Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime

DOI10.1214/13-AAP971zbMath1306.60131arXiv1205.0351OpenAlexW1969311309MaRDI QIDQ744384

Anup Biswas, Rami Atar

Publication date: 25 September 2014

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

Full work available at URL: https://arxiv.org/abs/1205.0351

zbMATH Keywords

differential gameslarge deviationsrisk-sensitive controlmoderate deviationsmulti-class single-server queue

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 (9)

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 ⋮ Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime ⋮ 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 ⋮ Risk sensitive control of the lifetime ruin problem ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty ⋮ A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime ⋮ Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime

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