The large deviation principle for a general class of queueing systems. I. (English) Zbl 0869.60022
From the authors’ summary: The existence of a rate function and the validity of the large deviation principle for a general class of jump Markov processes that model queueing systems is proved. The large deviation probabilities are represented as the minimal cost functions of associated stochastic optimal control problems and a subadditivity type argument is used for the proof.
Reviewer: S.Ebralidze (Tbilisi)
MSC:
60F10 | Large deviations |
60K25 | Queueing theory (aspects of probability theory) |
93E20 | Optimal stochastic control |