Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence

DOI10.1214/20-AAP1613zbMath1476.60056arXiv2001.02110OpenAlexW3173657802MaRDI QIDQ2240844

Paul Dupuis, Ruoyu Wu, Amarjit Budhiraja, Rami Atar

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02110

zbMATH Keywords

queueingrisk-sensitive controlrobust boundslarge deviations scale

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10) Measures of information, entropy (94A17)

Related Items (1)

Large Deviations for the Single-Server Queue and the Reneging Paradox

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