A viscosity solution approach to the asymptotic analysis of queueing systems

DOI10.1214/AOP/1176990947zbMath0715.60035OpenAlexW1998996391WikidataQ57636065 ScholiaQ57636065MaRDI QIDQ751705

Paul Dupuis, Hitoshi Ishii, Halil Mete Soner

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990947

zbMATH Keywords

large deviationHamilton-Jacobi equationscontrol problemlarge excursionsqueuing system

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) First-order nonlinear hyperbolic equations (35L60) Large deviations (60F10) Boundary value problems for nonlinear first-order PDEs (35F30)

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