In this thesis, risk-sensitive estimation for Hidden Markov Models isstudied from a dynamical systems point of view. We show that risk-sensitive estimators belong to a broaderclass of product estimators in which risk-sensitivity willbe shown to be related to certain scaling functions.The product...

We study capacity rationing by servers facing differentiated customer classes using data from the Veterans Health Administration, which is the largest integrated healthcare system in the US. Using over 11 million health encounters over two years in which the system was capacity constrained, our...