2 papers
math.PR2022
Semimartingle Representation of a class of Semi-Markov Dynamics
Anindya Goswami, Subhamay Saha, Ravishankar Kapildev Yadav
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented a…
math.OC2015
Optimality of the generalized cμ- rule in the moderate deviation regime
Rami Atar, Subhamay Saha
This paper studies a multiclass queueing system with an associated risk- sensitive cost observed in heavy traffic at the moderate deviation scale, accounting for convex queue lengt…