相关论文: Workload reduction of a generalized Brownian netwo…
We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an on-off input process. We study stochastic control problems associated with the long-run…
We consider a multidimentional Brownian control problem (BCP) with model uncertainty that formally emerges from a multiclass M/M/1 queueing control problem under heavy-traffic with model uncertainty. The BCP is formulated as a…
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…
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…
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…
Dynamic capacity allocation control for resource sharing networks (RSN) is studied when the networks are in heavy traffic. The goal is to minimize an ergodic cost with a linear holding cost function. Our main result shows that the optimal…
In recent years, data-driven approaches have become increasingly pervasive across all areas of control engineering. However, the applications of data-based techniques to Boolean control networks (BCNs) are still very limited. In this paper…
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…
The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…
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…
Given a conjunctive Boolean network (CBN) with $n$ state-variables, we consider the problem of finding a minimal set of state-variables to directly affect with an input so that the resulting conjunctive Boolean control network (CBCN) is…
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…
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…
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…
In this paper, the problem of pinning control for synchronization of complex dynamical networks is discussed. A cost function of the controlled network is defined by the feedback gain and the coupling strength of the network. An interesting…
We study the problem of computing a minimal subset of nodes of a given asynchronous Boolean network that need to be controlled to drive its dynamics from an initial steady state (or attractor) to a target steady state. Due to the phenomenon…
A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves…