Convexity properties of loss and overflow functions
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  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.
|Queueing theory (msc 60K25)|
|Logistics (theme 3), Energy (theme 4)|
|CWI. Probability, Networks and Algorithms [PNA]|
Kumaran, K, Mandjes, M.R.H, & Stolyar, A. (2002). Convexity properties of loss and overflow functions. CWI. Probability, Networks and Algorithms [PNA]. CWI.