Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime
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Publication:744384
DOI10.1214/13-AAP971zbMath1306.60131arXiv1205.0351MaRDI QIDQ744384
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
differential games; large deviations; risk-sensitive control; moderate deviations; multi-class single-server queue
49N70: Differential games and control
60K25: Queueing theory (aspects of probability theory)
93E20: Optimal stochastic control
60F10: Large deviations
Related Items
Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty, Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime, Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty, Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime, Optimality of the generalized \(c\mu \) rule in the moderate deviation regime, 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
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