Related papers: Explicit solution for a network control problem in…
In this work, the achievable rate of three-node relay systems with selection relaying under statistical delay constraints, imposed on the limitations of the maximum end-to-end delay violation probabilities, is investigated. It is assumed…
Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…
We consider a large queueing system that consists of many strategic servers that are weakly interacting. Each server processes jobs from its unique critically loaded buffer and controls the rate of arrivals and departures associated with…
In this work, we aim to obtain the optimal tradeoff between the average delay and the average power consumption in a communication system. In our system, the arrivals occur at each timeslot according to a Bernoulli arrival process and are…
With the advent of 5G and the evolution of Internet protocols, industrial applications are moving from vertical solutions to general purpose IP-based infrastructures that need to meet deterministic Quality of Service (QoS) requirements. The…
Admission control can be employed to avoid congestion in queueing networks subject to overload. In distributed networks the admission decisions are often based on imperfect measurements on the network state. This paper studies how the lack…
Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…
Widespread use of computer networks and the use of varied technology for the interconnection of computers has made congestion a significant problem. In this report, we summarize our research on congestion avoidance. We compare the concept…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically,…
Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…
We establish mean-field limits for large-scale random-access networks with buffer dynamics and arbitrary interference graphs. While saturated-buffer scenarios have been widely investigated and yield useful throughput estimates for…
In this paper, we study an optimal control problem of linear backward stochastic differential equation (BSDE) with quadratic cost functional under partial information. This problem is solved completely and explicitly by using a stochastic…
We study the performance of random linear network coding for time division duplexing channels with Poisson arrivals. We model the system as a bulk-service queue with variable bulk size. A full characterization for random linear network…
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…
This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…
We consider a model of priced resource sharing that combines both queueing behavior and strategic behavior. We study a priority service model where a single server allocates its capacity to agents in proportion to their payment to the…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…
We study a control problem for queueing systems where customers may return for additional episodes of service after their initial service completion. At each service completion epoch, the decision maker can choose to reduce the probability…
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…