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Optimality of the generalized \(\varvec{c\mu }\) rule in the moderate deviation regime

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Abstract

This paper studies a multiclass queueing system with an associated risk-sensitive cost observed in heavy traffic at the moderate deviation scale, accounting for convex queue length penalties. The main result is the asymptotic optimality of a dynamic index policy known from the diffusion-scale heavy traffic literature as the generalized \(c\mu \) rule.

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Authors and Affiliations

  1. Department of Electrical Engineering, Technion – Israel Institute of Technology, Haifa, Israel

    Rami Atar

  2. Department of Mathematics, Indian Institute of Technology Guwahati, Assam, India

    Subhamay Saha

Authors
  1. Rami Atar
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  2. Subhamay Saha
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Corresponding author

Correspondence to Subhamay Saha.

Additional information

Research supported in part by the ISF (Grant 1315/12).

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Atar, R., Saha, S. Optimality of the generalized \(\varvec{c\mu }\) rule in the moderate deviation regime. Queueing Syst 87, 113–130 (2017). https://doi.org/10.1007/s11134-017-9523-4

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  • DOI: https://doi.org/10.1007/s11134-017-9523-4

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