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
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| 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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0.8026661276817322
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0.790604829788208
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0.7631924152374268
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0.745010495185852
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0.7419114112854004
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