Risk-sensitive control for the multiclass many-server queues in the moderate deviation regime
Anup Biswas
Year of publication: |
2014
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Authors: | Biswas, Anup |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 39.2014, 3, p. 908-929
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Subject: | risk-sensitive control | large deviations | moderate deviations | differential games | multiclass many-server queues | G/M/N | heavy traffic |
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