173 research outputs found
Asymptotic optimality of maximum pressure policies in stochastic processing networks
We consider a class of stochastic processing networks. Assume that the
networks satisfy a complete resource pooling condition. We prove that each
maximum pressure policy asymptotically minimizes the workload process in a
stochastic processing network in heavy traffic. We also show that, under each
quadratic holding cost structure, there is a maximum pressure policy that
asymptotically minimizes the holding cost. A key to the optimality proofs is to
prove a state space collapse result and a heavy traffic limit theorem for the
network processes under a maximum pressure policy. We extend a framework of
Bramson [Queueing Systems Theory Appl. 30 (1998) 89--148] and Williams
[Queueing Systems Theory Appl. 30 (1998b) 5--25] from the multiclass queueing
network setting to the stochastic processing network setting to prove the state
space collapse result and the heavy traffic limit theorem. The extension can be
adapted to other studies of stochastic processing networks.Comment: Published in at http://dx.doi.org/10.1214/08-AAP522 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
A Simple, Practical Prioritization Scheme for a Job Shop Processing Multiple Job Types
The maintenance, repair, and overhaul (MRO) process is used to recondition equipment in the railroad, off-shore drilling, aircraft, and shipping industries. In the typical MRO process, the equipment is disassembled into component parts and these parts are routed to back-shops for repair. Repaired parts are returned for reassembling the equipment. Scheduling the back-shop for smooth flow often requires prioritizing the repair of component parts from different original assemblies at different machines. To enable such prioritization, we model the back-shop as a multi-class queueing network with a ConWIP execution system and introduce a new priority scheme to maximize the system performance. In this scheme, we identify the bottleneck machine based on overall workload and classify machines into two categories: the bottleneck machine and the non-bottleneck machine(s). Assemblies with the lowest cycle time receive the highest priority on the bottleneck machine and the lowest priority on non-bottleneck machine(s). Our experimental results show that this priority scheme increases the system performance by lowering the average cycle times without adversely impacting the total throughput.
The contribution of this thesis consists primarily of three parts. First, we develop a simple priority scheme for multi-class, multi-server, ConWIP queueing systems with the disassembly/reassembly feature so that schedulers for a job-shop environment would be able to know which part should be given priority, in what order and where. Next, we provide an exact analytical solution to a two-class, two-server closed queueing model with mixed non-preemptive priority scheme. The queueing network model we study has not been analyzed in the literature, and there are no existing models that address the underlying problem of deciding prioritization by job types to maximize the system performance. Finally, we explore conditions under which the non-preemptive priority discipline can be approximated by a preemptive priority discipline
Separation of timescales in a two-layered network
We investigate a computer network consisting of two layers occurring in, for
example, application servers. The first layer incorporates the arrival of jobs
at a network of multi-server nodes, which we model as a many-server Jackson
network. At the second layer, active servers at these nodes act now as
customers who are served by a common CPU. Our main result shows a separation of
time scales in heavy traffic: the main source of randomness occurs at the
(aggregate) CPU layer; the interactions between different types of nodes at the
other layer is shown to converge to a fixed point at a faster time scale; this
also yields a state-space collapse property. Apart from these fundamental
insights, we also obtain an explicit approximation for the joint law of the
number of jobs in the system, which is provably accurate for heavily loaded
systems and performs numerically well for moderately loaded systems. The
obtained results for the model under consideration can be applied to
thread-pool dimensioning in application servers, while the technique seems
applicable to other layered systems too.Comment: 8 pages, 2 figures, 1 table, ITC 24 (2012
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Modeling Choice Problems with Heterogeneous User Preferences in the Transportation Network
Users of transportation systems need to make a variety of different decisions for their trips in the network, while their objective is to keep the generalized costs of their own trips minimized. In the transportation network, there is a diversity of different factors that can influence the decisions of the users, while the relative importance of these factors varies among the heterogeneous users with different trip purposes. Nonetheless, the cumulative result of the individual decisions of the users seeking to minimize their costs according to their own preferences leads to the user equilibrium condition in which no one can reduce his/her cost by changing his/her decision. In this research, we adapt the concept of the efficient frontier from portfolio theory (Markowitz, 1952) in finance in order to model the bicriterion choice behavior of users with heterogeneous preferences in transportation networks. We show that the efficient frontier has a set of primary properties that remains general in different problems. Thus, the primary properties of the efficient frontier can be employed to analytically model and solve different bicriterion choice problems in transportation.
