Control of the multiclass G/G/1 queue in the moderate deviation regime

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dc.contributor.authorAtar, Ramien_US
dc.contributor.authorBISWAS, ANUPen_US
dc.contributor.departmentDept. of Mathematicsen_US
dc.date.accessioned2019-02-25T09:04:44Z
dc.date.available2019-02-25T09:04:44Z
dc.date.issued2014-06en_US
dc.description.abstractA multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a differential game that can be explicitly solved. While the characterization of the limit by a differential game is akin to results at the large deviation scale, the analysis of the problem is closely related to the much studied area of control in heavy traffic at the diffusion scale.en_US
dc.identifier.citationAnnals of Applied Probability, 24(5), 2033-2069.en_US
dc.identifier.issn1050-5164en_US
dc.identifier.sourcetitleAnnals of Applied Probabilityen_US
dc.identifier.urihttp://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/2079
dc.identifier.urihttps://doi.org/10.1214/13-AAP971
dc.language.isoenen_US
dc.publication.originofpublisherForeignen_US
dc.publisherInstitute of Mathematical Statisticsen_US
dc.subjectControl of the multiclassen_US
dc.subjectModerate deviation regimeen_US
dc.subjectDiffusion scaleen_US
dc.subjectOptimal control problemen_US
dc.subject2014en_US
dc.titleControl of the multiclass G/G/1 queue in the moderate deviation regimeen_US
dc.typeArticleen_US

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