Zobrazeno 1 - 10
of 135
pro vyhledávání: '"Gurvich, Itai"'
We re-visit the global - relative to control policies - stability of multiclass queueing networks. In these, as is known, it is generally insufficient that the nominal utilization at each server is below 100%. Certain policies, although work conservi
Externí odkaz:
http://arxiv.org/abs/2303.17746
Autor:
Zhang, Amy B. Z., Gurvich, Itai
We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of optimality guar
Externí odkaz:
http://arxiv.org/abs/2009.08966
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
We develop a framework for designing simple and efficient policies for a family of online allocation and pricing problems, that includes online packing, budget-constrained probing, dynamic pricing, and online contextual bandits with knapsacks. In eac
Externí odkaz:
http://arxiv.org/abs/1906.06361
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that of another
Externí odkaz:
http://arxiv.org/abs/1804.05011
Autor:
Arlotto, Alessandro, Gurvich, Itai
Publikováno v:
Stochastic Systems, 2019, 9, 231-260
In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent realization. The
Externí odkaz:
http://arxiv.org/abs/1710.07719
Autor:
Zhang, Amy B. Z.1 (AUTHOR) bz275@cornell.edu, Gurvich, Itai2 (AUTHOR) i-gurvich@kellogg.northwestern.edu
Publikováno v:
Operations Research. May/Jun2024, Vol. 72 Issue 3, p1255-1277. 23p.
Publikováno v:
In Heart Failure Clinics October 2020 16(4):369-377
Publikováno v:
Management Science; May2024, Vol. 70 Issue 5, p2799-2822, 24p
Autor:
Gurvich, Itai
Publikováno v:
Annals of Applied Probability 2014, Vol. 24, No. 6, 2527-2559
Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove, approximate
Externí odkaz:
http://arxiv.org/abs/1409.3393