Related papers: A diffusion model of scheduling control in queuein…
We study a class of singular stochastic control problems for a one-dimensional diffusion $X$ in which the performance criterion to be optimised depends explicitly on the running infimum $I$ (or supremum $S$) of the controlled process. We…
We consider a multi-class G/G/1 queue with a finite shared buffer. There is task admission and server scheduling control which aims to minimize the cost which consists of holding and rejection components. We construct a policy that is…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…
Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…
This paper considers a multiclass processor-sharing queue with feedback. Jobs arrive according to renewal processes, and service times follow general distributions. Upon service completion, jobs may either depart the system or re-enter as a…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…
In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…
A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routing choices) form a tree (in…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…
A many-server queueing system is considered in which customers with independent and identically distributed service times enter service in the order of arrival. The state of the system is represented by a process that describes the total…
Multi-server queueing systems are widely used models for job scheduling in machine learning, wireless networks, crowdsourcing, and healthcare systems. This paper considers a multi-server system with multiple servers and multiple types of…
We consider the problem of designing a packet-level congestion control and scheduling policy for datacenter networks. Current datacenter networks primarily inherit the principles that went into the design of Internet, where congestion…
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We consider a cost set on a finite but sufficiently large time…
We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…