Qualitative Properties of alpha-Weighted Scheduling Policies

We consider a switched network, a fairly general constrained queueing network model that has been used successfully to model the detailed packet-level dynamics in communication networks, such as input-queued switches and wireless networks. The main operational issue in this model is that of deciding which queues to serve, subject to certain constraints. In this paper, we study qualitative performance properties of the well known $\alpha$-weighted scheduling policies. The stability, in the sense of positive recurrence, of these policies has been well understood. We establish exponential upper bounds on the tail of the steady-state distribution of the backlog. Along the way, we prove finiteness of the expected steady-state backlog when $\alpha<1$, a property that was known only for $\alpha\geq 1$. Finally, we analyze the excursions of the maximum backlog over a finite time horizon for $\alpha \geq 1$. As a consequence, for $\alpha \geq 1$, we establish the full state space collapse property.Comment: 13 page

Qualitative properties of α\alpha-fair policies in bandwidth-sharing networks

We consider a flow-level model of a network operating under an $\alpha$-fair bandwidth sharing policy (with $\alpha>0$) proposed by Roberts and Massouli\'{e} [Telecomunication Systems 15 (2000) 185-201]. This is a probabilistic model that captures the long-term aspects of bandwidth sharing between users or flows in a communication network. We study the transient properties as well as the steady-state distribution of the model. In particular, for $\alpha\geq1$, we obtain bounds on the maximum number of flows in the network over a given time horizon, by means of a maximal inequality derived from the standard Lyapunov drift condition. As a corollary, we establish the full state space collapse property for all $\alpha\geq1$. For the steady-state distribution, we obtain explicit exponential tail bounds on the number of flows, for any $\alpha>0$, by relying on a norm-like Lyapunov function. As a corollary, we establish the validity of the diffusion approximation developed by Kang et al. [Ann. Appl. Probab. 19 (2009) 1719-1780], in steady state, for the case where $\alpha=1$ and under a local traffic condition.Comment: Published in at http://dx.doi.org/10.1214/12-AAP915 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Quantifying the Cost of Learning in Queueing Systems

Queueing systems are widely applicable stochastic models with use cases in communication networks, healthcare, service systems, etc. Although their optimal control has been extensively studied, most existing approaches assume perfect knowledge of system parameters. Of course, this assumption rarely holds in practice where there is parameter uncertainty, thus motivating a recent line of work on bandit learning for queueing systems. This nascent stream of research focuses on the asymptotic performance of the proposed algorithms. In this paper, we argue that an asymptotic metric, which focuses on late-stage performance, is insufficient to capture the intrinsic statistical complexity of learning in queueing systems which typically occurs in the early stage. Instead, we propose the Cost of Learning in Queueing (CLQ), a new metric that quantifies the maximum increase in time-averaged queue length caused by parameter uncertainty. We characterize the CLQ of a single-queue multi-server system, and then extend these results to multi-queue multi-server systems and networks of queues. In establishing our results, we propose a unified analysis framework for CLQ that bridges Lyapunov and bandit analysis, which could be of independent interest