EUROPEAN CONFERENCE ON QUEUEING THEORY 2016

International audienceThis booklet contains the proceedings of the second European Conference in Queueing Theory (ECQT) that was held from the 18th to the 20th of July 2016 at the engineering school ENSEEIHT, Toulouse, France. ECQT is a biannual event where scientists and technicians in queueing theory and related areas get together to promote research, encourage interaction and exchange ideas. The spirit of the conference is to be a queueing event organized from within Europe, but open to participants from all over the world. The technical program of the 2016 edition consisted of 112 presentations organized in 29 sessions covering all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. Another exciting feature of ECQT2016 was the institution of the Takács Award for outstanding PhD thesis on "Queueing Theory and its Applications"

Applications of robust optimization to queueing and inventory systems

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 105-111).This thesis investigates the application of robust optimization in the performance analysis of queueing and inventory systems. In the first part of the thesis, we propose a new approach for performance analysis of queueing systems based on robust optimization. We first derive explicit upper bounds on performance for tandem single class, multiclass single server, and single class multi-server queueing systems by solving appropriate robust optimization problems. We then show that these bounds derived by solving deterministic optimization problems translate to upper bounds on the expected steady-state performance for a variety of widely used performance measures such as waiting times and queue lengths. Additionally, these explicit bounds agree qualitatively with known results. In the second part of the thesis, we propose methods to compute (s,S) policies in supply chain networks using robust and stochastic optimization and compare their performance. Our algorithms handle general uncertainty sets, arbitrary network topologies, and flexible cost functions including the presence of fixed costs. The algorithms exhibit empirically practical running times. We contrast the performance of robust and stochastic (s,S) policies in a numerical study, and we find that the robust policy is comparable to the average performance of the stochastic policy, but has a considerably lower standard deviation across a variety of networks and realized demand distributions. Additionally, we identify regimes when the robust policy exhibits particular strengths even in average performance and tail behavior as compared with the stochastic policy.by Alexander Anatolyevich Rikun.Ph.D

Optimal Rate Scheduling via Utility-Maximization for J-User MIMO Markov Fading Wireless Channels with Cooperation

We design a dynamic rate scheduling policy of Markov type via the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a class of generalized processor-sharing queues living in a random environment, whose job arrivals to each queue follow a doubly stochastic renewal process (DSRP). Both the random environment and the random arrival rate of each DSRP are driven by a finite state continuous time Markov chain (FS-CTMC). Whereas the scheduling policy optimizes in a greedy fashion with respect to each queue and environmental state and since the closed-form solution for the performance of such a queueing system under the policy is difficult to obtain, we establish a reflecting diffusion with regime-switching (RDRS) model for its measures of performance and justify its asymptotic optimality through deriving the stochastic fluid and diffusion limits for the corresponding system under heavy traffic and identifying a cost function related to the utility function, which is minimized through minimizing the workload process in the diffusion limit. More importantly, our queueing model includes both J-user multi-input multi-output (MIMO) multiple access channel (MAC) and broadcast channel (BC) with cooperation and admission control as special cases. In these wireless systems, data from the J users in the MAC or data to the J users in the BC is transmitted over a common channel that is fading according to the FS-CTMC. The J-user capacity region for the MAC or the BC is a set-valued stochastic process that switches with the FS-CTMC fading. In any particular channel state, we show that each of the J-user capacity regions is a convex set bounded by a number of linear or smooth curved facets. Therefore our queueing model can perfectly match the dynamics of these wireless systems.Comment: 53 pages, Originally submitted on June 17, 2010; Revised version submitted on December 24, 201

Message-driven dynamics

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.Includes bibliographical references (p. 251-260).by Richard Anton Lethin.Ph.D

Revenue maximization problems in commercial data centers

PhD ThesisAs IT systems are becoming more important everyday, one of the main concerns is that users may face major problems and eventually incur major costs if computing systems do not meet the expected performance requirements: customers expect reliability and performance guarantees, while underperforming systems loose revenues. Even with the adoption of data centers as the hub of IT organizations and provider of business efficiencies the problems are not over because it is extremely difficult for service providers to meet the promised performance guarantees in the face of unpredictable demand. One possible approach is the adoption of Service Level Agreements (SLAs), contracts that specify a level of performance that must be met and compensations in case of failure. In this thesis I will address some of the performance problems arising when IT companies sell the service of running ‘jobs’ subject to Quality of Service (QoS) constraints. In particular, the aim is to improve the efficiency of service provisioning systems by allowing them to adapt to changing demand conditions. First, I will define the problem in terms of an utility function to maximize. Two different models are analyzed, one for single jobs and the other useful to deal with session-based traffic. Then, I will introduce an autonomic model for service provision. The architecture consists of a set of hosted applications that share a certain number of servers. The system collects demand and performance statistics and estimates traffic parameters. These estimates are used by management policies which implement dynamic resource allocation and admission algorithms. Results from a number of experiments show that the performance of these heuristics is close to optimal.QoSP (Quality of Service Provisioning)British Teleco

Capacity Allocation for Clouds with Parallel Processing, Batch Arrivals, and Heterogeneous Service Requirements

