相关论文: Optimal scheduling of critically loaded multiclass…

We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

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…

This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…

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…

We study the scheduling polices for asymptotically optimal delay in queueing systems with switching overhead. Such systems consist of a single server that serves multiple queues, and some capacity is lost whenever the server switches to…

In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…

In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is expected average rewards. The transition rates of underlying…

This paper considers the problem of throughput optimal routing/scheduling in a multi-hop constrained queueing network with random connectivity whose special case includes opportunistic multi-hop wireless networks and input-queued switch…

Completeness of a dynamic priority scheduling scheme is of fundamental importance for the optimal control of queues in areas as diverse as computer communications, communication networks, supply chains and manufacturing systems. Our first…

Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…

We introduce an original minimax framework for finite-time performance analysis in queueing control and propose a surprisingly simple Lyapunov-based scheduling policy with superior finite-time performance. The framework quantitatively…

Inspired by a duration-dependent life insurance model, we consider continuous-time semi-Markov jump processes, initially assumed to have a finite state-space. We develop approximations using jump processes that are time-homogeneous Markov,…

The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…

We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two independent renewal processes. Whenever there is a seller and…