Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty (Q5219737)
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scientific article; zbMATH DE number 7179981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty |
scientific article; zbMATH DE number 7179981 |
Statements
12 March 2020
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Brownian control problem
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ambiguity aversion
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model uncertainty
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multiclass M/M/1
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heavy traffic
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Harrison-Taksar free-boundary problem
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math.OC
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math.PR
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