Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
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Publication:2337415
DOI10.1007/978-3-030-25498-8_1zbMath1425.90031arXiv1901.09176OpenAlexW3102693982MaRDI QIDQ2337415
Guodong Pang, Hassan Hmedi, Nikola Sandrić, Aristotle Arapostathis
Publication date: 20 November 2019
Full work available at URL: https://arxiv.org/abs/1901.09176
Queues and service in operations research (90B22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis ⋮ Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ Risk-sensitive control for a class of diffusions with jumps ⋮ Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching
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