## The Annals of Applied Probability

### Control of the multiclass ${G/G/1}$ queue in the moderate deviation regime

#### Abstract

A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a differential game that can be explicitly solved. While the characterization of the limit by a differential game is akin to results at the large deviation scale, the analysis of the problem is closely related to the much studied area of control in heavy traffic at the diffusion scale.

#### Article information

Source
Ann. Appl. Probab., Volume 24, Number 5 (2014), 2033-2069.

Dates
First available in Project Euclid: 26 June 2014

https://projecteuclid.org/euclid.aoap/1403812369

Digital Object Identifier
doi:10.1214/13-AAP971

Mathematical Reviews number (MathSciNet)
MR3226171

Zentralblatt MATH identifier
1306.60131

#### Citation

Atar, Rami; Biswas, Anup. Control of the multiclass ${G/G/1}$ queue in the moderate deviation regime. Ann. Appl. Probab. 24 (2014), no. 5, 2033--2069. doi:10.1214/13-AAP971. https://projecteuclid.org/euclid.aoap/1403812369

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