energy") consumed per transition. However, this approach inherently…
The paper considers the optimal control problem of inventory of a discrete product in regeneration scheme with a Poisson flow of customer requirements. In the system deferred demand is allowed, the volume of which is limited by a given…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…
In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…
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…
The widespread use of industrial refrigeration systems across various sectors contribute significantly to global energy consumption, highlighting substantial opportunities for energy conservation through intelligent control design. As such,…
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…
We introduce an original minimax framework for finite-time performance analysis in queueing control and propose a surprisingly simple Lyapunov-based scheduling policy with superior finite-time performance. The framework quantitatively…