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

Congestion is said to occur in the network when the resource demands exceed the capacity and packets are lost due to too much queuing in the network. During congestion, the network throughput may drop to zero and the path delay may become…

We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…

In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…

We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the number of servers grows large, providing natural Economies-of-Scale. In order to determine…

In this paper, we focus on a class of time-inconsistent stochastic control problems, where the objective function includes the mean and several higher-order central moments of the terminal value of state. To tackle the time-inconsistency,…

In this paper, we study joint queue-aware and channel-aware scheduling of arbitrarily bursty traffic over multi-state time-varying channels, where the bursty packet arrival in the network layer, the backlogged queue in the data link layer,…

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 extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach…

We develop link rate control policies to minimize the queueing delay of packets in overloaded networks. We show that increasing link rates does not guarantee delay reduction during overload. We consider a fluid queueing model that…

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…

What are the key properties that a network should have to provide bounded-delay guarantees for the packets? In this paper, we attempt to answer this question. To that end, we explore the theory of bounded-delay networks and provide the…

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…

The emerging technology of quantum computing has the potential to change the way how problems will be solved in the future. This work presents a centralized network control algorithm executable on already existing quantum computer which are…

In asymptotic regimes, both in time and space (network size), the derivation of network capacity results is grossly simplified by brushing aside queueing behavior in non-Jackson networks. This simplifying double-limit model, however, lends…

This paper studies queueing problems with an endogenous number of machines with and without an initial queue, the novelty being that coalitions not only choose how to queue, but also on how many machines. For a given problem, agents can…

We consider discrete-time dynamics, for cascading failure in DC networks, whose map is composition of failure rule with control actions. Supply-demand at the nodes is monotonically non-increasing under admissible control. Under the failure…

This paper addresses developing cost-effective strategies to respond to excessive demand in the service network design problem in a multi-period setting. The common assumption states that the capacity of freight carriers' assets is capable…

In this paper, we consider a risk-based optimal investment problem of an insurer in a regime-switching jump diffusion model with noisy memory. Using the model uncertainty modeling, we formulate the investment problem as a zero-sum,…

In this paper, we consider a bidirectional relay network with half-duplex nodes and block fading where the nodes transmit with a fixed transmission rate. Thereby, user 1 and user 2 exchange information only via a relay node, i.e., a direct…

Control of wireless multihop networks, while simultaneously meeting end-to-end mean delay requirements of different flows is a challenging problem. Additionally, distributed computation of control parameters adds to the complexity. Using…