# 6eme Journée COSMOS

## Onglets principaux

Intitulé:

6eme Journées COSMOS avec ouverture sur la modélisation Markovienne

Date:

Mercredi, 21 Juin, 2017

Les 6ème journées COSMOS ont lieu en partenariat avec l'ANR Marmote.

**Place**

Salle 405 tour 24-25.

LIP6, Université Pierre et Marie Curie

4 place Jussieu Paris

How to go

**Registration**

Here or in the register tab above.

**Speakers**

**Michel de Lara***Rationally Biased Learning***Balakrishna Prahbu**:*Asymptotics of Insensitive Load Balancing and Blocking Phases*.**Vincent Danos***Macroeconomics of the cell: a simple predictive model of stochastic cell growth*(joint work with Guillaume Terradot, Philipp Thomas and Andrea Weisse)**Alexey Piunovskiy***Transformation of continuous-time MDP to the discrete-time model: case of the total expected cost.***Floske Spieksma**:*Continuity properties of parametrised and controlled countable state Markov processes*.**Benjamin Legros***A Uniformization Approach for the Dynamic Control of Queueing Systems with Abandonments*(joint work with O. Jouini and G. Koole)**Alain Jean-Marie***Optimal control of service in a queue with impatience and setup costs*(joint work with E. Hyon)

Slides and abstracts can be found below.

**Abstracts**

**Michel de Lara***Rationally Biased Learning*__Slides__**Balakrishna Prahbu***Asymptotics of Insensitive Load Balancing and Blocking Phases*__Résumé__: Load balancing with various type of load information has become a key component of modern communication and information systems. In many systems, characterizing precisely the blocking probability allows to establish a performance tradeoff between delay and losses. We address here the problem of giving robust performance bounds based on the study of the asymptotic behavior of the so-called insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable property that the stationary distribution of the resulting stochastic network depends on the distribution of job sizes only through its mean. It was shown that they give good estimates of performance indicators for systems with finite buffers, generalizing henceforth Erlang’s formula whereas optimal policies are already theoretically and computationally out of reach for networks of moderate size. We study the case of a single class of traffic acting on a set of processor sharing or symmetric queues with finite buffers, with load scaling with the number of servers. We characterize, using law of large numbers, central limit theorems and large deviations, the response of symmetric systems under those schemes. In particular, we show that there is a phase transition for the blocking probability. Before a critical load, the blocking is exponentially small in the number of the servers and becomes of the order of the inverse of the square root beyond this critical load. This generalizes the well-known Jagerman-Halfin-Whitt regime for a one-dimensional queue, and gives a generalized staffing rule for a given target blocking probability.__Paper:__Here__Slides__pdf Here**Vincent Danos***Macroeconomics of the cell: a simple predictive model of stochastic cell growth*(joint work with Guillaume Terradot, Philipp Thomas and Andrea Weisse)**Alexey Piunovskiy**:*Transformation of continuous-time MDP to the discrete-time model: case of the total expected cost.*__Paper__: Pdf Here**Floske Spieksma**:*Continuity properties of parametrised and controlled countable state Markov processes*__Paper__Chapter :*Structures of optimal policies in Markov Decision Processes with unbounded jumps: the State of our Art*in book Markov decision Processes in Practice.__Slides__Pdf here**Benjamin Legros**:*A Uniformization Approach for the Dynamic Control of Queueing Systems with Abandonments*(joint work with O. Jouini and G. Koole).__Paper__Here__Slides__Here**Alain Jean-Marie**:*Optimal control of service in a queue with impatience and setup costs*(joint work with E. Hyon)__Paper__