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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…
math.PR2015
Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem
Amarjit Budhiraja, Xin Liu, Subhamay Saha
An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brow…