D. Bertsimas et al., ASYMPTOTIC BUFFER OVERFLOW PROBABILITIES IN MULTICLASS MULTIPLEXERS -AN OPTIMAL-CONTROL APPROACH, IEEE transactions on automatic control, 43(3), 1998, pp. 315-335
We consider a multiclass multiplexer with support for multiple service
classes and dedicated buffers for each service class, Under specific
scheduling policies for sharing bandwidth among these classes, we seek
the asymptotic (as the buffer size goes to infinity) tail of the buff
er overflow probability for each dedicated buffer, We assume dependent
arrival and ser,ice processes as is usually the case in models of bur
sty traffic, In the standard large deviations methodology, we provide
a lower and a matching (up to first degree in the exponent) upper boun
d on the buffer overflow probabilities. We introduce a novel optimal c
ontrol approach to address these problems. In particular, we relate th
e lower bound derivation to a deterministic optimal control problem, w
hich we explicitly solve, Optimal state trajectories of the control pr
oblem correspond to typical congestion scenarios, We explicitly and in
detail characterize the most likely modes of overflow, We specialize
our results to the generalized processor sharing policy (GPS) and the
generalized longest queue first policy (GLQF). The performance of stri
ct priority policies is obtained as a corollary, We compare the GPS an
d GLQF policies and conclude that GLQF achieves smaller overflow proba
bilities than GPS for all arrival and service processes for which our
analysis holds, Our results have important implications for traffic ma
nagement of high-speed networks and can be used as a basis for an admi
ssion control mechanism which guarantees a different loss probability
for each class.