An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games

Rami Atar, Paul Dupuis, Adam Shwartz. An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games. Math. Oper. Res., 28(4):801-835, 2003. [doi]

Authors

Rami Atar

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Paul Dupuis

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Adam Shwartz

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