DocumentCode
1379853
Title
Uniqueness of a Constrained Variational Problem and Large Deviations of Buffer Size
Author
Shwartz, Adam ; Weiss, Alan
Author_Institution
Fac. of Electr. Eng., Technion - Israel Inst. of Technol., Haifa, Israel
Volume
55
Issue
2
fYear
2010
Firstpage
425
Lastpage
430
Abstract
We show global uniqueness of the solution to a class of constrained variational problems, using scaling properties. This is used to establish the essential uniqueness of solutions of a large deviations problem in multiple dimensions. The result is motivated by models of buffers, and in particular the probability of, and typical path to overflow in the limit of small buffers, which we analyze.
Keywords
buffer storage; probability; telecommunication control; variational techniques; buffer overflow; buffer size; constrained variational problem; large deviations problem; probability; scaling property; telecommunication control; Buffer overflow; Lagrangian functions; Steady-state; Traffic control; AMS model; buffer overflow; large deviations; uniqueness of variational problems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2009.2036310
Filename
5378471
Link To Document