2,121 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
Delay Analysis And Optimality Of scheduling In Multi-hop Wireless Network
The delay is one of the important metric considered in the wireless network and wire-line network.In single hop wire-line network only one hop(router) is present from source to destination .In single hop network the interference problems occurred and the trac control is dicult,the high amount of delay and the low amount of packet delivery ratio, because of routes changes dynamically and finally leads to low performance of the network.The delay analysis of a packets plays a vital role in the network.In real time applications the fixed time is given, so that the given amount of time all the packets should be delivered from source to destination.In multi-hop wireless network decomposition of packets into multiple paths,if any two nodes meet at same point bottleneck is occurred.In order to overcome from bottleneck used new queuing technique.For knowing the behavior of the each path in the network lower bound analysis is used.Dierent policies are used for scheduling the packets, which gives better optimality
Adaptive Matching for Expert Systems with Uncertain Task Types
A matching in a two-sided market often incurs an externality: a matched
resource may become unavailable to the other side of the market, at least for a
while. This is especially an issue in online platforms involving human experts
as the expert resources are often scarce. The efficient utilization of experts
in these platforms is made challenging by the fact that the information
available about the parties involved is usually limited.
To address this challenge, we develop a model of a task-expert matching
system where a task is matched to an expert using not only the prior
information about the task but also the feedback obtained from the past
matches. In our model the tasks arrive online while the experts are fixed and
constrained by a finite service capacity. For this model, we characterize the
maximum task resolution throughput a platform can achieve. We show that the
natural greedy approaches where each expert is assigned a task most suitable to
her skill is suboptimal, as it does not internalize the above externality. We
develop a throughput optimal backpressure algorithm which does so by accounting
for the `congestion' among different task types. Finally, we validate our model
and confirm our theoretical findings with data-driven simulations via logs of
Math.StackExchange, a StackOverflow forum dedicated to mathematics.Comment: A part of it presented at Allerton Conference 2017, 18 page
Stability and asymptotic optimality of generalized maxweight policies
Abstract It is shown that stability of the celebrated MaxWeight or back pressure policies is a consequence of the following interpretation: either policy is myopic with respect to a surrogate value function of a very special form, in which the "marginal disutility" at a buffer vanishes for vanishingly small buffer population. This observation motivates the h-MaxWeight policy, defined for a wide class of functions h. These policies share many of the attractive properties of the MaxWeight policy: (i) Arrival rate data is not required in the policy. (ii) Under a variety of general conditions, the policy is stabilizing when h is a perturbation of a monotone linear function, a monotone quadratic, or a monotone Lyapunov function for the fluid model. (iii) A perturbation of the relative value function for a workload relaxation gives rise to a myopic policy that is approximately average-cost optimal in heavy traffic, with logarithmic regret. The first results are obtained for a general Markovian network model. Asymptotic optimality is established for a general Markovian scheduling model with a single bottleneck, and homogeneous servers
Optimal queue-size scaling in switched networks
We consider a switched (queuing) network in which there are constraints on
which queues may be served simultaneously; such networks have been used to
effectively model input-queued switches and wireless networks. The scheduling
policy for such a network specifies which queues to serve at any point in time,
based on the current state or past history of the system. In the main result of
this paper, we provide a new class of online scheduling policies that achieve
optimal queue-size scaling for a class of switched networks including
input-queued switches. In particular, it establishes the validity of a
conjecture (documented in Shah, Tsitsiklis and Zhong [Queueing Syst. 68 (2011)
375-384]) about optimal queue-size scaling for input-queued switches.Comment: Published in at http://dx.doi.org/10.1214/13-AAP970 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
We consider a connection-level model of Internet congestion control,
introduced by Massouli\'{e} and Roberts [Telecommunication Systems 15 (2000)
185--201], that represents the randomly varying number of flows present in a
network. Here, bandwidth is shared fairly among elastic document transfers
according to a weighted -fair bandwidth sharing policy introduced by Mo
and Walrand [IEEE/ACM Transactions on Networking 8 (2000) 556--567] []. Assuming Poisson arrivals and exponentially distributed document
sizes, we focus on the heavy traffic regime in which the average load placed on
each resource is approximately equal to its capacity. A fluid model (or
functional law of large numbers approximation) for this stochastic model was
derived and analyzed in a prior work [Ann. Appl. Probab. 14 (2004) 1055--1083]
by two of the authors. Here, we use the long-time behavior of the solutions of
the fluid model established in that paper to derive a property called
multiplicative state space collapse, which, loosely speaking, shows that in
diffusion scale, the flow count process for the stochastic model can be
approximately recovered as a continuous lifting of the workload process.Comment: Published in at http://dx.doi.org/10.1214/08-AAP591 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
- …