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Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty - MaRDI portal

Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914)

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scientific article; zbMATH DE number 7213025
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Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty
scientific article; zbMATH DE number 7213025

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    Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (English)
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    18 June 2020
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    multiclass \(M/M/1\)
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    model uncertainty
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    heavy traffic
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    diffusion approximation
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    Brownian control problem
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    stochastic differential game
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    state-dependent priorities
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    ambiguity aversion
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