On deciding stability of multiclass queueing networks under buffer priority scheduling policies

One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue is how to determine the exact conditions under which a given queueing network operating under a given scheduling policy remains stable. While there was much initial progress in addressing this question, most of the results obtained were partial at best and so the complete characterization of stable queueing networks is still lacking. In this paper, we resolve this open problem, albeit in a somewhat unexpected way. We show that characterizing stable queueing networks is an algorithmically undecidable problem for the case of nonpreemptive static buffer priority scheduling policies and deterministic interarrival and service times. Thus, no constructive characterization of stable queueing networks operating under this class of policies is possible. The result is established for queueing networks with finite and infinite buffer sizes and possibly zero service times, although we conjecture that it also holds in the case of models with only infinite buffers and nonzero service times. Our approach extends an earlier related work [Math. Oper. Res. 27 (2002) 272--293] and uses the so-called counter machine device as a reduction tool.Comment: Published in at http://dx.doi.org/10.1214/09-AAP597 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimization of Multiclass Queueing Networks: Polyhedral and Nonlinear Characterizations of Achievable Performance

We consider open and closed multiclass queueing networks with Poisson arrivals (in open networks), exponentially distributed class dependent service times, and with class dependent deterministic or probabilistic routing. For open networks, the performance objective is to minimize, over all sequencing and routing policies, a weighted sum of the expected response times of different classes. Using a powerful technique involving quadratic or higher order potential functions, we propose variants of a method to derive polyhedral and nonlinear spaces which contain the entire set of achievable response times under stable and preemptive scheduling policies. By optimizing over these spaces, we obtain lower bounds on achievable performance. In particular, we obtain a sequence of progressively more complicated nonlinear approximations (relaxations) which are progressively closer to the exact achievable space. In the special case of single station networks (multiclass queues and Klimov's model) and homogenous multiclass networks, our characterization gives exactly the achievable region. Consequently, the proposed method can be viewed as the natural extension of conservation laws to multiclass queueing networks. For closed networks, the performance objective is to maximize throughput. We similarly find polyhedral and nonlinear spaces that include the performance space and by maximizing over these spaces we obtain an upper bound on the optimal throughput. We check the tightness of our bounds by simulating heuristic scheduling policies for simple open networks and we find that the first order approximation of our method is at least as good as simulation-based existing methods. In terms of computational complexity and in contrast to simulation-based existing methods, the calculation of our first order bounds consists of solving a linear programming problem with both the number of variables and constraints being polynomial (quadratic) in the number of classes in the network. The i-th order approximation involves solving a convex programming problem in dimension O(Ri+l), where R is the number of classes in the network, which can be solved efficiently using techniques from semi-definite programming

Computing stationary probability distributions and large deviation rates for constrained random walks. The undecidability results

Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used for computing approximately the stationary distribution of this random walk, using methods developed by Meyn and Tweedie. In this paper we show that, for this type of random walks, computing the stationary probability exactly is an undecidable problem: no algorithm can exist to achieve this task. We then prove that computing large deviation rates for this model is also an undecidable problem. We extend these results to a certain type of queueing systems. The implication of these results is that no useful formulas for computing stationary probabilities and large deviations rates can exist in these systems

On the Stability of Isolated and Interconnected Input-Queued Switches under Multiclass Traffic

In this correspondence, we discuss the stability of scheduling algorithms for input-queueing (IQ) and combined input/output queueing (CIOQ) packet switches. First, we show that a wide class of IQ schedulers operating on multiple traffic classes can achieve 100 % throughput. Then, we address the problem of the maximum throughput achievable in a network of interconnected IQ switches and CIOQ switches loaded by multiclass traffic, and we devise some simple scheduling policies that guarantee 100 % throughput. Both the Lyapunov function methodology and the fluid modeling approach are used to obtain our results

Instability in Stochastic and Fluid Queueing Networks

The fluid model has proven to be one of the most effective tools for the analysis of stochastic queueing networks, specifically for the analysis of stability. It is known that stability of a fluid model implies positive (Harris) recurrence (stability) of a corresponding stochastic queueing network, and weak stability implies rate stability of a corresponding stochastic network. These results have been established both for cases of specific scheduling policies and for the class of all work conserving policies. However, only partial converse results have been established and in certain cases converse statements do not hold. In this paper we close one of the existing gaps. For the case of networks with two stations we prove that if the fluid model is not weakly stable under the class of all work conserving policies, then a corresponding queueing network is not rate stable under the class of all work conserving policies. We establish the result by building a particular work conserving scheduling policy which makes the associated stochastic process transient. An important corollary of our result is that the condition $\rho^*\leq 1$, which was proven in \cite{daivan97} to be the exact condition for global weak stability of the fluid model, is also the exact global rate stability condition for an associated queueing network. Here $\rho^*$ is a certain computable parameter of the network involving virtual station and push start conditions.Comment: 30 pages, To appear in Annals of Applied Probabilit

An efficient hybrid model and dynamic performance analysis for multihop wireless networks

Multihop wireless networks can be subjected to nonstationary phenomena due to a dynamic network topology and time varying traffic. However, the simulation techniques used to study multihop wireless networks focus on the steady-state performance even though transient or nonstationary periods will often occur. Moreover, the majority of the simulators suffer from poor scalability. In this paper, we develop an efficient performance modeling technique for analyzing the time varying queueing behavior of multihop wireless networks. The one-hop packet transmission (service) time is assumed to be deterministic, which could be achieved by contention-free transmission, or approximated in sparse or lightly loaded multihop wireless networks. Our model is a hybrid of time varying adjacency matrix and fluid flow based differential equations, which represent dynamic topology changes and nonstationary network queues, respectively. Numerical experiments show that the hybrid fluid based model can provide reasonably accurate results much more efficiently than standard simulators. Also an example application of the modeling technique is given showing the nonstationary network performance as a function of node mobility, traffic load and wireless link quality. © 2013 IEEE