2 papers
math.PR2005
Explicit solution for a network control problem in the large deviation regime
Rami Atar, Paul Dupuis, Adam Shwartz
We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to th…
math.PR2005
An escape time criterion for queueing networks: Asymptotic risk-sensitive control via differential games
Rami Atar, Paul Dupuis, Adam Shwartz
We consider the problem of risk-sensitive control of a stochastic network. In controlling such a network, an escape time criterion can be useful if one wishes to regulate the occur…