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  • Search: subject:"the Harrison-Taksar free-boundary problem"
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Subject
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heavy traffic 2 Brownian control problem 1 Control theory 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Kontrolltheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Queueing theory 1 Risiko 1 Risikoaversion 1 Risk 1 Risk aversion 1 Stochastic process 1 Stochastischer Prozess 1 Warteschlangentheorie 1 ambiguity aversion 1 model uncertainty 1 moderate deviations 1 multiclass M/M/1 1 multiclass single-server queue 1 risk-sensitive cost 1 the Harrison-Taksar free boundary problem 1 the Harrison-Taksar free-boundary problem 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
Author
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Cohen, Asaf 2 Atar, Rami 1
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Mathematics of operations research 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
Cohen, Asaf - In: Mathematics of operations research 44 (2019) 2, pp. 739-766
Persistent link: https://www.econbiz.de/10012028708
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A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
Atar, Rami; Cohen, Asaf - In: Mathematics of operations research 41 (2016) 4, pp. 1354-1380
Persistent link: https://www.econbiz.de/10011595069
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