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

Performance analysis of queueing networks via robust optimization

Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results that provide provable nonasymptotic upper and lower bounds on key performance measures. In this paper we propose a new performance analysis method, which is based on the robust optimization. The basic premise of our approach is as follows: rather than assuming that the stochastic primitives of a queueing model satisfy certain probability laws—such as i.i.d. interarrival and service times distributions—we assume that the underlying primitives are deterministic and satisfy the implications of such probability laws. These implications take the form of simple linear constraints, namely, those motivated by the law of the iterated logarithm (LIL). Using this approach we are able to obtain performance bounds on some key performance measures. Furthermore, these performance bounds imply similar bounds in the underlying stochastic queueing models. We demonstrate our approach on two types of queueing networks: (a) tandem single-class queueing network and (b) multiclass single-server queueing network. In both cases, using the proposed robust optimization approach, we are able to obtain explicit upper bounds on some steady-state performance measures. For example, for the case of TSC system we obtain a bound of the form C(1 – {rho})–1 ln ln((1 – {rho})–1) [C(1-p) superscript -1 ln ln ((1 - p) superscript -1)]on the expected steady-state sojourn time, where C is an explicit constant and {rho} is the bottleneck traffic intensity. This qualitatively agrees with the correct heavy traffic scaling of this performance measure up to the ln ln((1 – {rho})–1) [ln ln((1 - p) superscript -1)] correction factor.National Science Foundation (U.S.) (Grant DMI-0556106)National Science Foundation (U.S.) (Grant CMMI-0726733

Proportional switching in FIFO networks

We consider a family of discrete time multihop switched queueing networks where each packet movesalong a xed route. In this setting, BackPressure is the canonical choice of scheduling policy; this policy hasthe virtues of possessing a maximal stability region and not requiring explicit knowledge of tra c arrival rates.BackPressure has certain structural weaknesses because implementation requires information about each route,and queueing delays can grow super-linearly with route length. For large networks, where packets over manyroutes are processed by a queue, or where packets over a route are processed by many queues, these limitationscan be prohibitive.In this article, we introduce a scheduling policy for FIFO networks, the Proportional Scheduler, which isbased on the proportional fairness criterion. We show that, like BackPressure, the Proportional Scheduler hasa maximal stability region and does not require explicit knowledge of tra c arrival rates. The ProportionalScheduler has the advantage that information about the network's route structure is not required for scheduling,which substantially improves the policy's performance for large networks. For instance, packets can be routedwith only next-hop information and new nodes can be added to the network with only knowledge of thescheduling constraintsThe research of the rst author was partially supported by NSF grants DMS-1105668 and DMS-1203201. The research of the second author was partially supported by the Spanish Ministry of Economy and Competitiveness Grants MTM2013-42104-P via FEDER funds; he thanks the ICMAT (Madrid, Spain) Research Institute that kindly hosted him while developing this project