Optimisation of stochastic networks with blocking: a functional-form approach

This paper introduces a class of stochastic networks with blocking, motivated by applications arising in cellular network planning, mobile cloud computing, and spare parts supply chains. Blocking results in lost revenue due to customers or jobs being permanently removed from the system. We are interested in striking a balance between mitigating blocking by increasing service capacity, and maintaining low costs for service capacity. This problem is further complicated by the stochastic nature of the system. Owing to the complexity of the system there are no analytical results available that formulate and solve the relevant optimization problem in closed form. Traditional simulation-based methods may work well for small instances, but the associated computational costs are prohibitive for networks of realistic size. We propose a hybrid functional-form based approach for finding the optimal resource allocation, combining the speed of an analytical approach with the accuracy of simulation-based optimisation. The key insight is to replace the computationally expensive gradient estimation in simulation optimisation with a closed-form analytical approximation that is calibrated using a single simulation run. We develop two implementations of this approach and conduct extensive computational experiments on complex examples to show that it is capable of substantially improving system performance. We also provide evidence that our approach has substantially lower computational costs compared to stochastic approximation

Datacenter Traffic Control: Understanding Techniques and Trade-offs

Datacenters provide cost-effective and flexible access to scalable compute and storage resources necessary for today's cloud computing needs. A typical datacenter is made up of thousands of servers connected with a large network and usually managed by one operator. To provide quality access to the variety of applications and services hosted on datacenters and maximize performance, it deems necessary to use datacenter networks effectively and efficiently. Datacenter traffic is often a mix of several classes with different priorities and requirements. This includes user-generated interactive traffic, traffic with deadlines, and long-running traffic. To this end, custom transport protocols and traffic management techniques have been developed to improve datacenter network performance. In this tutorial paper, we review the general architecture of datacenter networks, various topologies proposed for them, their traffic properties, general traffic control challenges in datacenters and general traffic control objectives. The purpose of this paper is to bring out the important characteristics of traffic control in datacenters and not to survey all existing solutions (as it is virtually impossible due to massive body of existing research). We hope to provide readers with a wide range of options and factors while considering a variety of traffic control mechanisms. We discuss various characteristics of datacenter traffic control including management schemes, transmission control, traffic shaping, prioritization, load balancing, multipathing, and traffic scheduling. Next, we point to several open challenges as well as new and interesting networking paradigms. At the end of this paper, we briefly review inter-datacenter networks that connect geographically dispersed datacenters which have been receiving increasing attention recently and pose interesting and novel research problems.Comment: Accepted for Publication in IEEE Communications Surveys and Tutorial

Rare-event analysis of mixed Poisson random variables, and applications in staffing

A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this paper we consider a mixed Poisson arrival process with arrival rates that are resampled every $N^{a}$ time units, where $a> 0$ and $N$ a scaling parameter. In the first part of the paper we analyse the asymptotic tail distribution of this doubly stochastic arrival process. That is, for large $N$ and i.i.d. arrival rates $X_1, \dots, X_N$, we focus on the evaluation of $P_N(A)$, the probability that the scaled number of arrivals exceeds $NA$. Relying on elementary techniques, we derive the exact asymptotics of $P_N(A)$: For $a 3$ we identify (in closed-form) a function $\tilde{P}_N(A)$ such that $P_N(A) / P_N(A)$ tends to $1$ as $N \to \infty$. For $a \in [\frac{1}{3},\frac{1}{2})$ and $a\in [2, 3)$ we find a partial solution in terms of an asymptotic lower bound. For the special case that the $X_i$s are gamma distributed, we establish the exact asymptotics across all $a> 0$. In addition, we set up an asymptotically efficient importance sampling procedure that produces reliable estimates at low computational cost. The second part of the paper considers an infinite-server queue assumed to be fed by such a mixed Poisson arrival process. Applying a scaling similar to the one in the definition of $P_N(A)$, we focus on the asymptotics of the probability that the number of clients in the system exceeds $NA$. The resulting approximations can be useful in the context of staffing. Our numerical experiments show that, astoundingly, the required staffing level can actually decrease when service times are more variable