论文信息 - Large deviations and queueing networks: Methods for rate function identification

Large deviations and queueing networks: Methods for rate function identification

This paper considers the problem of rate function identification for multidimensional queueing models with feedback. A set of techniques are introduced which allow this identification when the model possesses certain structural properties. The main tools used are representation formulas for exponential integrals, weak convergence methods, and the regularity properties of associated Skorokhod Problems. Two examples are treated as special cases of the general theory: the classical Jackson network and a model for processor sharing.

Paul Dupuis | Rami Atar

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