Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty
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Publication:5113914
DOI10.1287/stsy.2019.0034zbMath1447.60134arXiv1710.00968OpenAlexW2993532252WikidataQ126637227 ScholiaQ126637227MaRDI QIDQ5113914
Publication date: 18 June 2020
Published in: Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.00968
diffusion approximationheavy trafficstochastic differential gamemodel uncertaintyambiguity aversionBrownian control problemstate-dependent prioritiesmulticlass \(M/M/1\)
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
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