Arapostathis, Ari; Biswas, Anup Risk-sensitive control for a class of diffusions with jumps. (English) Zbl 1504.35206 Ann. Appl. Probab. 32, No. 6, 4106-4142 (2022). MSC: 35P30 35R09 35Q93 37J25 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Atar, Rami; Cohen, Asaf A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime. (English) Zbl 1352.49039 Math. Oper. Res. 41, No. 4, 1354-1380 (2016). MSC: 49N70 60K25 60F10 90B22 91A23 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Farlow, Kasie G.; Day, Martin V. A characterization of the reflected quasipotential. (English) Zbl 1332.49031 Appl. Math. Optim. 72, No. 3, 435-468 (2015). MSC: 49L20 49L25 60K25 60J65 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Biswas, Anup Risk-sensitive control for the multiclass many-server queues in the moderate deviation regime. (English) Zbl 1315.60097 Math. Oper. Res. 39, No. 3, 908-929 (2014). MSC: 60K25 60F10 93E20 49N70 90B22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Atar, Rami; Biswas, Anup Control of the multiclass \(\mathrm{G}/\mathrm{G}/1\) queue in the moderate deviation regime. (English) Zbl 1306.60131 Ann. Appl. Probab. 24, No. 5, 2033-2069 (2014). MSC: 60K25 60F10 49N70 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Day, Martin V. Weak convergence and fluid limits in optimal time-to-empty queueing control problems. (English) Zbl 1242.93142 Appl. Math. Optim. 64, No. 3, 339-362 (2011). MSC: 93E20 68M20 90B22 49L25 × Cite Format Result Cite Review PDF Full Text: DOI
Day, M. V.; Melikyan, A. A. Simple singularities for Hamilton-Jacobi equations with max-concave Hamiltonians and generalized characteristics. (English) Zbl 1295.49020 J. Optim. Theory Appl. 138, No. 2, 155-174 (2008). MSC: 49L25 49J30 49N70 × Cite Format Result Cite Review PDF Full Text: DOI
Ramasubramanian, S. A \(d\)-person differential game with state space constraints. (English) Zbl 1133.91327 Appl. Math. Optimization 56, No. 3, 312-342 (2007). MSC: 91A23 91B30 91B52 × Cite Format Result Cite Review PDF Full Text: DOI
Pang, Guodong; Day, Martin V. Fluid limits of optimally controlled queueing networks. (English) Zbl 1143.60057 J. Appl. Math. Stochastic Anal. 2007, Article ID 68958, 19 p. (2007). MSC: 60K25 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Day, Martin V. Boundary-influenced robust controls: two network examples. (English) Zbl 1114.49029 ESAIM, Control Optim. Calc. Var. 12, 662-698 (2006). MSC: 49L25 49N70 90C39 91A23 93C15 × Cite Format Result Cite Review PDF Full Text: DOI Numdam EuDML