Related papers: A stochastic optimization algorithm for revenue ma…
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 study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…
Motivated by the impact of emerging technologies on toll parks, this paper studies a problem of equilibrium, social welfare, and revenue for an infinite-server queue. More specifically, we assume that a customer's utility consists of a…
Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…
Cloud computing is becoming an essential component of modern computer and communication systems. The available resources at the cloud such as computing nodes, storage, databases, etc. are often packaged in the form of virtual machines (VMs)…
We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…
Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request…
We consider two-stage tandem queueing systems with one dedicated server in each station and a flexible server that can serve both stations. We assume exponential service times, linear holding costs accrued by jobs present in the system, and…
Users can arbitrage against Time-of-Use (ToU) pricing with storage by charging in off-peak period and discharge in peak periods. In this paper we design the optimal control policy and the solve optimal investment for general ToU scheme. We…
This paper is about optimally controlling skill-based queueing systems such as data centers, cloud computing networks, and service systems. By means of a case study using a real-world data set, we investigate the practical implementation of…
In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…
We study network revenue management problems motivated by applications such as railway ticket sales and hotel room bookings. Requests, each requiring a resource for a consecutive stay, arrive sequentially with known arrival probabilities.…
We consider a large-scale parallel-server system, where each server independently adjusts its processing speed in a decentralized manner. The objective is to minimize the overall cost, which comprises the average cost of maintaining the…
The model is motivated by the problem of load distribution in large-scale cloud-based data processing systems. We consider a heterogeneous service system, consisting of multiple large server pools. The pools are different in that their…
Dynamic pricing is the practice of adjusting the selling price of a product to maximize a firm's revenue by responding to market demand. The literature typically distinguishes between two settings: infinite inventory, where the firm has…
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…
The design and pricing of services are two of the most important decisions faced by any intermodal transport operator. The key success factor lies in the ability of meeting the needs of the shippers. Therefore, making full use of the…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…
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…
We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show…