1,580 research outputs found

    Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions

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    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

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    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

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    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 O(ϵ)O(\epsilon) of the optimal, for any ϵ>0\epsilon>0, 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 [O(ϵ),O(log(1/ϵ))][O(\epsilon), O(\log(1/\epsilon))] tradeoff for systems without prediction
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