50 citations · 222 across the 56 of their papers we have counts for
15 papers · 1 filter
Transform Method for Stochastic Processing and Matching Networks
Sushil Mahavir Varma, Prakirt Jhunjhunwala, Daniela Hurtado-Lange +1
Modern service systems, ranging from cloud data centers and ride-hailing platforms to healthcare facilities, operate at massive scales where it is important to handle congestion. Q…
Almost Sure Convergence of Stochastic Approximation: An Interplay of Noise and Step Size
Quang Dinh Thien Nguyen, Duc Anh Nguyen, Hoang Huy Nguyen +1
We study the almost sure convergence of the Stochastic Approximation algorithm to the fixed point of a nonlinear operator under a negative drift condition and a general n…
Electric Vehicle Fleet and Charging Infrastructure Planning
Sushil Mahavir Varma, Francisco Castro, Siva Theja Maguluri
We study electric vehicle (EV) fleet and charging infrastructure planning in a spatial setting. With customer requests arriving continuously at rate throughout the day, we dete…
Stochastic Approximation for Nonlinear Discrete Stochastic Control: Finite-Sample Bounds
Hoang Huy Nguyen, Siva Theja Maguluri
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stoc…
Optimal Pricing in Multi Server Systems
Ashok Krishnan K. S, Chandramani Singh, Siva Theja Maguluri +1
We study optimal service pricing in server farms where customers arrive according to a renewal process and have independent and identical () exponential service times and $…
Near Optimal Control in Ride Hailing Platforms with Strategic Servers
Sushil Mahavir Varma, Francisco Castro, Siva Theja Maguluri
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, h…
Finite-Time Performance of Distributed Temporal Difference Learning with Linear Function Approximation
Thinh T. Doan, Siva Theja Maguluri, Justin Romberg
We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment unde…
On Heavy-Traffic Optimal Scaling of -Weighted MaxWeight Scheduling in Input-Queued Switches
Yingdong Lu, Siva Theja Maguluri, Mark S. Squillante +1
We consider the optimal control of input-queued switches under a cost-weighted variant of MaxWeight scheduling, for which we establish theoretical properties that include showing t…
Finite-Sample Analysis of Nonlinear Stochastic Approximation with Applications in Reinforcement Learning
Zaiwei Chen, Sheng Zhang, Thinh T. Doan +2
Motivated by applications in reinforcement learning (RL), we study a nonlinear stochastic approximation (SA) algorithm under Markovian noise, and establish its finite-sample conver…
Finite-Time Analysis of Distributed TD(0) with Linear Function Approximation for Multi-Agent Reinforcement Learning
Thinh T. Doan, Siva Theja Maguluri, Justin Romberg
We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global d…
Distributed Stochastic Approximation for Solving Network Optimization Problems Under Random Quantization
Thinh T. Doan, Siva Theja Maguluri, Justin Romberg
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be qu…
Fast Convergence Rates of Distributed Subgradient Methods with Adaptive Quantization
Thinh T. Doan, Siva Theja Maguluri, Justin Romberg
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be qu…
Optimal Weighted-Delay Scheduling in Input-Queued Switches
Yingdong Lu, Siva Theja Maguluri, Mark S. Squillante +2
Motivated by few delay-optimal scheduling results, in comparison to results on throughput optimality, we investigate a canonical input-queued switch scheduling problem in which the…
On Optimal Portfolios of Dynamic Resource Allocations
Yingdong Lu, Siva Theja Maguluri, Mark S. Squillante +1
We consider the optimal allocation of generic resources among multiple generic entities of interest over a finite planning horizon, where each entity generates stochastic returns a…
Heavy Traffic Queue Length Behavior in Switches with Reconfiguration Delay
Chang-Heng Wang, Siva Theja Maguluri, Tara Javidi
Optical switches have been drawing attention due to their large data bandwidth and low power consumption. However, scheduling policies need to account for the schedule reconfigurat…