Optimal Scheduling Control Of A Multi-class G/G/1 Network In Mod- Erate Deviation And Heavy Traffic Regime

A multi-class G/G/1 forward network with general server time distribution is studied in a moderate deviation heavy traffic regime and is shown to be explicitly solved. More precisely, there are three steps involved. First, we provide a multi-class G/G/1 forward network and its DG game of risk-sensitive control. Second, we give the game’s optimal strategy via the minimality property of the Skorohod map.Third, we focus on a simple case to give a optimal strategy.