An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games.
Rami AtarPaul DupuisAdam ShwartzPublished in: Math. Oper. Res. (2003)
Keyphrases
- risk sensitive
- queueing networks
- optimal control
- optimality criterion
- markov decision problems
- product form
- control policies
- long run
- steady state
- utility function
- game theory
- control policy
- heavy traffic
- reinforcement learning
- control strategy
- machine learning
- markov decision processes
- arrival rate
- queue length
- dynamic programming
- control system
- nash equilibrium
- control strategies
- model free
- stationary distribution
- markov chain