Risk-sensitive control for the multi-class many server queue in the moderate deviation regime
Optimization and Control
2013-03-12 v3 Probability
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 multi-class G/M/N model under the moderate deviation scaling and shown that the optimal control problem is related to a differential game problem.
Keywords
Cite
@article{arxiv.1208.1179,
title = {Risk-sensitive control for the multi-class many server queue in the moderate deviation regime},
author = {Anup Biswas},
journal= {arXiv preprint arXiv:1208.1179},
year = {2013}
}
Comments
29 pages, some changes are done in presentation