149 citations · 204 across the 6 of their papers we have counts for
6 papers
A diffusion model of scheduling control in queueing systems with many servers
Rami Atar
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing syste…
Explicit solution for a network control problem in the large deviation regime
Rami Atar, Paul Dupuis, Adam Shwartz
We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to th…
An escape time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
Rami Atar, Paul Dupuis, Adam Shwartz
We consider the problem of risk-sensitive control of a stochastic network. In controlling such a network, an escape time criterion can be useful if one wishes to regulate the occur…
On Positive Recurrence of Constrained Diffusion Processes
Rami Atar, Amarjit Budhiraja, P. Dupuis
Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal an…
Singular control with state constraints on unbounded domain
Rami Atar, Amarjit Budhiraja
We study a class of stochastic control problems where a cost of the form \begin{equation}\mathbb{E}\int_{[0,\infty)}e^{-βs}[\ell(X_s) ds+h(Y^{\circ}_s) d|Y|_s]\end{equation} is to…
Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic
Rami Atar, Avi Mandelbaum, Martin I. Reiman
We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience…