相关论文: Optimal scheduling of critically loaded multiclass…
We consider the problem of scheduling appointments for a finite customer population to a service facility with customer no-shows, to minimize the sum of customer waiting time and server overtime costs. Since appointments need to be…
This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and…
We consider the serve-the-longest-queue discipline for a multiclass queue with buffers of equal size, operating under (i) the conventional and (ii) the Halfin-Whitt heavy traffic regimes, and show that while the queue length process'…
We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem constrained by a convection-dominated problem. We prove global optimal convergence rates using an inf-sup condition, with the diffusion parameter…
We present a Markovian market model driven by a hidden Brownian efficient price. In particular, we extend the queue-reactive model, making its dynamics dependent on the efficient price. Our study focuses on two sub-models: a signal-driven…
We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…
An isoperimetric optimal control problem with non-convex cost is considered for a class of nonlinear control systems with periodic boundary conditions. This problem arises in chemical engineering as the maximization of the product of…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
We study the optimal financing and dividend distribution problem with restricted dividend rates in a diffusion type surplus model where the drift and volatility coefficients are general functions of the level of surplus and the external…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…
We focus on the downlink of a cellular system, which corresponds to the bulk of the data transfer in such wireless systems. We address the problem of opportunistic multiuser scheduling under imperfect channel state information, by…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
Flowshop machine scheduling has been of main interest in several applications where the timing of its processes plays a fundamental role in the utilization of system resources. Addressing the optimal sequencing of the jobs when equivalent…
This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…
We study online task allocation for multi-robot, multi-queue systems with asymmetric stochastic arrivals and switching delays. We formulate the problem in discrete time: each location can host at most one robot per slot, servicing a task…
In this paper, we develop a stochastic algorithm based on Euler-Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of the $M/Ph/n+M$ queue. Specifically, we prove a non-asymptotic error bound…
An information collection problem in a wireless network with random events is considered. Wireless devices report on each event using one of multiple reporting formats. Each format has a different quality and uses different data lengths.…
We explore the achievable delay performance in wireless random-access networks. While relatively simple and inherently distributed in nature, suitably designed queue-based random-access schemes provide the striking capability to match the…
This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…