A large deviation principle for join the shortest queue

Anatolii A. Puhalskii, Alexander A. Vladimirov

Published 2005-12-31Version 1

We consider a join-the-shortest-queue model which is as follows. There are $K$ single FIFO servers and $M$ arrival processes. The customers from a given arrival process can be served only by servers from a certain subset of all servers. The actual destination is the server with the smallest weighted queue length. The arrival processes are assumed to obey a large deviation principle while the service is exponential. A large deviation principle is established for the queue-length process. The action functional is expressed in terms of solutions to mathematical programming problems. The large deviation limit point is identified as a weak solution to a system of idempotent equations. Uniqueness of the weak solution is proved by establishing trajectorial uniqueness.