On the risk-sensitive cost for a Markovian multiclass queue with priority
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Publication:743087
DOI10.1214/ECP.v19-2905zbMath1315.60096WikidataQ59313593 ScholiaQ59313593MaRDI QIDQ743087
Adam Shwartz, Anindya Goswami, Rami Atar
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Differential games and control (49N70) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Large deviations (60F10)
Related Items (4)
Optimality of the generalized \(c\mu \) rule in the moderate deviation regime ⋮ On the non-Markovian multiclass queue under risk-sensitive cost ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty
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