32 citations · 419 across the 47 of their papers we have counts for
11 papers · 1 filter
On system-wide safety staffing of large-scale parallel server networks
Hassan Hmedi, Ari Arapostathis, Guodong Pang
We introduce a "system-wide safety staffing" (SWSS) parameter for multiclass multi-pool networks of any tree topology, Markovian or non-Markovian, in the Halfin-Whitt regime. This…
A variational characterization of the optimal exit rate for controlled diffusions
Ari Arapostathis, Vivek S. Borkar
The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained t…
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…
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…
Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
Ari Arapostathis, Hassan Hmedi, Guodong Pang +1
We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by -stable processes which arise as the limiting equations of multiclass…
Optimal control of Markov-modulated multiclass many-server queues
Ari Arapostathis, Anirban Das, Guodong Pang +1
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system ope…