5 papers
Quickest Detection with Rough Path Signatures
Mingrui Wang, Prakash Chakraborty
We develop a framework for quickest detection of distributional change in signals modeled as rough paths. By representing the pre-change and post-change dynamics as two independent…
Emergency Department Patient Flow Optimization with an Alternative Care Threshold Policy
Sahba Baniasadi, Paul M. Griffin, Prakash Chakraborty
Emergency department (ED) overcrowding and patient boarding represent critical systemic challenges that compromise care quality. We propose a threshold-based admission policy that…
Complexity Guarantees for Zeroth-order Methods via Exponentially-shifted Gaussian Smoothing: Mitigating Dimension-dependence and Incorporating Decision-dependence
Mingrui Wang, Prakash Chakraborty, Uday V. Shanbhag
In this paper, we consider two distinct challenges in the resolution of nonsmooth stochastic optimization. Of these, the first pertains to the pronounced dependence of dimension in…
Fluid Limits for Time-Varying Many-Server Queues with Finite Capacity
Mingrui Wang, Prakash Chakraborty
This paper develops fluid limits for nonstationary many-server loss systems with general service-time distributions. For the zero-buffer queuing model, we prove a funct…
-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
Mingrui Wang, Prakash Chakraborty
In this study, we investigate -player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the…