Proportional fairness and its relationship with multi-class queueing networks

We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level model found is insensitive. A large deviation principle for the stationary distribution of these multi-class queueing networks is also found. Its rate function has a dual form that coincides with proportional fairness. We then give the first rigorous proof that the stationary throughput of a multi-class single-server queueing network converges to a proportionally fair allocation. This work combines classical queueing networks with more recent work on stochastic flow level models and proportional fairness. One could view these seemingly different models as the same system described at different levels of granularity: a microscopic, queueing level description; a macroscopic, flow level description and a teleological, optimization description.Comment: Published in at http://dx.doi.org/10.1214/09-AAP612 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Approximations for fork/join systems with inputs from multi-server stations.

Fork/join stations are commonly used to model synchronization constraints in queuing network models of computer and manufacturing systems. This paper presents an exact analysis of a fork/join station in a closed queuing network with inputs from multi-server stations with two-phase Coxian service distributions. The underlying queue length process is analyzed exactly to determine performance measures such as through put, and distributions of the queue length at the fork/join station. By choosing suitable parameters for the two-phase Coxian distributions, the effect of variability in inputs on system performance is studied. The study reveals that for several system configurations, analysis of the simpler system with exponential inputs provides efficient approximations for performance measures. Both, the exact analysis and the simple approximations of fork/join systems constitute useful building blocks for developing efficient methods for analyzing large queuing networks with fork/join stations.queueing; fork/join; synchronization; assembly systems; closed queuing networks;

Modeling Stochastic Lead Times in Multi-Echelon Systems

In many multi-echelon inventory systems, the lead times are random variables. A common and reasonable assumption in most models is that replenishment orders do not cross, which implies that successive lead times are correlated. However, the process that generates such lead times is usually not well defined, which is especially a problem for simulation modeling. In this paper, we use results from queuing theory to define a set of simple lead time processes guaranteeing that (a) orders do not cross and (b) prespecified means and variances of all lead times in the multiechelon system are attained

Coupled queues with customer impatience

Motivated by assembly processes, we consider a Markovian queueing system with multiple coupled queues and customer impatience. Coupling means that departures from all constituent queues are synchronised and that service is interrupted whenever any of the queues is empty and only resumes when all queues are non-empty again. Even under Markovian assumptions, the state space grows exponentially with the number of queues involved. To cope with this inherent state space explosion problem, we investigate performance by means of two numerical approximation techniques based on series expansions, as well as by deriving the fluid limit. In addition, we provide closed-form expressions for the first terms in the series expansion of the mean queue content for the symmetric coupled queueing system. By an extensive set of numerical experiments, we show that the approximation methods complement each other, each one being accurate in a particular subset of the parameter space. (C) 2017 Elsevier B.V. All rights reserved