scientific article; zbMATH DE number 786526

MaRDI QIDQ4843007zbMATH OpenFDO

Authors Paul Dupuis, Richard S. Ellis

Publication date 16 August 1995

zbMATH Keywords

large deviation principlequeueing systemsstochastic optimal control problemssubadditivity-type argument

Mathematics Subject Classification ID

Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25)

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• Large-deviations analysis of the fluid approximation for a controllable tandem queue
• Large deviations in some queueing systems
• Large deviations rate function for polling systems
• Large deviations and queueing networks: Methods for rate function identification
• Sample path large deviations and convergence parameters
• Large deviations of the waiting time for tandem queueing systems
• Derivative estimation via stochastic intensities: Event averages in queueing systems
• Large deviation analysis of the single server queue
• Rare-event analysis and simulation of queues with time-varying rates
• Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
• Large deviations of the long term distribution of a non Markov process
• Large deviations for the total queue size in non-Markovian tandem queues
• On large deviations in queuing systems.
• Large deviations analysis of a coupled-processors system
• Induced rare events: analysis via large deviations and time reversal
• A large deviation principle with queueing applications
• Large Deviations For Performance Analysis
• scientific article; zbMATH DE number 17490 (Why is no real title available?)
• Self-averaging property of queuing systems
• scientific article; zbMATH DE number 1944277 (Why is no real title available?)
• The Large Deviation Principle for a General Class of Queueing Systems I
• Analysis of queues with hyperexponential arrival distributions
• Large deviations for a simple closed queueing model
• Large deviation bounds for single class queueing networks and their calculation
• A viscosity solution approach to the asymptotic analysis of queueing systems
• The single server queue and the storage model: large deviations and fixed points

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