Analysis of a batch-service queue with variable service capacity, correlated customer types and generally distributed class-dependent service times

Queueing models with batch service have been studied frequently, for instance in the domain of telecommunications or manufacturing. Although the batch server's capacity may be variable in practice, only a few authors have included variable capacity in their models. We analyse a batch server with multiple customer classes and a variable service capacity that depends on both the number of waiting customers and their classes. The service times are generally distributed and class-dependent. These features complicate the analysis in a non-trivial way. We tackle it by examining the system state at embedded points, and studying the resulting Markov Chain. We first establish the joint probability generating function (pgf) of the service capacity and the number of customers left behind in the queue immediately after service initiation epochs. From this joint pgf, we extract the pgf for the number of customers in the queue and in the system respectively at service initiation epochs and departure epochs, and the pgf of the actual server capacity. Combined with additional techniques, we also obtain the pgf of the queue and system content at customer arrival epochs and random slot boundaries, and the pgf of the delay of a random customer. In the numerical experiments, we focus on the impact of correlation between the classes of consecutive customers, and on the influence of different service time distributions on the system performance. (C) 2019 Elsevier B.V. All rights reserved

Multi-Path Alpha-Fair Resource Allocation at Scale in Distributed Software Defined Networks

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing techniques that quickly react to the traffic fluctuations are of interest, especially in large scale settings with hundreds of nodes and thousands of flows. In this context, we propose a distributed algorithm based on the Alternating Direction Method of Multipliers (ADMM) that tackles the multi-path fair resource allocation problem in a distributed SDN control architecture. Our ADMM-based algorithm continuously generates a sequence of resource allocation solutions converging to the fair allocation while always remaining feasible, a property that standard primal-dual decomposition methods often lack. Thanks to the distribution of all computer intensive operations, we demonstrate that we can handle large instances at scale

Imperfection Information, Optimal Monetary Policy and Informational Consistency

This paper examines the implications of imperfect information (II) for optimal monetary policy with a consistent set of informational assumptions for the modeller and the private sector an assumption we term the informational consistency. We use an estimated simple NK model from Levine et al. (2012), where the assumption of symmetric II significantly improves the fit of the model to US data to assess the welfare costs of II under commitment, discretion and simple Taylor-type rules. Our main results are: first, common to all information sets we find significant welfare gains from commitment only with a zero-lower bound constraint on the interest rate. Second, optimized rules take the form of a price level rule, or something very close across all information cases. Third, the combination of limited information and a lack of commitment can be particularly serious for welfare. At the same time we find that II with lags introduces a ‘tying ones hands’ effect on the policymaker that may improve welfare under discretion. Finally, the impulse response functions under our most extreme imperfect information assumption (output and inflation observed with a two-quarter delay) exhibit hump-shaped behaviour and the fiscal multiplier is significantly enhanced in this case