On the risk-sensitive cost for a Markovian multiclass queue with priority
نویسندگان
چکیده
منابع مشابه
On the risk - sensitive cost for a Markovian multiclass queue with priority ∗
A multi-class M/M/1 system, with service rate μin for class-i customers, is considered with the risk-sensitive cost criterion n−1 logE exp ∑ i ciX n i (T ), where ci > 0, T > 0 are constants, andX i (t) denotes the class-i queue-length at time t, assuming the system starts empty. An asymptotic upper bound (as n→ ∞) on the performance under a fixed priority policy is attained, implying that the ...
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This paper studies a control problem for the multiclass G/G/1 queue for a risk-sensitive cost of the form n logE exp ∑ i ciX n i (T ), where ci > 0 and T > 0 are constants, X n i denotes the class-i queue length process, and the number of arrivals and service completions per unit time are of order n. The main result is the asymptotic optimality, as n → ∞, of a priority policy, provided that ci ...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2014
ISSN: 1083-589X
DOI: 10.1214/ecp.v19-2905