Explicit solution for a network control problem in the large deviation regime (Q596417)
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scientific article; zbMATH DE number 2085763
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| English | Explicit solution for a network control problem in the large deviation regime |
scientific article; zbMATH DE number 2085763 |
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Explicit solution for a network control problem in the large deviation regime (English)
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10 August 2004
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large deviations
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stochastic risk-sensitive control
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differential game
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HJB equation
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tandem queue
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0.8417261242866516
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0.819518506526947
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0.7946017384529114
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0.7935636043548584
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