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相关论文: Ergodic Diffusion Control of Multiclass Multi-Pool…

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We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…

概率论 · 数学 2015-10-30 Ari Arapostathis , Anup Biswas , Guodong Pang

AM/M/N+Mqueueingnetworkisconsideredwithdindependentcustomerclasses and d server pools in Halfin-Whitt regime. Class i customers has priority for service in pool i for i = 1, . . . , d, and may access some other pool if the pool has an idle…

概率论 · 数学 2017-07-18 Anup Biswas

We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…

概率论 · 数学 2019-07-15 Ari Arapostathis , Anirban Das , Guodong Pang , Yi Zheng

We study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitive cost criterion. The objective is to prove asymptotic…

概率论 · 数学 2024-10-23 Sumith Reddy Anugu , Guodong Pang

We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…

最优化与控制 · 数学 2019-11-25 Ari Arapostathis , Hassan Hmedi , Guodong Pang

We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…

最优化与控制 · 数学 2019-03-20 Ari Arapostathis , Guodong Pang

We study infinite-horizon asymptotic average optimality for parallel server network with multiple classes of jobs and multiple server pools in the Halfin-Whitt regime. Three control formulations are considered: 1) minimizing the queueing…

最优化与控制 · 数学 2019-03-20 Ari Arapostathis , Guodong Pang

We introduce a "system-wide safety staffing" (SWSS) parameter for multiclass multi-pool networks of any tree topology, Markovian or non-Markovian, in the Halfin-Whitt regime. This parameter can be regarded as the optimal reallocation of the…

概率论 · 数学 2021-06-17 Hassan Hmedi , Ari Arapostathis , Guodong Pang

In this paper we study the uniform stability properties of two classes of parallel server networks with multiple classes of jobs and multiple server pools of a tree topology. These include a class of networks with a single non-leaf server…

最优化与控制 · 数学 2022-03-22 Hassan Hmedi , Ari Arapostathis , Guodong Pang

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

概率论 · 数学 2007-05-23 Rami Atar

We study the ergodic control problem for a class of controlled jump diffusions driven by a compound Poisson process. This extends the results of [SIAM J. Control Optim. 57 (2019), no. 2, 1516-1540] to running costs that are not…

最优化与控制 · 数学 2021-01-01 Ari Arapostathis , Guodong Pang , Yi Zheng

We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…

最优化与控制 · 数学 2025-12-01 Sumith Reddy Anugu , Guodong Pang

We consider a multi-class queueing model of a telephone call center, in which a system manager dynamically allocates available servers to customer calls. Calls can terminate through either service completion or customer abandonment, and the…

系统与控制 · 电气工程与系统科学 2025-03-07 Baris Ata , Ebru Kasikaralar

In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…

最优化与控制 · 数学 2019-08-20 Ari Arapostathis , Guodong Pang , Yi Zheng

The paper is a full version of the short presentation in \cite{amv17}. Ergodic control for one-dimensional controlled diffusion is tackled; both drift and diffusion coefficients may depend on a strategy which is assumed markovian. Ergodic…

概率论 · 数学 2020-09-01 Svetlana Anulova , Hilmar Mai , Alexander Veretennikov

We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

概率论 · 数学 2017-12-06 Reza Aghajani , Kavita Ramanan

This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently,…

概率论 · 数学 2019-06-12 Anton Braverman

We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by $\alpha$-stable processes which arise as the limiting equations of multiclass queueing models in the Halfin-Whitt regime that have…

概率论 · 数学 2019-07-22 Ari Arapostathis , Hassan Hmedi , Guodong Pang , Nikola Sandrić

We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…

概率论 · 数学 2011-05-04 David Gamarnik , Alexander Stolyar

We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…

概率论 · 数学 2014-03-24 Rami Atar , Itai Gurvich
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