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math.OC2019
Optimal scheduling of critically loaded multiclass GI/M/n+M queues in an alternating renewal environment
Ari Arapostathis, Guodong Pang, Yi Zheng
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the…
math.OC2019
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Ari Arapostathis, Guodong Pang, Yi Zheng
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),…