Problem Definition: Allocating sufficient capacity to cloud services is a challenging task, especially when demand is time-varying, heterogeneous, contains batches, and requires multiple types of resources for processing. In this setting, providers decide whether to reserve portions of their capacity to individual job classes or to offer it in a flexible manner. Methodology/results: In collaboration with Huawei Cloud, a worldwide provider of cloud services, we propose a heuristic policy that allocates multiple types of resources to jobs and also satisfies their pre-specified service level agreements (SLAs). We model the system as a multi-class queueing network with parallel processing and multiple types of resources, where arrivals (i.e., virtual machines and containers) follow time-varying patterns and require at least one unit of each resource for processing. While virtual machines leave if they are not served immediately, containers can join a queue. We introduce a diffusion approximation of the offered load of such system and investigate its fidelity as compared to the observed data. Then, we develop a heuristic approach that leverages this approximation to determine capacity levels that satisfy probabilistic SLAs in the system with fully flexible servers. Managerial Implications: Using a data set of cloud computing requests over a representative 8-day period from Huawei Cloud, we show that our heuristic policy results in a 20% capacity reduction and better service quality as compared to a benchmark that reserves resources. In addition, we show that the system utilization induced by our policy is superior to the benchmark, i.e., it implies less idling of resources in most instances. Thus, our approach enables cloud operators to both reduce costs and achieve better performance

Dealing with Burstiness in Multi-Tier Applications: Models and Their Parameterization

Abstract—Workloads and resource usage patterns in enterprise applications often show burstiness resulting in large degradation of the perceived user performance. In this paper, we propose a methodology for detecting burstiness symptoms in multi-tier applications but, rather than identifying the root cause of burstiness, we incorporate this information into models for performance prediction. The modeling methodology is based on the index of dispersion of the service process at a server, which is inferred by observing the number of completions within the concatenated busy times of that server. The index of dispersion is used to derive a Markov-modulated process that captures well burstiness and variability of the service process at each resource and that allows us to define queueing network models for performance prediction. Experimental results and performance model predictions are in excellent agreement and argue for the effectiveness of the proposed methodology under both bursty and non-bursty workloads. Furthermore, we show that the methodology extends to modeling flash crowds that create burstiness in the stream of requests incoming to the application. Index Terms—Capacity planning, multi-tier applications, bursty workload, bottleneck switch, index of dispersion.

Scheduling algorithms for throughput maximization in data networks

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2007.Includes bibliographical references (p. 215-226).This thesis considers the performance implications of throughput optimal scheduling in physically and computationally constrained data networks. We study optical networks, packet switches, and wireless networks, each of which has an assortment of features and constraints that challenge the design decisions of network architects. In this work, each of these network settings are subsumed under a canonical model and scheduling framework. Tools of queueing analysis are used to evaluate network throughput properties, and demonstrate throughput optimality of scheduling and routing algorithms under stochastic traffic. Techniques of graph theory are used to study network topologies having desirable throughput properties. Combinatorial algorithms are proposed for efficient resource allocation. In the optical network setting, the key enabling technology is wavelength division multiplexing (WDM), which allows each optical fiber link to simultaneously carry a large number of independent data streams at high rate. To take advantage of this high data processing potential, engineers and physicists have developed numerous technologies, including wavelength converters, optical switches, and tunable transceivers.(cont.) While the functionality provided by these devices is of great importance in capitalizing upon the WDM resources, a major challenge exists in determining how to configure these devices to operate efficiently under time-varying data traffic. In the WDM setting, we make two main contributions. First, we develop throughput optimal joint WDM reconfiguration and electronic-layer routing algorithms, based on maxweight scheduling. To mitigate the service disruption associated with WDM reconfiguration, our algorithms make decisions at frame intervals. Second, we develop analytic tools to quantify the maximum throughput achievable in general network settings. Our approach is to characterize several geometric features of the maximum region of arrival rates that can be supported in the network. In the packet switch setting, we observe through numerical simulation the attractive throughput properties of a simple maximal weight scheduler. Subsequently, we consider small switches, and analytically demonstrate the attractive throughput properties achievable using maximal weight scheduling. We demonstrate that such throughput properties may not be sustained in larger switches.(cont.) In the wireless network setting, mesh networking is a promising technology for achieving connectivity in local and metropolitan area networks. Wireless access points and base stations adhering to the IEEE 802.11 wireless networking standard can be bought off the shelf at little cost, and can be configured to access the Internet in minutes. With ubiquitous low-cost Internet access perceived to be of tremendous societal value, such technology is naturally garnering strong interest. Enabling such wireless technology is thus of great importance. An important challenge in enabling mesh networks, and many other wireless network applications, results from the fact that wireless transmission is achieved by broadcasting signals through the air, which has the potential for interfering with other parts of the network. Furthermore, the scarcity of wireless transmission resources implies that link activation and packet routing should be effected using simple distributed algorithms. We make three main contributions in the wireless setting. First, we determine graph classes under which simple, distributed, maximal weight schedulers achieve throughput optimality.(cont.) Second, we use this acquired knowledge of graph classes to develop combinatorial algorithms, based on matroids, for allocating channels to wireless links, such that each channel can achieve maximum throughput using simple distributed schedulers. Third, we determine new conditions under which distributed algorithms for joint link activation and routing achieve throughput optimality.by Andrew Brzezinski.Ph.D