Explicit Solution for a Network Control Problem in the Large Deviation Regime

This publication has 9 references indexed in Scilit:

• An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
  Mathematics of Operations Research, 2003
• Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality
  The Annals of Applied Probability, 2003
• Explicit Solution to a Robust Queueing Control Problem
  SIAM Journal on Control and Optimization, 2003
• A differential game with constrained dynamics and viscosity solutions of a related HJB equation
  Nonlinear Analysis, 2002
• Robust Properties of Risk-Sensitive Control
  Mathematics of Control, Signals, and Systems, 2000
• Robust Feedback Control of a Single Server Queueing System
  Mathematics of Control, Signals, and Systems, 1999
• Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
  1997
• Induced rare events: analysis via large deviations and time reversal
  Advances in Applied Probability, 1993
• Minimizing Escape Probabilities: A large Deviations Approach
  SIAM Journal on Control and Optimization, 1989