Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty (Q5113914)
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scientific article; zbMATH DE number 7213025
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| English | Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty |
scientific article; zbMATH DE number 7213025 |
Statements
Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (English)
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18 June 2020
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multiclass \(M/M/1\)
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model uncertainty
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heavy traffic
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diffusion approximation
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Brownian control problem
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stochastic differential game
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state-dependent priorities
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ambiguity aversion
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0.8493756651878357
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0.8478447794914246
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0.8416945934295654
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0.8359161615371704
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