Control of the Multiclass G/g/1 Queue in the Moderate Deviation Regime1 by Rami Atar
نویسنده
چکیده
A 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.
منابع مشابه
Asymptotically Optimal Control for a Multiclass Queueing Model in the Moderate Deviation Heavy Traffic Regime1 by Rami Atar
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time horizon [0, T ] is considered. The main result is the asymptotic optimality of a control policy derived via an underlying differential game. The result is the...
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