Convexity properties of loss and overflow functions
| Autor: | Alexander L. Stolyar, Michel Mandjes, Krishnan Kumaran |
|---|---|
| Přispěvatelé: | Stochastic Operations Research |
| Jazyk: | angličtina |
| Rok vydání: | 2003 |
| Předmět: |
Mathematical optimization
Queueing theory Applied Mathematics IR-70723 METIS-212731 Management Science and Operations Research Industrial and Manufacturing Engineering Convexity Trade-off between network resources Large deviations Queueing Theory Fluid queue Applied mathematics Large deviations theory EWI-17776 Convex function Constant (mathematics) Bulk queue Rate function Software Mathematics |
| Zdroj: | Operations research letters, 31(2):10.1016/S0167-6377(02)00191-8, 95-100. Elsevier |
| ISSN: | 0167-6377 |
| Popis: | We show that the fluid loss ratio in a fluid queue with finite buffer b and constant link capacity c is always a jointly convex function of b and c. This generalizes prior work by Kumaran and Mandjes (Queueing Systems 38 (2001) 471), which shows convexity of the (b,c) trade-off for large number of i.i.d. multiplexed sources, using the large deviations rate function as approximation for fluid loss. Our approach also leads to a simpler proof of the prior result, and provides a stronger basis for optimal measurement-based control of resource allocation in shared resource systems. |
| Databáze: | OpenAIRE |
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