Large deviations and queueing networks: Methods for rate function identification

DOI10.1016/S0304-4149(99)00051-4zbMath0996.60036arXivmath/9809204OpenAlexW2043707943MaRDI QIDQ1613663

Paul Dupuis, Rami Atar

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/9809204

zbMATH Keywords

Skorokhod problemlarge deviationsqueueing networksgeneralized processor sharingJackson network

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (22)

Sample path large deviations and convergence parameters ⋮ Large deviations of Jackson networks. ⋮ Large deviations problems for star networks: the min policy. ⋮ Functional continuity and large deviations for the behavior of single-class queueing networks ⋮ Importance sampling for Jackson networks ⋮ Large deviations analysis for distributed algorithms in an ergodic Markovian environment ⋮ Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation ⋮ Approximation of excessive backlog probabilities of two tandem queues ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ The geometry of big queues ⋮ Fluid limits for earliest-deadline-first networks ⋮ Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections ⋮ Excessive backlog probabilities of two parallel queues ⋮ Non-equilibrium statistical physics of currents in queuing networks ⋮ Large deviations: An introduction to 2007 Abel prize ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ Many-server asymptotics for join-the-shortest-queue: large deviations and rare events ⋮ Large deviations for a feed-forward network ⋮ Markov modulated fluid network process: Tail asymptotics of the stationary distribution ⋮ Large deviations for processes with discontinuous statistics ⋮ Large deviations without principle: join the shortest queue ⋮ On the spectrum of Markov semigroups via sample path large deviations

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