47 citations · 73 across the 6 of their papers we have counts for
6 papers
Goggin's corrected Kalman Filter: Guarantees and Filtering Regimes
Imon Banerjee, Itai Gurvich
In this paper we revisit a non-linear filter for {\em non-Gaussian} noises that was introduced in [1]. Goggin proved that transforming the observations by the score function and th…
A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks
Feiyang Zhao, Itai Gurvich, John Hasenbein
We re-visit the global - relative to control policies - stability of multiclass queueing networks. In these, as is known, it is generally insufficient that the nominal utilization…
A Low-rank Approximation for MDPs via Moment Coupling
Amy B. Z. Zhang, Itai Gurvich
We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type…
Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
Itai Gurvich
Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (ra…
Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results
Rami Atar, Itai Gurvich
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown…
On optimality gaps in the Halfin--Whitt regime
Baris Ata, Itai Gurvich
We consider optimal control of a multi-class queue in the Halfin--Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing res…