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  • Risk-Sensitive Control for the Parallel Server Model 
    Atar, Rami; GOSWAMI, ANINDYA; Shwartz, Adam (Society for Industrial and Applied Mathematics, 2013-12)
    A Markovian queueing model is considered in which servers of various types work in parallel to process jobs from a number of classes at rates $\mu_{ij}$ that depend on the class, $i$, and the type, $j$. The problem of ...
  • On the risk-sensitive cost for a Markovian multiclass queue with priority 
    Atar, Rami; GOSWAMI, ANINDYA; Shwartz, Adam (Institute of Mathematical Statistics, 2014-02)
    A multi-class M/M/1 system, with service rate μin for class-i customers, is considered with the risk-sensitive cost criterion n−1logEexp∑iciXni(T), where ci>0, T>0 are constants, and Xni(t) denotes the class-i queue-length ...