9 citations · 44 across the 41 of their papers we have counts for
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math.PR2014★ 1 cited
A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
Rami Atar, Asaf Cohen
We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We con…
math.PR2014
Bandit problems with Levy processes
Asaf Cohen, Eilon Solan
Bandit problems model the trade-off between exploration and exploitation in various decision problems. We study two-armed bandit problems in continuous time, where the risky arm ca…