Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
Asaf Cohen
| Year of publication: |
2019
|
|---|---|
| Authors: | Cohen, Asaf |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 2, p. 739-766
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| Subject: | Brownian control problem | ambiguity aversion | model uncertainty | multiclass M/M/1 | heavy traffic | the Harrison-Taksar free-boundary problem | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Warteschlangentheorie | Queueing theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Risikoaversion | Risk aversion | Kontrolltheorie | Control theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2018.0944 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012028708