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We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…

概率论 · 数学 2007-05-23 Amarjit Budhiraja , Kevin Ross

Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original problem is approximated by a drift control problem, to which we…

系统与控制 · 电气工程与系统科学 2024-04-18 Baris Ata , J. Michael Harrison , Nian Si

We propose and analyze a family of information processing systems, where a finite set of experts or servers are employed to extract information about a stream of incoming jobs. Each job is associated with a hidden label drawn from some…

概率论 · 数学 2016-05-31 Laurent Massoulie , Kuang Xu

Problem Definition: Managing inpatient flow in large hospital systems is challenging due to the complexity of assigning randomly arriving patients -- either waiting for primary units or being overflowed to alternative units. Current…

最优化与控制 · 数学 2026-05-08 Jingjing Sun , Jim Dai , Pengyi Shi

Congestion pricing has become an effective instrument for traffic demand management on road networks. This paper proposes an optimal control approach for congestion pricing for day-to-day timescale that incorporates demand uncertainty and…

系统与控制 · 计算机科学 2019-07-23 Hemant Gehlot , Harsha Honnappa , Satish V. Ukkusuri

In this paper, we consider a load balancing system under a general pull-based policy. In particular, each arrival is randomly dispatched to one of the servers whose queue lengths are below a threshold, if there are any; otherwise, this…

性能 · 计算机科学 2018-08-22 Xingyu Zhou , Jian Tan , Ness Shroff

Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…

统计力学 · 物理学 2025-04-09 Pierre Nazé

We consider the coflow scheduling problem in the non-clairvoyant setting, assuming that flow sizes are realized on-line according to given probability distributions. The goal is to minimize the weighted average completion time of coflows in…

分布式、并行与集群计算 · 计算机科学 2026-01-06 Olivier Brun , Balakrishna J. Prabhu

Network control refers to a very large and diverse set of problems including controllability of linear time-invariant dynamical systems, where the objective is to select an appropriate input to steer the network to a desired state. There…

数据结构与算法 · 计算机科学 2016-03-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We present a unified analytical framework within which power control, rate allocation, routing, and congestion control for wireless networks can be optimized in a coherent and integrated manner. We consider a multi-commodity flow model with…

网络与互联网体系结构 · 计算机科学 2007-09-18 Yufang Xi , Edmund M. Yeh

In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…

最优化与控制 · 数学 2009-11-18 Qingxin Meng

Many transport processes on networks depend crucially on the underlying network geometry, although the exact relationship between the structure of the network and the properties of transport processes remain elusive. In this paper we…

物理与社会 · 物理学 2015-06-26 Bosiljka Tadic , G. J. Rodgers , Stefan Thurner

It is well-known that the power-of-d choices routing algorithm maximizes throughput and is heavy-traffic optimal in load balancing systems with homogeneous servers. However, if the servers are heterogeneous, throughput optimality does not…

概率论 · 数学 2022-01-12 Daniela Hurtado-Lange , Siva Theja Maguluri

This paper addresses the problem of a boundary control design for traffic evolving in a large-scale urban network. The traffic state is described on a macroscopic scale and corresponds to the vehicle density, whose dynamics are governed by…

最优化与控制 · 数学 2021-03-17 Liudmila Tumash , Carlos Canudas-de-Wit , Maria Laura Delle Monache

We study the heavy-traffic limit of the generalized switch operating under MaxWeight, without assuming that the CRP condition is satisfied and allowing for correlated arrivals. The main contribution of this paper is the steady-state mean of…

概率论 · 数学 2021-03-03 D. Hurtado-Lange , S. T. Maguluri

We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…

机器人学 · 计算机科学 2024-08-08 Nishchal Hoysal G. , Pavankumar Tallapragada

We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns an…

机器学习 · 计算机科学 2025-03-20 Yidan Wu , Yu Yu , Jianan Zhang , Li Jin

This paper studies the problem of congestion control and scheduling in ad hoc wireless networks that have to support a mixture of best-effort and real-time traffic. Optimization and stochastic network theory have been successful in…

网络与互联网体系结构 · 计算机科学 2009-12-13 Juan Jose Jaramillo , R. Srikant

In a network of reinforced stochastic processes, for certain values of the parameters, all the agents' inclinations synchronize and converge almost surely toward a certain random variable. The present work aims at clarifying when the agents…

概率论 · 数学 2025-06-11 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…

概率论 · 数学 2007-05-23 H. Christian Gromoll