Related papers: Sample Path Moderate Deviation Principle for Queue…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…
We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…
We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…
In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for splittable random…
We prove sample path moderate deviation principles (MDP) for the current and the tagged particle in the symmetric simple exclusion process, which extends the results in \cite{xue2023moderate}, where the MDP was only proved at any fixed…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the time-dependent behaviour of this system and derive explicit…
Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…
We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…
We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…
We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…