Risk-sensitive control for the multi-class many server queue in the   moderate deviation regime
  A G/M/N queue is considered in the moderate deviation heavy traffic regime. The rate function for the customers-in-system process is obtained for the single class model. A risk-sensitive type control problem is considered for multi-class G/M/N model under the moderate deviation scaling and shown that the optimal control problem is related to a differential game problem. 
Anup Biswas
math.OC math.PR