Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime

DOI10.1287/moor.2013.0632zbMath1315.60097arXiv1208.1179OpenAlexW1984505451MaRDI QIDQ5244875

Anup Biswas

Publication date: 31 March 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.1179

zbMATH Keywords

differential gamesheavy trafficlarge deviationsoptimal control problemrisk-sensitive controlmoderate deviationsmulticlass many-server queues

Mathematics Subject Classification ID

Differential games and control (49N70) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Large deviations (60F10)

Related Items (4)

Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty ⋮ An ergodic control problem for many-server multiclass queueing systems with cross-trained servers ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown
• Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
• Sample path large deviations for multiclass feedforward queueing networks in critical loading
• Reflected Brownian motion on an orthant
• Functional large deviation principles for first-passage-time processes
• An extension of the contraction principle
• Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
• Scheduling parallel servers in the nondegenerate slowdown diffusion regime: asymptotic optimality results
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• Risk-Sensitive Control for the Parallel Server Model
• An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
• Large deviations for processes with independent increments

This page was built for publication: Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime