Related papers: Explicit solution for a network control problem in…
Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…
We study the problem of buffer management in QoS-enabled network switches in the bounded delay model where each packet is associated with a weight and a deadline. We consider the more realistic situation where the network switch has a…
Dynamic Adaptive Streaming over HTTP (DASH) has demonstrated to be an emerging and promising multimedia streaming technique, owing to its capability of dealing with the variability of networks. Rate adaptation mechanism, a challenging and…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
We develop Bellman equation based approach for infinite time horizon optimal impulsive control problems. Both discounted and time average criteria are considered. We establish very general and at the same time natural conditions under which…
We formulate a control problem for a GI/GI/N+GI queue, whose objective is to trade off the long-run average operational costs (i.e., abandonment costs and holding costs) with server utilization costs. To solve the control problem, we…
We consider the design of wireless queueing network control policies with particular focus on combining stability with additional application-dependent requirements. Thereby, we consequently pursue a cost function based approach that…
We consider flows over time within the deterministic queueing model and study the solution concept of instantaneous dynamic equilibrium (IDE) in which flow particles select at every decision point a currently shortest path. The length of…
We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…
We consider an optimal control on networks in the spirit of the works of Achdou et al. (2013) and Imbert et al. (2013). The main new feature is that there are entry (or exit) costs at the edges of the network leading to a possible…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
This paper characterizes differentiable and subgame Markov perfect equilibria in a continuous time intertemporal decision problem with non-constant discounting. Capturing the idea of non commitment by letting the commitment period being…
This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…
We consider a fundamental game theoretic problem concerning selfish users contributing packets to an M/M/1 queue. In this game, each user controls its own input rate so as to optimize a desired tradeoff between throughput and delay. We…
In this paper, we consider risk-sensitive discounted control problem for continuous-time jump Markov processes taking values in general state space. The transition rates of underlying continuous-time jump Markov processes and the cost rates…
We analyze the problem of scheduling in wireless networks to meet end-to-end service guarantees, defined by instantaneous throughput and hard packet deadlines. Using a network slicing model to decouple the queueing dynamics between flows,…
In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…
We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…
In potential flow networks, the equilibrium flow rates are usually not proportional to the demands and flow control elements are required to regulate the flow. The control elements can broadly be classified into two types - discrete and…