1,580 research outputs found
Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
Multiclass open queueing networks find wide applications in communication,
computer and fabrication networks. Often one is interested in steady-state
performance measures associated with these networks. Conceptually, under mild
conditions, a regenerative structure exists in multiclass networks, making them
amenable to regenerative simulation for estimating the steady-state performance
measures. However, typically, identification of a regenerative structure in
these networks is difficult. A well known exception is when all the
interarrival times are exponentially distributed, where the instants
corresponding to customer arrivals to an empty network constitute a
regenerative structure. In this paper, we consider networks where the
interarrival times are generally distributed but have exponential or heavier
tails. We show that these distributions can be decomposed into a mixture of
sums of independent random variables such that at least one of the components
is exponentially distributed. This allows an easily implementable embedded
regenerative structure in the Markov process. We show that under mild
conditions on the network primitives, the regenerative mean and standard
deviation estimators are consistent and satisfy a joint central limit theorem
useful for constructing asymptotically valid confidence intervals. We also show
that amongst all such interarrival time decompositions, the one with the
largest mean exponential component minimizes the asymptotic variance of the
standard deviation estimator.Comment: A preliminary version of this paper will appear in Proceedings of
Winter Simulation Conference, Washington, DC, 201
A Stochastic Resource-Sharing Network for Electric Vehicle Charging
We consider a distribution grid used to charge electric vehicles such that
voltage drops stay bounded. We model this as a class of resource-sharing
networks, known as bandwidth-sharing networks in the communication network
literature. We focus on resource-sharing networks that are driven by a class of
greedy control rules that can be implemented in a decentralized fashion. For a
large number of such control rules, we can characterize the performance of the
system by a fluid approximation. This leads to a set of dynamic equations that
take into account the stochastic behavior of EVs. We show that the invariant
point of these equations is unique and can be computed by solving a specific
ACOPF problem, which admits an exact convex relaxation. We illustrate our
findings with a case study using the SCE 47-bus network and several special
cases that allow for explicit computations.Comment: 13 pages, 8 figure
When Backpressure Meets Predictive Scheduling
Motivated by the increasing popularity of learning and predicting human user
behavior in communication and computing systems, in this paper, we investigate
the fundamental benefit of predictive scheduling, i.e., predicting and
pre-serving arrivals, in controlled queueing systems. Based on a lookahead
window prediction model, we first establish a novel equivalence between the
predictive queueing system with a \emph{fully-efficient} scheduling scheme and
an equivalent queueing system without prediction. This connection allows us to
analytically demonstrate that predictive scheduling necessarily improves system
delay performance and can drive it to zero with increasing prediction power. We
then propose the \textsf{Predictive Backpressure (PBP)} algorithm for achieving
optimal utility performance in such predictive systems. \textsf{PBP}
efficiently incorporates prediction into stochastic system control and avoids
the great complication due to the exponential state space growth in the
prediction window size. We show that \textsf{PBP} can achieve a utility
performance that is within of the optimal, for any ,
while guaranteeing that the system delay distribution is a
\emph{shifted-to-the-left} version of that under the original Backpressure
algorithm. Hence, the average packet delay under \textsf{PBP} is strictly
better than that under Backpressure, and vanishes with increasing prediction
window size. This implies that the resulting utility-delay tradeoff with
predictive scheduling beats the known optimal tradeoff for systems without prediction
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