Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty
A Cohen - Mathematics of Operations Research, 2019 - pubsonline.informs.org
We consider a multidimentional Brownian control problem (BCP) with model uncertainty that
formally emerges from a multiclass M/M/1 queueing control problem under heavy traffic with …
formally emerges from a multiclass M/M/1 queueing control problem under heavy traffic with …
Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty
A Cohen - Stochastic Systems, 2019 - pubsonline.informs.org
We study a multiclass M/M/1 queueing control problem with finite buffers under heavy traffic
in which the decision maker is uncertain about the rates of arrivals and service of the system …
in which the decision maker is uncertain about the rates of arrivals and service of the system …
Dynamic decision of health information exchange under different hospital relationships: A differential game approach.
S Yang, H Wang, X Lin - Journal of Industrial & Management …, 2023 - search.ebscohost.com
A growing number of hospitals implement health information exchange (HIE) to mitigate
problems caused by fragmentation of medical information and improve their medical service …
problems caused by fragmentation of medical information and improve their medical service …
Asymptotic optimality of the generalized cμ rule under model uncertainty
A Cohen, S Saha - Stochastic Processes and their Applications, 2021 - Elsevier
We consider a critically-loaded multiclass queueing control problem with model uncertainty.
The model consists of I types of customers and a single server. At any time instant, a …
The model consists of I types of customers and a single server. At any time instant, a …
Economies-of-scale in resource sharing systems: tutorial and partial review of the QED heavy-traffic regime
JSH Van Leeuwaarden, BWJ Mathijsen… - arXiv preprint arXiv …, 2017 - arxiv.org
Multi-server queueing systems describe situations in which users require service from
multiple parallel servers. Examples include check-in lines at airports, waiting rooms in …
multiple parallel servers. Examples include check-in lines at airports, waiting rooms in …
Optimality of the generalized c μ rule in the moderate deviation regime
This paper studies a multiclass queueing system with an associated risk-sensitive cost
observed in heavy traffic at the moderate deviation scale, accounting for convex queue …
observed in heavy traffic at the moderate deviation scale, accounting for convex queue …
Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime
A multi-class single-server queueing model with finite buffers, in which scheduling and
admission of customers are subject to control, is studied in the moderate deviation heavy …
admission of customers are subject to control, is studied in the moderate deviation heavy …
Risk sensitive control of the lifetime ruin problem
E Bayraktar, A Cohen - Applied Mathematics & Optimization, 2018 - Springer
We study a risk sensitive control version of the lifetime ruin probability problem. We consider
a sequence of investments problems in Black–Scholes market that includes a risky asset …
a sequence of investments problems in Black–Scholes market that includes a risky asset …
Asymptotic dimensioning of stochastic service systems
BWJ Mathijsen - arXiv preprint arXiv:1706.09440, 2017 - arxiv.org
Stochastic service systems describe situations in which customers compete for service from
scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in …
scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in …