Abstract
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.
Original language | English |
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Article number | 10.1016/S0167-6377(02)00191-8 |
Pages (from-to) | 95-100 |
Number of pages | 6 |
Journal | Operations research letters |
Volume | 31 |
Issue number | 2 |
DOIs | |
Publication status | Published - Mar 2003 |
Keywords
- METIS-212731
- IR-70723
- Queueing Theory
- Trade-off between network resources
- Large deviations
- EWI-17776