Abstract
We consider a variant of the two-node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The rare event of interest is the overflow of the downstream queue. Based on a game/subsolution approach, we rigorously identify the exponential decay rate of the rare event probabilities and construct asymptotically optimal importance sampling schemes.
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Research of P. Dupuis supported in part by the National Science Foundation (NSF-DMS-0404806 and NSF-DMS-0706003) and the Army Research Office (W911NF-05-1-0289).
Research of K. Leder supported in part by the National Science Foundation (NSF-DMS-0404806 and NSF-DMS-0706003).
Research of H. Wang supported in part by the National Science Foundation (NSF-DMS-0404806 and NSF-DMS-0706003).
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Dupuis, P., Leder, K. & Wang, H. Large deviations and importance sampling for a tandem network with slow-down. Queueing Syst 57, 71–83 (2007). https://doi.org/10.1007/s11134-007-9048-3
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DOI: https://doi.org/10.1007/s11134-007-9048-3