Control of the multiclass G/G/1 queue in the moderate deviation regime

dc.contributor.author	Atar, Rami	en_US
dc.contributor.author	BISWAS, ANUP	en_US
dc.date.accessioned	2019-02-25T09:04:44Z
dc.date.available	2019-02-25T09:04:44Z
dc.date.issued	2014-06	en_US
dc.identifier.citation	Annals of Applied Probability, 24(5), 2033-2069.	en_US
dc.identifier.issn	1050-5164	en_US
dc.identifier.uri	http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2079
dc.identifier.uri	https://doi.org/10.1214/13-AAP971	en_US
dc.description.abstract	A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a differential game that can be explicitly solved. While the characterization of the limit by a differential game is akin to results at the large deviation scale, the analysis of the problem is closely related to the much studied area of control in heavy traffic at the diffusion scale.	en_US
dc.language.iso	en	en_US
dc.publisher	Institute of Mathematical Statistics	en_US
dc.subject	Control of the multiclass	en_US
dc.subject	Moderate deviation regime	en_US
dc.subject	Diffusion scale	en_US
dc.subject	Optimal control problem	en_US
dc.subject	2014	en_US
dc.title	Control of the multiclass G/G/1 queue in the moderate deviation regime	en_US
dc.type	Article	en_US
dc.contributor.department	Dept. of Mathematics	en_US
dc.identifier.sourcetitle	Annals of Applied Probability	en_US
dc.publication.originofpublisher	Foreign	en_US