Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime (Q1688019)

This paper deals with a multi-class queueing model in the moderate deviation heavy traffic regime. Customers are kept in buffers of finite size, one buffer is devoted to each class. Scheduling and admission is devoted to each class. Scheduling and admission of customers are control variables. The main result is two-fold. Firstly, it is proved that the value function of the rich-sensitive cost criterion over a finite time horizon converges to the value of some differential game, when the scaling parameter tends to infinity. Secondly, an asymptotically optimal policy for the original model is constructed with the aid of the associated differential game.