Risk-sensitive control for the multiclass many-server queues in the moderate deviation regime
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Publication:5244875
Abstract: A G/M/N queue is considered in the moderate deviation heavy traffic regime. The rate function for the customers-in-system process is obtained for the single class model. A risk-sensitive type control problem is considered for multi-class G/M/N model under the moderate deviation scaling and shown that the optimal control problem is related to a differential game problem.
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Cites work
- scientific article; zbMATH DE number 48691 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
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Cited in
(11)- Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
- Optimality of the generalized \(c\mu \) rule in the moderate deviation regime
- Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty
- Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty
- Risk-Sensitive Control for the Parallel Server Model
- On the risk-sensitive cost for a Markovian multiclass queue with priority
- Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
- A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
- On the non-Markovian multiclass queue under risk-sensitive cost
- An ergodic control problem for many-server multiclass queueing systems with cross-trained servers
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