On the Large Deviations Properties of the Weighted-Serve-the-Longest-Queue Policy

Paul Dupuis, Kevin Leder, Hui Wang

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Scopus citations

Abstract

We identify the large deviation rate function for a single server with multi-class arrivals in which the service priority is determined according to the weighted-serve-the-longest-queue policy. The problem setup falls into the general category of systems with discontinuous statistics. Our analysis, which is largely based on a weak convergence approach, does not require any symmetry or dimensional restrictions.

Original languageEnglish (US)
Title of host publicationProgress in Probability
PublisherBirkhauser
Pages229-256
Number of pages28
DOIs
StatePublished - 2008
Externally publishedYes

Publication series

NameProgress in Probability
Volume60
ISSN (Print)1050-6977
ISSN (Electronic)2297-0428

Bibliographical note

Funding Information:
Paul Dupuis was supported in part by the National Science Foundation (NSF-DMS-0306070 and NSF-DMS-0404806) and the Army Research Office (W911NF-05-1-0289). Kevin Leder was supported in part by the National Science Foundation (NSF-DMS-0404806). Hui Wang was supported in part by the National Science Foundation (NSF-DMS-0404806).

Publisher Copyright:
© 2008, Birkhäuser Verlag Basel/Switzerland.

Keywords

  • Large deviations
  • discontinuous statistics
  • serve-the-longer
  • service policy

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