Optimality of the generalized \(c\mu \) rule in the moderate deviation regime (Q1640081): Difference between revisions

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Optimality of the generalized \(c\mu \) rule in the moderate deviation regime
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    Optimality of the generalized \(c\mu \) rule in the moderate deviation regime (English)
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    13 June 2018
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    moderate deviations
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    heavy traffic
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    risk-sensitive cost
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    differential games
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