Strategic joining in an M/M/1 queue with risk-sensitive customers.
Jinting WangZhe George ZhangPublished in: J. Oper. Res. Soc. (2018)
Keyphrases
- risk sensitive
- single server
- service times
- optimal control
- single server queue
- queue size
- arrival process
- queue length
- markov decision processes
- steady state
- utility function
- queueing model
- arrival rate
- call center
- model free
- decision making
- markov decision chains
- markov chain
- queueing networks
- markov decision problems
- optimality criterion
- decision theoretic
- expected utility
- state dependent
- queueing systems
- control policies
- average cost
- control strategy
- heavy traffic
- finite state
- random walk
- machine learning