Large-deviations analysis of the fluid approximation for a controllable tandem queue | Zendy

Alexander Gajrat | Zendy; Arie Hordijk | Zendy; Ad Ridder | Zendy

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Large-deviations analysis of the fluid approximation for a controllable tandem queue

Author(s) -

Alexander Gajrat,

Arie Hordijk,

Ad Ridder

Publication year - 2003

Publication title -

the annals of applied probability

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.878

H-Index - 86

eISSN - 2168-8737

pISSN - 1050-5164

DOI - 10.1214/aoap/1069786504

Subject(s) - mathematics , asymptotically optimal algorithm , bellman equation , random walk , asymptotic analysis , queue , function (biology) , term (time) , expression (computer science) , set (abstract data type) , large deviations theory , mathematical optimization , mathematical analysis , computer science , statistics , physics , quantum mechanics , evolutionary biology , biology , programming language

A fluid approximation gives the main term in the asymptotic expression of the value function for a controllable stochastic network. The policies which have the same asymptotic of their value functions as the value function of the optimal policy, are called asymptotically optimal policies. We consider a problem of finding from this set of asymptotically optimal policies a best one in the sense that the next term of its asymptotic expression is minimal. The analysis of this problem is closely connected with large deviation problems for a random walk.

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