Risk-Sensitive Control for the Parallel Server Model

DOI10.1137/130926705zbMath1290.60090OpenAlexW2085431342WikidataQ59313595 ScholiaQ59313595MaRDI QIDQ5408796

Anindya Goswami, Adam Shwartz, Rami Atar

Publication date: 11 April 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e523156327ec5d05cbaba6c46e0e6acff4da16ed

zbMATH Keywords

differential gameslarge deviationsmany-server queuerisk-sensitive controlHamilton-Jacobi-Isaacs equationparallel server model

Mathematics Subject Classification ID

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

Related Items (6)

On the non-Markovian multiclass queue under risk-sensitive cost ⋮ Delay-Minimizing Capacity Allocation in an Infinite Server-Queueing System ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty ⋮ Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime ⋮ Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime

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