Large Deviations for the Single-Server Queue and the Reneging Paradox

DOI10.1287/MOOR.2021.1127zbMath1489.60043arXiv1903.06870OpenAlexW3185848719MaRDI QIDQ5076698

Paul Dupuis, Rami Atar, Ruoyu Wu, Amarjit Budhiraja

Publication date: 17 May 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06870

zbMATH Keywords

Euler-Lagrange equationssingle-server queuerenegingLaplace principlesample path large deviationsreneging paradox

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Asymptotically optimal idling in the \(GI/GI/N+GI\) queue

Cites Work

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• Fluid limits of many-server queues with reneging
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• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• SPDE limits of many-server queues
• Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
• Fluid Limits for Many-Server Systems with Reneging Under a Priority Policy
• Analysis and Approximation of Rare Events
• On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

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