Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
Year of publication: |
2019
|
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Authors: | Cohen, Asaf |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 44.2019, 2, p. 739-766
|
Subject: | Brownian control problem | ambiguity aversion | model uncertainty | multiclass M/M/1 | heavy traffic | the Harrison-Taksar free-boundary problem | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Warteschlangentheorie | Queueing theory | Stochastischer Prozess | Stochastic process |
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