相关论文: Optimal scheduling of critically loaded multiclass…
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…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…
We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…
We consider a regulated multi-class instantaneous matching system with reneging, in which each event requires $K \geq 2$ distinct impatient agents who wait in their respective queues. Each agent class is subject to a buffer capacity,…
We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
This study considers an optimal reinsurance, investment, and dividend strategy control problem for insurance companies in a regulated Markov regime-switching environment, intending to maximize long-run average reward. Unlike existing single…
Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…
Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…
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 many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
This report considers a fairly general model of constrained queuing networks that allows us to represent both MMBP (Markov Modulated Bernoulli Processes) arrivals and time-varying service constraints. We derive a set of sufficient…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…
We study a family of mean field games with a state variable evolving as a multivariate jump diffusion process. The jump component is driven by a Poisson process with a time-dependent intensity function. All coefficients, i.e. drift,…