404 research outputs found

    Heavy-traffic revenue maximization in parallel multiclass queues

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    Motivated by revenue maximization in server farms with admission control, we investigate the optimal scheduling in parallel processor-sharing queues. Incoming customers are distinguished in multiple classes and we define revenue as a weighted sum of class throughputs. Under these assumptions, we describe a heavy-traffic limit for the revenue maximization problem and study the asymptotic properties of the optimization model as the number of clients increases. Our main result is a simple heuristic that is able to provide tight guarantees on the optimality gap of its solutions. In the general case with M queues and R classes, we prove that our heuristic is (1+1M-1)-competitive in heavy-traffic. Experimental results indicate that the proposed heuristic is remarkably accurate, despite its negligible computational costs, both in random instances and using service rates of a web application measured on multiple cloud deployments

    On the Stability of Isolated and Interconnected Input-Queued Switches under Multiclass Traffic

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    In this correspondence, we discuss the stability of scheduling algorithms for input-queueing (IQ) and combined input/output queueing (CIOQ) packet switches. First, we show that a wide class of IQ schedulers operating on multiple traffic classes can achieve 100 % throughput. Then, we address the problem of the maximum throughput achievable in a network of interconnected IQ switches and CIOQ switches loaded by multiclass traffic, and we devise some simple scheduling policies that guarantee 100 % throughput. Both the Lyapunov function methodology and the fluid modeling approach are used to obtain our results

    Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems

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    In this paper, we study systems that allocate different types of scarce resources to heterogeneous allocatees based on predetermined priority rules-the U.S. deceased-donor kidney allocation system or the public housing program. We tackle the problem of estimating the wait time of an allocatee who possesses incomplete system information with regard, for example, to his relative priority, other allocatees' preferences, and resource availability. We model such systems as multiclass, multiserver queuing systems that are potentially unstable or in transient regime. We propose a novel robust optimization solution methodology that builds on the assignment problem. For first-come, first-served systems, our approach yields a mixed-integer programming formulation. For the important case where there is a hierarchy in the resource types, we strengthen our formulation through a drastic variable reduction and also propose a highly scalable heuristic, involving only the solution of a convex optimization problem (usually a second-order cone problem).We back the heuristic with an approximation guarantee that becomes tighter for larger problem sizes. We illustrate the generalizability of our approach by studying systems that operate under different priority rules, such as class priority. Numerical studies demonstrate that our approach outperforms simulation. We showcase how our methodology can be applied to assist patients in the U.S. deceased-donor kidney waitlist. We calibrate our model using historical data to estimate patients' wait times based on their kidney quality preferences, blood type, location, and rank in the waitlist

    Stability of multi-dimensional birth-and-death processes with state-dependent 0-homogeneous jumps

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    We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a telecommunication wire-line or wireless network. We first provide a generic method to construct a Lyapunov function when the drift can be extended to a smooth function on RN\mathbb R^N, using an associated deterministic dynamical system. This approach gives an elementary proof of ergodicity without needing to establish the convergence of the scaled version of the process towards a fluid limit and then proving that the stability of the fluid limit implies the stability of the process. We also provide a counterpart result proving instability conditions. We then show how discontinuous drifts change the nature of the stability conditions and we provide generic sufficient stability conditions having a simple geometric interpretation. These conditions turn out to be necessary (outside a negligible set of the parameter space) for piece-wise constant drifts in dimension 2.Comment: 18 pages, 4 figure

    Dynamic Multi-Vehicle Routing with Multiple Classes of Demands

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    In this paper we study a dynamic vehicle routing problem in which there are multiple vehicles and multiple classes of demands. Demands of each class arrive in the environment randomly over time and require a random amount of on-site service that is characteristic of the class. To service a demand, one of the vehicles must travel to the demand location and remain there for the required on-site service time. The quality of service provided to each class is given by the expected delay between the arrival of a demand in the class, and that demand's service completion. The goal is to design a routing policy for the service vehicles which minimizes a convex combination of the delays for each class. First, we provide a lower bound on the achievable values of the convex combination of delays. Then, we propose a novel routing policy and analyze its performance under heavy load conditions (i.e., when the fraction of time the service vehicles spend performing on-site service approaches one). The policy performs within a constant factor of the lower bound (and thus the optimal), where the constant depends only on the number of classes, and is independent of the number of vehicles, the arrival rates of demands, the on-site service times, and the convex combination coefficients.Comment: Extended version of paper presented in American Control Conference 200
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