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research-article
Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications
Abstract

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 apply a ...

research-article
Palm problems arising in BAR approach and its applications
Abstract

We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper (Braverman et al. in the BAR approach ...

research-article
Ergodic control of resource sharing networks: lower bound on asymptotic costs
Abstract

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 cost ...

research-article
Asymptotics for the Green’s functions of a transient reflected Brownian motion in a wedge
Abstract

We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green’s functions is found in all directions. To this end, we first determine a kernel functional equation connecting the ...

research-article
A diffusion model of dynamic participant inflow management
Abstract

This paper studies a diffusion control problem motivated by challenges faced by public health agencies who run clinics to serve the public. A key challenge for these agencies is to motivate individuals to participate in the services provided. They ...

research-article
Managing flexibility: optimal sizing and scheduling of flexible servers
Abstract

When managing resource flexibility in service systems, the conventional wisdom is that server flexibility is beneficial due to the resource pooling effect. However, in practice, flexibility often incurs some additional costs, which makes how much ...

research-article
Core allocation to minimize total flow time in a multicore system in the presence of a processing time constraint
Abstract

Data centers are a vital and fundamental infrastructure component of the cloud. The requirement to execute a large number of demanding jobs places a premium on processing capacity. Parallelizing jobs to run on multiple cores reduces execution ...

research-article
Applying queueing theory to evaluate wait-time-savings of triage algorithms
Abstract

In the past decade, artificial intelligence (AI) algorithms have made promising impacts in many areas of healthcare. One application is AI-enabled prioritization software known as computer-aided triage and notification (CADt). This type of ...

research-article
An exact analysis and comparison of manual picker routing heuristics
Abstract

This paper presents exact derivations of the first two moments of the total order picking time in a warehouse for three routing heuristics, under the assumption of random storage. The analysis is done for general order size distributions and ...

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