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An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
Atar, Rami; Dupuis, Paul; Shwartz, Adam - In: Mathematics of operations research 28 (2003) 4, pp. 801-835
Persistent link: https://www.econbiz.de/10006417854
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Importance sampling for weighted-serve-the-longest-queue
Dupuis, Paul; Leder, Kevin; Wang, Hui - In: Mathematics of operations research 34 (2009) 3, pp. 642-660
Persistent link: https://www.econbiz.de/10003892602
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Large deviations for the single-server queue and the reneging paradox
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu - In: Mathematics of operations research 47 (2022) 1, pp. 232-258
Persistent link: https://www.econbiz.de/10013364860
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Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
Dupuis, Paul; Wang, Hui - In: Mathematics of operations research 32 (2007) 3, pp. 723-757
Persistent link: https://www.econbiz.de/10007792034
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Importance Sampling for Weighted-Serve-the-Longest-Queue
Dupuis, Paul; Leder, Kevin; Wang, Hui - In: Mathematics of operations research 34 (2009) 3, pp. 642-660
Persistent link: https://www.econbiz.de/10008304789