For the first application, we use these properties to propose an analytical model for the morning commute problem when there is a heterogeneity associated with preferences of the users (Vickrey, 1969; Daganzo, 1985). A dynamic pricing strategy is also proposed to optimize the bottleneck by minimizing the total cost for users. In addition to the morning commute problem, Vickreyâs congestion theory is also shown to have applications in modeling and optimizing the operation of the demand responsive transit (DRT) system with time-dependent demand and state-dependent capacity as queueing systems. The efficiency of the DRT system can be improved by implementing a dynamic pricing strategy. The analytical solution of the morning commute problem can be also extended for modeling and pricing the DRT system when there is a heterogeneity associated with the preferences of the DRT service users.
For another application of the efficient frontier in modeling choice problems in transportation, we propose a traffic assignment model to account for the heterogeneity in sensitivity of the users to travel time reliability in a network under travel time variability. However, the proposed model can have wide applications in modeling the equilibrium condition of different multicriterion choice problems in transportation
Proportional switching in FIFO networks
We consider a family of discrete time multihop switched queueing networks where each packet movesalong a xed route. In this setting, BackPressure is the canonical choice of scheduling policy; this policy hasthe virtues of possessing a maximal stability region and not requiring explicit knowledge of tra c arrival rates.BackPressure has certain structural weaknesses because implementation requires information about each route,and queueing delays can grow super-linearly with route length. For large networks, where packets over manyroutes are processed by a queue, or where packets over a route are processed by many queues, these limitationscan be prohibitive.In this article, we introduce a scheduling policy for FIFO networks, the Proportional Scheduler, which isbased on the proportional fairness criterion. We show that, like BackPressure, the Proportional Scheduler hasa maximal stability region and does not require explicit knowledge of tra c arrival rates. The ProportionalScheduler has the advantage that information about the network's route structure is not required for scheduling,which substantially improves the policy's performance for large networks. For instance, packets can be routedwith only next-hop information and new nodes can be added to the network with only knowledge of thescheduling constraintsThe research of the rst author was partially supported by NSF grants DMS-1105668 and DMS-1203201.
The research of the second author was partially supported by the Spanish Ministry of Economy and Competitiveness Grants
MTM2013-42104-P via FEDER funds; he thanks the ICMAT (Madrid, Spain) Research Institute that kindly hosted him while
developing this project
Proportional Switching in First-in, First-out Networks
We consider a family of discrete time multihop switched queueing networks where each packet moves along a fixed route. In this setting, BackPressure is the canonical choice of scheduling policy; this policy has the virtues of possessing a maximal stability region and not requiring explicit knowledge of traffic arrival rates. BackPressure has certain structural weaknesses because implementation requires information about each route, and queueing delays can grow super-linearly with route length. For large networks, where packets over many routes are processed by a queue, or where packets over a route are processed by many queues, these limitations can be prohibitive. In this article, we introduce a scheduling policy for first-in, first-out networks, the ProportionalScheduler, which is based on the proportional fairness criterion. We show that, like BackPressure, the ProportionalScheduler has a maximal stability region and does not require explicit knowledge of traffic arrival rates. The ProportionalScheduler has the advantage that information about the network's route structure is not required for scheduling, which substantially improves the policy's performance for large networks. For instance, packets can be routed with only next-hop information and new nodes can be added to the network with only knowledge of the scheduling constraints
Learning Queuing Networks by Recurrent Neural Networks
It is well known that building analytical performance models in practice is
difficult because it requires a considerable degree of proficiency in the
underlying mathematics. In this paper, we propose a machine-learning approach
to derive performance models from data. We focus on queuing networks, and
crucially exploit a deterministic approximation of their average dynamics in
terms of a compact system of ordinary differential equations. We encode these
equations into a recurrent neural network whose weights can be directly related
to model parameters. This allows for an interpretable structure of the neural
network, which can be trained from system measurements to yield a white-box
parameterized model that can be used for prediction purposes such as what-if
analyses and capacity planning. Using synthetic models as well as a real case
study of a load-balancing system, we show the effectiveness of our technique in
yielding models with high predictive power
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