相关论文: Explicit solution for a network control problem in…

We give a memoryless scale-invariant randomized algorithm for the Buffer Management with Bounded Delay problem that is e/(e-1)-competitive against an adaptive adversary, together with better performance guarantees for many restricted…

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…

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

We consider a new model for buffer management of network switches with Quality of Service (QoS) requirements. A stream of packets, each attributed with a value representing its Class of Service (CoS), arrives over time at a network switch…

Congestion game is a widely used model for modern networked applications. A central issue in such applications is that the selfish behavior of the participants may result in resource overloading and negative externalities for the system…

We consider the problem of long term power allocation in dense wireless networks. The framework considered in this paper is of interest for machine-type communications (MTC). In order to guarantee an optimal operation of the system while…

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…

A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a…

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…

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…

One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue…

We introduce a general framework for the mean-field analysis of large-scale load-balancing networks with general service distributions. Specifically, we consider a parallel server network that consists of N queues and operates under the…

We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

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…

We study an ordinary differential equation (ODE) arising as the many-server heavy-traffic fluid limit of a sequence of overloaded Markovian queueing models with two customer classes and two service pools. The system, known as the X model in…

We consider a classical stochastic control problem in which a diffusion process is controlled by a withdrawal process up to a termination time. The objective is to maximize the expected discounted value of the withdrawals until the…