Related papers: Improved Speed via Regional Fulfillment
We study the optimal execution of market and limit orders with permanent and temporary price impacts as well as uncertainty in the filling of limit orders. Our continuous-time model incorporates a trade speed limiter and a trader director…
Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…
Load balancing plays a critical role in efficiently dispatching jobs in parallel-server systems such as cloud networks and data centers. A fundamental challenge in the design of load balancing algorithms is to achieve an optimal trade-off…
In this paper, we consider a dynamic equilibrium transportation problem. There is a fixed number of cars moving from origin to destination areas. Preferences for arrival times are expressed as a cost of arriving before or after the…
Often times, in many design problems, there is a need to select a small set of informative or representative elements from a large ground set of entities in an optimal fashion. Submodular optimization that provides for a formal way to solve…
Emerging software-defined networking technologies enable more adaptive communication infrastructures, allowing for quick reactions to changes in networking requirements by exploiting the workload's temporal structure. However, operating…
A fundamental question in any peer-to-peer ridesharing system is how to, both effectively and efficiently, dispatch user's ride requests to the right driver in real time. Traditional rule-based solutions usually work on a simplified problem…
The last few years have witnessed rapid growth in the on-demand delivery market, with many start-ups entering the field. However, not all of these start-ups have succeeded due to various reasons, among others, not being able to establish a…
Content caching at the edge of network is a promising technique to alleviate the burden of backhaul networks. In this paper, we consider content caching along time in a base station with limited cache capacity. As the popularity of contents…
In geographically-distributed systems, communication latencies are non-negligible. The perceived processing time of a request is thus composed of the time needed to route the request to the server and the true processing time. Once a…
Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…
In this paper we explore the problem of achieving efficient packet transmission over unreliable links with worst case occurrence of errors. In such a setup, even an omniscient offline scheduling strategy cannot achieve stability of the…
Collaborative edge computing addresses the resource constraints of individual edge nodes by enabling resource sharing and task co-processing across multiple nodes. To fully leverage the advantages of collaborative edge computing, joint…
I provide a novel approach to characterizing the set of interim realizable allocations, in the spirit of Matthews (1984) and Border (1991). The approach allows me to identify precisely why exact characterizations are difficult to obtain in…
Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…
The online weighted matching problem is a fundamental problem in machine learning due to its numerous applications. Despite many efforts in this area, existing algorithms are either too slow or don't take $\mathrm{deadline}$ (the longest…
Mobile networks are intriguing in recent years due to their practical implications. Previous routing strategies for improving transport efficiency have little attention what order should the packets be forwarded, just simply used…
We address the problem of efficient and unobstructed surveillance or communication in complex environments. On one hand, one wishes to use a minimal number of sensors to cover the environment. On the other hand, it is often important to…
Large scale decentralized communication systems have introduced the new trend towards online routing where routing decisions are performed based on a limited and localized knowledge of the network. Geometrical greedy routing has been among…
In this paper, we propose a novel, computational efficient, dynamic ridesharing algorithm. The beneficial computational properties of the algorithm arise from casting the ridesharing problem as a linear assignment problem between fleet…