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

DOI10.1214/16-AAP1269zbMath1392.49039arXiv1510.04127MaRDI QIDQ1688019

Rami Atar, Asaf Cohen

Publication date: 4 January 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.04127

zbMATH Keywords

differential gamesheavy trafficmoderate deviationsrisk-sensitive cost

Mathematics Subject Classification ID

Differential games and control (49N70) Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Large deviations (60F10)

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