An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
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Publication:5704151
DOI10.1287/moor.28.4.801.20514zbMath1082.60520arXivmath/0501031OpenAlexW2102950178WikidataQ59313616 ScholiaQ59313616MaRDI QIDQ5704151
Rami Atar, Adam Shwartz, Paul Dupuis
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0501031
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
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