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Ghosh, Mrinal K.; Pradhan, Somnath Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain. (English) Zbl 1475.91022 Stochastic Anal. Appl. 39, No. 5, 819-841 (2021). MSC: 91A15 × Cite Format Result Cite Review PDF Full Text: DOI
Pradhan, Somnath Risk-sensitive ergodic control of reflected diffusion processes in orthant. (English) Zbl 1467.93336 Appl. Math. Optim. 83, No. 3, 1739-1764 (2021). MSC: 93E20 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Ghosh, Mrinal Kanti; Pradhan, Somnath Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant. (English) Zbl 1459.91010 ESAIM, Control Optim. Calc. Var. 26, Paper No. 114, 33 p. (2020). MSC: 91A15 × Cite Format Result Cite Review PDF Full Text: DOI
Cohen, Asaf Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty. (English) Zbl 1447.60134 Stoch. Syst. 9, No. 4, 359-391 (2019). MSC: 60K25 90B22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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Krichagina, E. V.; Taksar, M. I. Diffusion approximation for \(GI/G/1\) controlled queues. (English) Zbl 0760.60087 Queueing Syst. 12, No. 3-4, 333-367 (1992). MSC: 60K25 60J60 90B22 × Cite Format Result Cite Review PDF Full Text: DOI