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http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2080| Title: | Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime |
| Authors: | BISWAS, ANUP Dept. of Mathematics |
| Keywords: | Risk-sensitive control large deviations moderate Deviations differential games Multiclass many-server queues G/M/N Heavy traffic 2013 |
| Issue Date: | Dec-2013 |
| Publisher: | INFORMS PubsOnLine |
| Citation: | Mathematics of operation research, 39(3), 908-929. |
| 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 multiclass G/M/N model under the moderate deviation scaling and shown that the optimal control problem is related to a differential game problem. |
| URI: | http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2080 https://doi.org/10.1287/moor.2013.0632 |
| ISSN: | 0364-765X |
| Appears in Collections: | JOURNAL ARTICLES |
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