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We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural non-anticipativity condition for admissibility of control policies is introduced. The condition is seen to hold for a broad class of… (More)

We address a rate control problem associated with a single server Markovian queueing system with customer abandonment in heavy traffic. The controller can choose a buffer size for the queuing network and also can dynamically control the service rate (equivalently the arrival rate) depending on the current state of the network. An infinite horizon cost… (More)

- Arka P. Ghosh, Ananda P. Weerasinghe
- Queueing Syst.
- 2007

We consider a one dimensional stochastic control problem that arises from queueing network applications. The state process corresponding to the queue-length is given by a stochastic differential equation which reflects at the origin. The controller can choose the drift coefficient which represents the service rate and the buffer size b > 0. When the… (More)

- Amarjit Budhiraja, Arka P. Ghosh, Chihoon Lee
- SIAM J. Control and Optimization
- 2011

We consider critically loaded single class queueing networks with infinite buffers in which arrival and service rates are state (i.e., queue length) dependent and may be dynamically controlled. An optimal rate control problem for such networks with an ergodic cost criterion is studied. It is shown that the value function (i.e., optimum value of the cost) of… (More)

- Ru He, Paul Jennings, Samik Basu, Arka P. Ghosh, Huaiqing Wu
- ASE
- 2010

We study the problem of statistical model checking of probabilistic systems for <b>PCTL</b> unbounded until property <b>P</b>Join<sub>p</sub>(Æ<sub>1</sub><b>U</b>Æ<sub>2</sub>) (where Join |X| {<, d, >, e}) using the computation of <b>P</b> d <sub>0</sub>(Æ<sub>1</sub><b>U</b>Æ<sub>2</sub>). The approach is first proposed by Sen et… (More)

- Ankit Agrawal, Arka P. Ghosh, Xiaoqiu Huang
- ISBRA
- 2008

A central question in pairwise sequence comparison is assessing the statistical significance of the alignment. The alignment score distribution is known to follow an extreme value distribution with analytically calculable parameters K and λ for ungapped alignments with one substitution matrix. But no statistical theory is currently available for the gapped… (More)

- Samik Basu, Arka P. Ghosh, Ru He
- ICFEM
- 2009

We study the problem of applying statistical methods for approximate model checking of probabilistic systems against properties encoded as PCTL formulas. Such approximate methods have been proposed primarily to deal with state-space explosion that makes the exact model checking by numerical methods practically infeasible for large systems. However, the… (More)

Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control problems, that have been proposed as approximate models for the study of these critically loaded controlled stochastic… (More)

We consider a closed loop supply chain where new products are produced to order and returned products are refurbished for reselling. The solution to a price-setting problem enforces the " heavy traffic " condition, under which we address the production rate control problem under two types of cost functions. We solve a drift-control problem for an… (More)

- Amarjit Budhiraja, Arka P. Ghosh, Xin Liu
- Queueing Syst.
- 2014

This paper studies a scheduling control problem for a single-server mul-ticlass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite-state Markov process that modulates the arrival and service rates in the system. Various cases are considered: fast changing environment, fixed environment,… (More)