activity
20072023
most citedMartingale proofs of many-server heavy-traffic limits for Markovian queues

160 citations · 298 across the 36 of their papers we have counts for

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Showing 2019Show all

7 papers · 1 filter

math.PR2019

Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching

Ari Arapostathis, Guodong Pang, Yi Zheng

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of th…

math.OC2019★ 1 cited

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★ 4 cited

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),…

math.PR2019

Subexponential upper and lower bounds in Wasserstein distance for Markov processes

Ari Arapostathis, Guodong Pang, Nikola Sandrić

In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the -Wasserstein distan…

math.OC2019

Uniform stability of some large-scale parallel server networks

Hassan Hmedi, Ari Arapostathis, Guodong Pang

In this paper we study the uniform stability properties of two classes of parallel server networks with multiple classes of jobs and multiple server pools of a tree topology. These…

math.PR2019

Stationary Distributions and Convergence for M/M/1 Queues in Interactive Random Environment

Yana Belopolskaya, Guodong Pang, Andrey Sarantsev +1

A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics…