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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.PR2020★ 1 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…