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In this work we study the problem of asymptotically optimal control of a well-known multi-class queuing network, referred to as the ``crisscross network,'' in heavy traffic. We consider exponential inter-arrival and service times, linear…

概率论 · 数学 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

概率论 · 数学 2007-05-23 Amarjit Budhiraja , Arka Prasanna Ghosh

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 consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

最优化与控制 · 数学 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

最优化与控制 · 数学 2025-10-14 Alessandro Calvia , Federico Cannerozzi , Giorgio Ferrari

We consider a dynamic control problem associated with a generalized Brownian network, the objective being to minimize expected discounted cost over an infinite planning horizon. In this Brownian control problem (BCP), both the system…

概率论 · 数学 2007-05-23 J. M. Harrison , R. J. Williams

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

This paper deals with the infinite-horizon optimal control problem for Boolean control networks (BCNs) with a discounted-cost criterion. This problem has been investigated in existing studies with algorithms characterized by high…

系统与控制 · 电气工程与系统科学 2020-03-16 Shuhua Gao , Cheng Xiang , Tong Heng Lee

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

最优化与控制 · 数学 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

We first show that the discounted cost, cost up to an exit time, and ergodic cost involving controlled non-degenerate diffusions are continuous on the space of stationary control policies when the policies are given a topology introduced by…

最优化与控制 · 数学 2022-11-14 Somnath Pradhan , Serdar Yüksel

This study investigates the infinite-horizon optimal control problem for switched Boolean control networks with an average-cost criterion. A primary challenge of this problem is the prohibitively high computational cost when dealing with…

系统与控制 · 电气工程与系统科学 2020-07-14 Shuhua Gao , Changkai Sun , Cheng Xiang , Kairong Qin , Tong Heng Lee

Contemporary electricity distribution systems are being challenged by the variability of renewable energy sources. Slow response times and long energy management periods cannot efficiently integrate intermittent renewable generation and…

系统与控制 · 计算机科学 2016-02-02 Gang Wang , Vassilis Kekatos , Antonio J. Conejo , Georgios B. Giannakis

An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brownian control problems (BCP) and their equivalent workload…

概率论 · 数学 2015-02-10 Amarjit Budhiraja , Xin Liu , Subhamay Saha

An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…

最优化与控制 · 数学 2020-04-24 Hongwei Mei , Qingmeng Wei , Jiongmin Yong

We address the multi-agent persistent monitoring problem defined on a set of nodes (targets) interconnected over a network topology. A measure of mean overall node state uncertainty evaluated over a finite period is to be minimized by…

系统与控制 · 电气工程与系统科学 2020-10-06 Shirantha Welikala , Christos G. Cassandras

Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…

最优化与控制 · 数学 2021-02-11 Nicolas Garcia , Christoph Kawan , Serdar Yuksel

In this paper, we design an optimal energy cost controller for linear systems asymptotic consensus given the topology of the graph. The controller depends only on relative information of the agents. Since finding the control gain for such…

最优化与控制 · 数学 2017-10-26 Han Zhang , Xiaoming Hu

Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…

系统与控制 · 电气工程与系统科学 2021-01-11 Hassan Hmedi , Johnson Carroll , Ari Arapostathis

We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…

最优化与控制 · 数学 2025-10-24 Erhan Bayraktar , Jiamin Jian

We consider a control problem for a heterogeneous population composed of agents able to switch at any time between different options. The controller aims to maximize an average gain per time unit, supposing that the population is of…

最优化与控制 · 数学 2024-04-05 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert
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