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math.PR2020
Finite state mean field games with Wright Fisher common noise as limits of -player weighted games
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen +1
Forcing finite state mean field games by a relevant form of common noise is a subtle issue, which has been addressed only recently. Among others, one possible way is to subject the…
math.PR2020
Asymptotic optimality of the generalized rule under model uncertainty
Asaf Cohen, Subhamay Saha
We consider a critically-loaded multiclass queueing control problem with model uncertainty. The model consists of types of customers and a single server. At any time instant, a…