Exponential penalty function control of loss networks

Annals of Applied Probability

Volumn 14, Issue 4, 2004, Pages 1698-1740

  Iyengar, Garud ^a,b   Sigman, Karl ^a,b  

^a Columbia University ^*  (United States)

^b Department of Earth and Environmental Sciences   (United States)

Author keywords

Exponential penalty; Loss networks; Mathematical programming bounds; Stochastic control

Indexed keywords

EID: 26844461156     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051604000000936     Document Type: Article

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