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Explicit Solution to a Robust Queueing Control Problem
9 references·2 citing·38 second hop
Explicit Solution to a Robust Queueing Control Problem (2003)Explicit Solution to a Robust Queueing Co…An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games (2003)An Escape-Time Criterion for …Sequencing and Routing in Multiclass Queueing Networks Part I: Feedback Regulation (2001)Sequencing and Routing in Mul…Convex duality and the Skorokhod Problem. II (1999)Convex duality and the Skorok…Optimization of Multiclass Queueing Networks: Polyhedral and Nonlinear Characterizations of Achievable Performance (1994)Optimization of Multiclass Qu…Regulations dÉterminates et stochastiques dans le premier “orthant” de R N (1991)Regulations dÉterminates et s…On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)On lipschitz continuity of th…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …The existence of value in differential games (1972)The existence of value in dif…Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (2019)Asymptotic Analysis of a Mult…A differential game formulation of a controlled network (2010)A differential game formulati…A Leader-Follower Stochastic Linear Quadratic Differential Game (2002)Importance Sampling, Large Deviations, and Differential Games (2004)A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications (2010)Theory of games and economic behavior (2019)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equations with reflecting boundary conditions (1984)A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (2000)Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations (2003)Reflected Diffusions Defined via the Extended Skorokhod Map (2006)An Introduction to Queueing Networks (1990)Re-entrant lines (1993)Duality and linear programs for stability and performance analysis of queuing networks and scheduling policies (1996)Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic (2000)Analysis and Synthesis of Computer Systems (2010)On the Efficiency-Fairness Trade-off (2012)Networks of Waiting Lines (1957)Multiple channel queues in heavy traffic. I (1970)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Applying a New Device in the Optimization of Exponential Queuing Systems (1975)Manufacturing systems engineering (1993)On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)Stochastic networks and activity analysis (2002)Instability in stochastic and fluid queueing networks (2005)Stability and Asymptotic Optimality of Generalized MaxWeight Policies (2009)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Controlled Markov Processes and Viscosity Solutions (2005)Shapley value for differential network games: Theory and application (2020)Time-Sharing Service Systems. I (1975)Risk-Sensitive Control for the Parallel Server Model (2013)Control of the multiclass ${G/G/1}$ queue in the moderate deviation regime (2014)A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime (2016)Convex duality and the Skorokhod Problem. I (1999)Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (1993)Problàme de Skorohod multivoque (1998)State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits (1998)Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)
this work references cited by second hop

References

  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1972The existence of value in differential games294 cited
  • 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
  • 1994Optimization of Multiclass Queueing Networks: Polyhedral and Nonlinear Characterizations of Achievable Performance174 cited
  • 1999Convex duality and the Skorokhod Problem. II100 cited
  • 2001Sequencing and Routing in Multiclass Queueing Networks Part I: Feedback Regulation86 cited
  • 1991Regulations dÉterminates et stochastiques dans le premier “orthant” de R N72 cited
  • 2003An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games23 cited

Cited by

  • 2010A differential game formulation of a controlled network13 cited
  • 2019Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty11 cited

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