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Consider a set of jobs with independent random service times to be scheduled on a single machine. The jobs can be surgeries in an operating room, patients' appointments in outpatient clinics, etc. The challenge is to determine the optimal…

Optimization and Control · Mathematics 2020-04-16 Mehdi Jafarnia-Jahromi , Rahul Jain

In content moderation for social media platforms, the cost of delaying the review of a content is proportional to its view trajectory, which fluctuates and is apriori unknown. Motivated by such uncertain holding costs, we consider a…

Data Structures and Algorithms · Computer Science 2025-05-28 Caner Gocmen , Thodoris Lykouris , Deeksha Sinha , Wentao Weng

In many scheduling applications, minimizing delays is of high importance. One adverse effect of such delays is that the reward for completion of a job may decay over time. Indeed in healthcare settings, delays in access to care can result…

Systems and Control · Computer Science 2016-10-24 Neal Master , Carri W. Chan , Nicholas Bambos

We study the problem of scheduling delay-sensitive jobs over spot and on-demand cloud instances to minimize average cost while meeting an average delay constraint. Jobs arrive as a general stochastic process, and incur different costs based…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-21 Neelkamal Bhuyan , Randeep Bhatia , Murali Kodialam , TV Lakshman

We study a single-server scheduling problem for the objective of minimizing the expected cumulative holding cost incurred by jobs, where parameters defining stochastic job holding costs are unknown to the scheduler. We consider a general…

Machine Learning · Computer Science 2022-09-22 Dabeen Lee , Milan Vojnovic

We study the necessity of predictive information in a class of queueing admission control problems, where a system manager is allowed to divert incoming jobs up to a fixed rate, in order to minimize the queueing delay experienced by the…

Probability · Mathematics 2015-06-16 Kuang Xu

Deep neural networks training jobs and other iterative computations frequently include checkpoints where jobs can be canceled based on the current value of monitored metrics. While most of existing results focus on the performance of all…

Performance · Computer Science 2022-09-30 Yuan Yao , Marco Paolieri , Leana Golubchik

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

Optimization and Control · Mathematics 2025-09-09 Dongnuan Tian , Rob Shone

We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…

Performance · Computer Science 2025-02-23 Jonatha Anselmi , Bruno Gaujal , Tommaso Nesti

The task of completing jobs with decaying value arises in a number of application areas including healthcare operations, communications engineering, and perishable inventory control. We consider a system in which a single server completes a…

Optimization and Control · Mathematics 2016-09-20 Neal Master , Nicholas Bambos

If a bus line becomes unstable, passengers waiting time will be lengthened and buses capacities will be mismatched. To stabilize a high-frequency bus line, many holding strategies have been proposed. Among these strategies, some need to…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Shengxue He

We study the scheduling polices for asymptotically optimal delay in queueing systems with switching overhead. Such systems consist of a single server that serves multiple queues, and some capacity is lost whenever the server switches to…

Performance · Computer Science 2017-01-17 Ping-Chun Hsieh , I-Hong Hou , Xi Liu

Energy storage scheduling problems, where a storage is operated to maximize its profit in response to a price signal, are essentially infinite-horizon optimization problems as storage systems operate continuously, without a foreseen end to…

Optimization and Control · Mathematics 2025-06-09 Eléa Prat , Richard M. Lusby , Juan Miguel Morales , Salvador Pineda , Pierre Pinson

Scheduling a stream of jobs whose holding cost changes over time is a classic and practical problem. Specifically, each job is associated with a holding cost (penalty), where a job's instantaneous holding cost is some increasing function of…

Performance · Computer Science 2025-04-16 Zhouzi Li , Keerthana Gurushankar , Mor Harchol-Balter , Alan Scheller-Wolf

We consider a stochastic online problem where $n$ applicants arrive over time, one per time step. Upon arrival of each applicant their cost per time step is revealed, and we have to fix the duration of employment, starting immediately. This…

Data Structures and Algorithms · Computer Science 2017-05-31 Yann Disser , John Fearnley , Martin Gairing , Oliver Göbel , Max Klimm , Daniel Schmand , Alexander Skopalik , Andreas Tönnis

We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward…

Probability · Mathematics 2008-12-10 Friedrich Hubalek , Jan Kallsen , Leszek Krawczyk

This paper addresses the two-stocking locations single item non-stationary stochastic lot-sizing problem. The inventory level at each location is reviewed periodically. Items can be reordered and received from a common central warehouse and…

Optimization and Control · Mathematics 2022-03-31 Xiyuan Ma , Roberto Rossi , Thomas Archibald

In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes" into a Brownian motion with positive drift. The change occurs at an unknown "disorder" time with exponential…

Probability · Mathematics 2015-05-29 Robert C. Dalang , Albert N. Shiryaev

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

Optimization and Control · Mathematics 2019-12-13 Bolun Xu , Magnus Korpas , Audun Botterud , Francis O'Sullivan

The bounded delay buffer management problem, which was proposed by Kesselman et~al.\ (STOC 2001 and SIAM Journal on Computing 33(3), 2004), is an online problem focusing on buffer management of a switch supporting Quality of Service (QoS).…

Data Structures and Algorithms · Computer Science 2018-07-03 Koji M. Kobayashi
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