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
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2009.2036310
