On the non-Markovian multiclass queue under risk-sensitive cost

DOI10.1007/S11134-016-9503-0zbMath1386.60098OpenAlexW2535103910MaRDI QIDQ1691909

Gal Mendelson, Rami Atar

Publication date: 25 January 2018

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-016-9503-0

zbMATH Keywords

large deviationsrisk-sensitive controlmulticlass \(\mathrm{G}/\mathrm{G}/1\)

Mathematics Subject Classification ID

Differential games and control (49N70) Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Large deviations (60F10)

Related Items (2)

Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty ⋮ Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty

Cites Work

• Unnamed Item
• On the risk-sensitive cost for a Markovian multiclass queue with priority
• Functional large deviation principles for first-passage-time processes
• Big queues.
• Largest weighted delay first scheduling: Large deviations and optimality
• Risk-Sensitive Control for the Parallel Server Model

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