相关论文: Heavy traffic analysis of open processing networks…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…