The Large Deviation Principle for a General Class of Queueing Systems I

DOI10.2307/2154753zbMath0869.60022OpenAlexW4245511275MaRDI QIDQ4875724

Paul Dupuis, Richard S. Ellis

Publication date: 5 August 1997

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2154753

zbMATH Keywords

large deviation principlerate functionjump Markov processesstochastic optimal control problemssubadditivity type argument

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Large deviations (60F10)

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