1 citations · 2 across the 7 of their papers we have counts for
8 papers
Statistical inference for mean-field queueing systems
Ioannis Lambadaris, Ahmed Sid-Ali, Wei Sun +1
Mean-field limits have been used now as a standard tool in approximations, including for networks with a large number of nodes. Statistical inference on mean-filed models has attra…
Exponentially Weighted Algorithm for Online Network Resource Allocation with Long-Term Constraints
Ahmed Sid-Ali, Ioannis Lambadaris, Yiqiang Q. Zhao +2
This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining…
Online Optimization for Network Resource Allocation and Comparison with Reinforcement Learning Techniques
Ahmed Sid-Ali, Ioannis Lambadaris, Yiqiang Q. Zhao +2
We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system opera…
Online Optimization for Randomized Network Resource Allocation with Long-Term Constraints
Ahmed Sid-Ali, Ioannis Lambadaris, Yiqiang Q. Zhao +2
In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communicati…
Local stability of McKean-Vlasov equations arising from heterogeneous Gibbs systems using limit of relative entropies
D. A. Dawson, A. Sid-Ali, Y. Q. Zhao
A family of heterogeneous mean-field systems with jumps is analyzed. These systems are constructed as a Gibbs measure on block graphs. When the total number of particles goes to in…
Large-time behavior of finite-state mean-field systems with multi-classes
Donald A. Dawson, Ahmed Sid-Ali, Yiqiang Q. Zhao
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is co…
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
Donald A. Dawson, Ahmed Sid-Ali, Yiqiang Q. Zhao
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-col…
Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view
Bruno Bouchard, Ki Chau, Arij Manai +1
We extend the viscosity solution characterization proved in [5] for call/put American option prices to the case of a general payoff function in a multi-dimensional setting: the pri…