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In this paper, we provide for the first time an automated, correct-by-construction, controller synthesis scheme for a class of infinite dimensional stochastic systems, namely, retarded jump-diffusion systems. First, we construct finite…
We consider a system of $N$ parallel queues with identical exponential service rates and a single dispatcher where tasks arrive as a Poisson process. When a task arrives, the dispatcher always assigns it to an idle server, if there is any,…
Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…
In this paper, we study the problem of traffic management in highways facing stochastic perturbations. To model the macroscopic traffic flow under perturbations, we use cell-transmission model with Markovian capacities. The decision…
Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let $W$ denote the steady-state waiting time in the ${\rm GI}/{\rm G}/1$ queue. Kingman (1961) showed that $W$, when…
We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…
Minimizing both power fluctuations and energy waste in an electrical grid is a central challenge to energy policy. Any discrepancy between power production and loads may lead to inefficiencies and instability in the system. Right now, the…
We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…
Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
We extend flow matching to ensembles of linear systems in both deterministic and stochastic settings. Averaging over system parameters induces memory leading to a non-Markovian interpolation problem for the stochastic case. In this setting,…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
Classical flocking models demonstrate how local interactions generate emergent order, but real-world multi-agent deployments are bound by severe constraints: limited actuator availability, heterogeneous communication latencies, and…
We develop a Markovian framework for load balancing that combines classical algorithms such as Power-of-$d$ with auto-scaling mechanisms that allow the net service capacity to scale up or down in response to the current load on the same…
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,…
Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…