Performance analysis of queueing networks via robust optimization

Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results that provide provable nonasymptotic upper and lower bounds on key performance measures. In this paper we propose a new performance analysis method, which is based on the robust optimization. The basic premise of our approach is as follows: rather than assuming that the stochastic primitives of a queueing model satisfy certain probability laws—such as i.i.d. interarrival and service times distributions—we assume that the underlying primitives are deterministic and satisfy the implications of such probability laws. These implications take the form of simple linear constraints, namely, those motivated by the law of the iterated logarithm (LIL). Using this approach we are able to obtain performance bounds on some key performance measures. Furthermore, these performance bounds imply similar bounds in the underlying stochastic queueing models. We demonstrate our approach on two types of queueing networks: (a) tandem single-class queueing network and (b) multiclass single-server queueing network. In both cases, using the proposed robust optimization approach, we are able to obtain explicit upper bounds on some steady-state performance measures. For example, for the case of TSC system we obtain a bound of the form C(1 – {rho})–1 ln ln((1 – {rho})–1) [C(1-p) superscript -1 ln ln ((1 - p) superscript -1)]on the expected steady-state sojourn time, where C is an explicit constant and {rho} is the bottleneck traffic intensity. This qualitatively agrees with the correct heavy traffic scaling of this performance measure up to the ln ln((1 – {rho})–1) [ln ln((1 - p) superscript -1)] correction factor.National Science Foundation (U.S.) (Grant DMI-0556106)National Science Foundation (U.S.) (Grant CMMI-0726733

Control of Robotic Mobility-On-Demand Systems: a Queueing-Theoretical Perspective

In this paper we present and analyze a queueing-theoretical model for autonomous mobility-on-demand (MOD) systems where robotic, self-driving vehicles transport customers within an urban environment and rebalance themselves to ensure acceptable quality of service throughout the entire network. We cast an autonomous MOD system within a closed Jackson network model with passenger loss. It is shown that an optimal rebalancing algorithm minimizing the number of (autonomously) rebalancing vehicles and keeping vehicles availabilities balanced throughout the network can be found by solving a linear program. The theoretical insights are used to design a robust, real-time rebalancing algorithm, which is applied to a case study of New York City. The case study shows that the current taxi demand in Manhattan can be met with about 8,000 robotic vehicles (roughly 60% of the size of the current taxi fleet). Finally, we extend our queueing-theoretical setup to include congestion effects, and we study the impact of autonomously rebalancing vehicles on overall congestion. Collectively, this paper provides a rigorous approach to the problem of system-wide coordination of autonomously driving vehicles, and provides one of the first characterizations of the sustainability benefits of robotic transportation networks.Comment: 10 pages, To appear at RSS 201

Maximum Likelihood Estimation of Closed Queueing Network Demands from Queue Length Data

Resource demand estimation is essential for the application of analyical models, such as queueing networks, to real-world systems. In this paper, we investigate maximum likelihood (ML) estimators for service demands in closed queueing networks with load-independent and load-dependent service times. Stemming from a characterization of necessary conditions for ML estimation, we propose new estimators that infer demands from queue-length measurements, which are inexpensive metrics to collect in real systems. One advantage of focusing on queue-length data compared to response times or utilizations is that confidence intervals can be rigorously derived from the equilibrium distribution of the queueing network model. Our estimators and their confidence intervals are validated against simulation and real system measurements for a multi-tier application

Robust Queueing Theory

We propose an alternative approach for studying queues based on robust optimization. We model the uncertainty in the arrivals and services via polyhedral uncertainty sets, which are inspired from the limit laws of probability. Using the generalized central limit theorem, this framework allows us to model heavy-tailed behavior characterized by bursts of rapidly occurring arrivals and long service times. We take a worst-case approach and obtain closed-form upper bounds on the system time in a multi-server queue. These expressions provide qualitative insights that mirror the conclusions obtained in the probabilistic setting for light-tailed arrivals and services and generalize them to the case of heavy-tailed behavior. We also develop a calculus for analyzing a network of queues based on the following key principles: (a) the departure from a queue, (b) the superposition, and (c) the thinning of arrival processes have the same uncertainty set representation as the original arrival processes. The proposed approach (a) yields results with error percentages in single digits relative to simulation, and (b) is to a large extent insensitive to the number of servers per queue, network size, degree of feedback, and traffic intensity; it is somewhat sensitive to the degree of diversity of external arrival distributions in the network

Energy-Efficient Cooperative Cognitive Relaying Schemes for Cognitive Radio Networks

We investigate a cognitive radio network in which a primary user (PU) may cooperate with a cognitive radio user (i.e., a secondary user (SU)) for transmissions of its data packets. The PU is assumed to be a buffered node operating in a time-slotted fashion where the time is partitioned into equal-length slots. We develop two schemes which involve cooperation between primary and secondary users. To satisfy certain quality of service (QoS) requirements, users share time slot duration and channel frequency bandwidth. Moreover, the SU may leverage the primary feedback message to further increase both its data rate and satisfy the PU QoS requirements. The proposed cooperative schemes are designed such that the SU data rate is maximized under the constraint that the PU average queueing delay is maintained less than the average queueing delay in case of non-cooperative PU. In addition, the proposed schemes guarantee the stability of the PU queue and maintain the average energy emitted by the SU below a certain value. The proposed schemes also provide more robust and potentially continuous service for SUs compared to the conventional practice in cognitive networks where SUs transmit in the spectrum holes and silence sessions of the PUs. We include primary source burstiness, sensing errors, and feedback decoding errors to the analysis of our proposed cooperative schemes. The optimization problems are solved offline and require a simple 2-dimensional grid-based search over the optimization variables. Numerical results show the beneficial gains of the cooperative schemes in terms of SU data rate and PU throughput, average PU queueing delay, and average PU energy savings