Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime

dc.contributor.author	BISWAS, ANUP	en_US
dc.date.accessioned	2019-02-25T09:05:30Z
dc.date.available	2019-02-25T09:05:30Z
dc.date.issued	2013-12	en_US
dc.identifier.citation	Mathematics of operation research, 39(3), 908-929.	en_US
dc.identifier.issn	0364-765X	en_US
dc.identifier.uri	http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2080
dc.identifier.uri	https://doi.org/10.1287/moor.2013.0632	en_US
dc.description.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.	en_US
dc.language.iso	en	en_US
dc.publisher	INFORMS PubsOnLine	en_US
dc.subject	Risk-sensitive control	en_US
dc.subject	large deviations moderate	en_US
dc.subject	Deviations differential games	en_US
dc.subject	Multiclass many-server	en_US
dc.subject	queues G/M/N	en_US
dc.subject	Heavy traffic	en_US
dc.subject	2013	en_US
dc.title	Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime	en_US
dc.type	Article	en_US
dc.contributor.department	Dept. of Mathematics	en_US
dc.identifier.sourcetitle	Mathematics of operation research	en_US
dc.publication.originofpublisher	Foreign	en_US