Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime

• 成果类型: Article
• 署名作者: Biswas, Anup
• 署名单位: Technion Israel Institute of Technology
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2013.0632
• 发表日期: 2014
• 页码: 908-929
• 关键词: queuing-networks

摘要

A G/M/N queue is considered in the moderate deviation heavy traffic regime. The rate function for the customers-in-system process is obtained for the single class model. A risk-sensitive type control problem is considered for multiclass G/M/N model under the moderate deviation scaling and shown that the optimal control problem is related to a differential game problem.