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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.

MSC:

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