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]

@article{AtarDS03,
  title = {An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games},
  author = {Rami Atar and Paul Dupuis and Adam Shwartz},
  year = {2003},
  doi = {10.1287/moor.28.4.801.20514},
  url = {http://dx.doi.org/10.1287/moor.28.4.801.20514},
  researchr = {https://researchr.org/publication/AtarDS03},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {28},
  number = {4},
  pages = {801-835},
}