A Large Deviation Principle for Join the Shortest Queue

A Large Deviation Principle for Join the Shortest Queue

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Article ID: iaor200954133
Country: United States
Volume: 32
Issue: 3
Start Page Number: 700
End Page Number: 710
Publication Date: Aug 2007
Journal: Mathematics of Operations Research
Authors: ,
Keywords: programming: mathematical
Abstract:

We consider a join–the–shortest–queue model, which is as follows. There are K single FIFO servers and M arrival processes. The customers from a given arrival process can be served only by the servers from a certain subset of all servers. The actual destination is the server with the smallest weighted queue length. The arrival processes are assumed to obey a large deviation principle while service is exponential. A large deviation principle is established for the queue–length process. The action functional is expressed in terms of solutions to mathematical programming problems. The large deviation limit point is identified as a weak solution to a system of idempotent equations. Uniqueness of the weak solution follows by trajectorial uniqueness.

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