Related papers: An infinitesimal generator approach on weak conver…
We study a dynamic matching setting where homogeneous agents arrive at random according to a Poisson process and randomly form edges yielding a sparse market. Agents stay in the market according to a certain sojourn time and wait to be…
This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate lambda at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of…
Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…
Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
We propose a new framework to estimate the evolution of an ensemble of indistinguishable agents on a hidden Markov chain using only aggregate output data. This work can be viewed as an extension of the recent developments in optimal mass…
We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…
A simple analytical solution is proposed for the stationary loss system of two parallel queues with finite capacity $K$, in which new customers join the shortest queue, or one of the two with equal probability if their lengths are equal.…
Autonomous agents are promising in applications such as intelligent transportation and smart manufacturing, and scheduling of agents has to take their inertial constraints into consideration. Most current researches require the obedience of…
We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…
In this study, we address the central issue of statistical inference for Markov jump processes using discrete time observations. The primary problem at hand is to accurately estimate the infinitesimal generator of a Markov jump process, a…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
Motivated by emerging applications in online matching platforms and marketplaces, we study a matching queue. Customers and servers that arrive in a matching queue depart as soon as they are matched. While state-dependent control is an…
Long-tail and rare event problems become crucial when autonomous driving algorithms are applied in the real world. For the purpose of evaluating systems in challenging settings, we propose a generative framework to create safety-critical…
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 present a comprehensive theoretical comparison of diffusion and flow matching under the Generator Matching framework. Despite their apparent differences, both diffusion and flow matching can be viewed under the unified…