Optimality of the generalized \(c\mu \) rule in the moderate deviation regime

DOI10.1007/S11134-017-9523-4zbMath1388.90036arXiv1512.00620OpenAlexW2962827961MaRDI QIDQ1640081

Rami Atar, Subhamay Saha

Publication date: 13 June 2018

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.00620

zbMATH Keywords

differential gamesheavy trafficmoderate deviationsrisk-sensitive cost

Mathematics Subject Classification ID

Differential games and control (49N70) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Large deviations (60F10)

Related Items (3)

Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty

Cites Work

• Unnamed Item
• On the risk-sensitive cost for a Markovian multiclass queue with priority
• Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
• Functional large deviation principles for first-passage-time processes
• Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime
• Dynamic scheduling with convex delay costs: The generalized \(c\mu\) rule
• A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime
• Scheduling Flexible Servers with Convex Delay Costs: Heavy-Traffic Optimality of the Generalized cμ-Rule

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