Many-Sources Large Deviations for Max-Weight Scheduling

In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and where the service discipline is the max-weight policy. Under the assumption that the arrival processes satisfy a many-sources LDP, this is accomplished by employing Garcia's extended contraction principle that is applicable to quasi-continuous mappings. For the simplex rate-region, an LDP for the stationary workload is also established under the additional requirements that the scheduling policy be work-conserving and that the arrival processes satisfy certain mixing conditions. The LDP results can be used to calculate asymptotic buffer overflow probabilities accounting for the multiplexing gain, when the arrival process is an average of \emph{i.i.d.} processes. The rate function for the stationary workload is expressed in term of the rate functions of the finite-horizon workloads when the arrival processes have \emph{i.i.d.} increments.Comment: 44 page

Recent Advances in Accumulating Priority Queues

This thesis extends the theory underlying the Accumulating Priority Queue (APQ) in three directions. In the first, we present a multi-class multi-server accumulating priority queue with Poisson arrivals and heterogeneous services. The waiting time distributions for different classes have been derived. A conservation law for systems with heterogeneous servers has been studied. We also investigate an optimization problem to find the optimal level of heterogeneity in the multi-server system. Numerical investigations through simulation are carried out to validate the model. We next focus on a queueing system with Poisson arrivals, generally distributed service times and nonlinear priority accumulation functions. We start with an extension of the power-law APQ in Kleinrock and Finkelstein (1967), and use a general argument to show that there is a linear system of the form discussed in Stanford, Taylor, and Ziedins (2014) which has the same priority ordering of all customers present at any given instant in time, for any sample path. Beyond the power-law case, we subsequently characterize the class of nonlinear accumulating priority queues for which an equivalent linear APQ can be found, in the sense that the waiting time distributions for each of the classes are identical in both the linear and nonlinear systems. Many operational queuing systems must adhere to waiting time targets known as Key Performance Indicators (KPIs), particularly in health care applications. In the last aspect, we address an optimization problem to minimize the weighted average of the expected excess waiting time (WAE), so as to achieve the optimal performance of a system operating under KPIs. We then find that the Accumulating Priority queuing discipline is well suited to systems with KPIs, in that each class of customers progresses fairly towards timely access by its own waiting time limit. Due to the difficulties in minimizing the WAE, we introduce a surrogate objective function, the integrated weighted average excess (IWAE), which provides a useful proxy for WAE. Finally, we propose a rule of thumb in which patients in the various classes accumulate priority credit at a rate that is inversely proportional to their time limits

Is Tail-Optimal Scheduling Possible?

This paper focuses on the competitive analysis of scheduling disciplines in a large deviations setting. Although there are policies that are known to optimize the sojourn time tail under a large class of heavy-tailed job sizes (e.g., processor sharing and shortest remaining processing time) and there are policies known to optimize the sojourn time tail in the case of light-tailed job sizes (e.g., first come first served), no policies are known that can optimize the sojourn time tail across both light- and heavy-tailed job size distributions. We prove that no such work-conserving, nonanticipatory, nonlearning policy exists, and thus that a policy must learn (or know) the job size distribution in order to optimize the sojourn time tail

Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic

We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal. Our cost is an expected cumulative discounted function, linear or nonlinear, of appropriately normalized performance measures. As a special case, the cost per unit time can be a function of the number of customers waiting to be served in each class, the number actually being served, the abandonment rate, the delay experienced by customers, the number of idling servers, as well as certain combinations thereof. We study the system in an asymptotic heavy-traffic regime where the number of servers n and the offered load r are simultaneously scaled up and carefully balanced: n\approx r+\beta \sqrtr for some scalar \beta. This yields an operation that enjoys the benefits of both heavy traffic (high server utilization) and light traffic (high service levels.

Dynamic power allocation and routing for satellite and wireless networks with time varying channels

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, February 2004.Includes bibliographical references (p. 283-295).This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Satellite and wireless networks operate over time varying channels that depend on attenuation conditions, power allocation decisions, and inter-channel interference. In order to reliably integrate these systems into a high speed data network and meet the increasing demand for high throughput and low delay, it is necessary to develop efficient network layer strategies that fully utilize the physical layer capabilities of each network element. In this thesis, we develop the notion of network layer capacity and describe capacity achieving power allocation and routing algorithms for general networks with wireless links and adaptive transmission rates. Fundamental issues of delay, throughput optimality, fairness, implementation complexity, and robustness to time varying channel conditions and changing user demands are discussed. Analysis is performed at the packet level and fully considers the queueing dynamics in systems with arbitrary, potentially bursty, arrival processes. Applications of this research are examined for the specific cases of satellite networks and ad-hoc wireless networks. Indeed, in Chapter 3 we consider a multi-beam satellite downlink and develop a dynamic power allocation algorithm that allocates power to each link in reaction to queue backlog and current channel conditions. The algorithm operates without knowledge of the arriving traffic or channel statistics, and is shown to achieve maximum throughput while maintaining average delay guarantees. At the end of Chapter 4, a crosslinked collection of such satellites is considered and a satellite separation principle is developed, demonstrating that joint optimal control can be implemented with separate algorithms for the downlinks and crosslinks.(cont.) Ad-hoc wireless networks are given special attention in Chapter 6. A simple cell- partitioned model for a mobile ad-hoc network with N users is constructed, and exact expressions for capacity and delay are derived. End-to-end delay is shown to be O(N), and hence grows large as the size of the network is increased. To reduce delay, a transmission protocol which sends redundant packet information over multiple paths is developed and shown to provide O(vN) delay at the cost of reducing throughput. A fundamental rate- delay tradeoff curve is established, and the given protocols for achieving O(N) and O(vN) delay are shown to operate on distinct boundary points of this curve. In Chapters 4 and 5 we consider optimal control for a general time-varying network. A cross-layer strategy is developed that stabilizes the network whenever possible, and makes fair decisions about which data to serve when inputs exceed capacity. The strategy is decoupled into separate algorithms for dynamic flow control, power allocation, and routing, and allows for each user to make greedy decisions independent of the actions of others. The combined strategy is shown to yield data rates that are arbitrarily close to the optimally fair operating point that is achieved when all network controllers are coordinated and have perfect knowledge of future events. The cost of approaching this fair operating point is an end-to-end delay increase for data that is served by the network.by Michael J. Neely.Ph.D

On the Performance of Primal/Dual Schemes for Congestion Control in Networks with Dynamic Flows

Stability and fairness are two design objectives of congestion control mechanisms; they have traditionally been analyzed for long-lived flows (or elephants). It is only recently that short-lived flows (or mice) have received attention. Whereas stability has been established for the existing primal-dual based control mechanisms, the performance issue has been largely overlooked. In this paper, we study utility maximization problems for networks with dynamic flows. In particular, we consider the case where sessions of each class results in flows that arrive according to a Poisson process and have a length given by a general distribution. The goal is to maximize the long-term expected system utility that is a function of the number of flows and the rate (identical within a given class) allocated to each flow. Our results show that, as long as the average amount of work brought by the flows is strictly within the network stability region, the rate allocation and stability issues are decoupled. While stability can be guaranteed by, for example, a FIFO policy, utility maximization becomes an unconstrained optimization that results in a static rate allocation for flows. We also provide a queueing interpretation of this seemingly surprising result and show that not all utility functions make sense for dynamic flows. Finally, we use simulation results to show that indeed the open-loop algorithm maximizes the expected system utility.Published versio