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20122021
most citedA Primal-Dual Approach to Constrained Markov Decision Processes

15 citations · 24 across the 8 of their papers we have counts for

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7 papers · 1 filter

math.PR20212 cited

On the SRPT Scheduling Discipline in Many-Server Queues with Impatient Customers

Jing Dong, Rouba Ibrahim

The shortest-remaining-processing-time (SRPT) scheduling policy has been extensively studied, for more than 50 years, in single-server queues with infinitely patient jobs. Yet, muc…

math.PR2020

Existence and Approximations of Moments for Polling Systems under the Binomial-Exhaustive Policy

Yue Hu, Jing Dong, Ohad Perry

We establish sufficient conditions for the existence of moments of the steady-state queue in polling systems operating under the binomial-exhaustive policy (BEP). We assume that th…

math.PR2020

Spectral Gap of Replica Exchange Langevin Diffusion on Mixture Distributions

Jing Dong, Xin T. Tong

Langevin diffusion (LD) is one of the main workhorses for sampling problems. However, its convergence rate can be significantly reduced if the target distribution is a mixture of m…

math.PR20201 cited

Asymptotic Optimality of the Binomial-Exhaustive Policy for Polling Systems with Large Switchover Times

Yue Hu, Jing Dong, Ohad Perry

We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network w…

math.PR20191 cited

-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations

Yi Chen, Jing Dong, Hao Ni

Consider the fractional Brownian Motion (fBM) with Hurst index . We construct a probability space supporting both and a fully simul…

math.PR2017

Three Asymptotic Regimes for Ranking and Selection with General Sample Distributions

Jing Dong, Yi Zhu

In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constru…