685 research outputs found
Asymptotic optimality of maximum pressure policies in stochastic processing networks
We consider a class of stochastic processing networks. Assume that the
networks satisfy a complete resource pooling condition. We prove that each
maximum pressure policy asymptotically minimizes the workload process in a
stochastic processing network in heavy traffic. We also show that, under each
quadratic holding cost structure, there is a maximum pressure policy that
asymptotically minimizes the holding cost. A key to the optimality proofs is to
prove a state space collapse result and a heavy traffic limit theorem for the
network processes under a maximum pressure policy. We extend a framework of
Bramson [Queueing Systems Theory Appl. 30 (1998) 89--148] and Williams
[Queueing Systems Theory Appl. 30 (1998b) 5--25] from the multiclass queueing
network setting to the stochastic processing network setting to prove the state
space collapse result and the heavy traffic limit theorem. The extension can be
adapted to other studies of stochastic processing networks.Comment: Published in at http://dx.doi.org/10.1214/08-AAP522 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse
We consider a queueing network in which there are constraints on which queues
may be served simultaneously; such networks may be used to model input-queued
switches and wireless networks. The scheduling policy for such a network
specifies which queues to serve at any point in time. We consider a family of
scheduling policies, related to the maximum-weight policy of Tassiulas and
Ephremides [IEEE Trans. Automat. Control 37 (1992) 1936--1948], for single-hop
and multihop networks. We specify a fluid model and show that fluid-scaled
performance processes can be approximated by fluid model solutions. We study
the behavior of fluid model solutions under critical load, and characterize
invariant states as those states which solve a certain network-wide
optimization problem. We use fluid model results to prove multiplicative state
space collapse. A notable feature of our results is that they do not assume
complete resource pooling.Comment: Published in at http://dx.doi.org/10.1214/11-AAP759 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Many-Sources Large Deviations for Max-Weight Scheduling
In this paper, a many-sources large deviations principle (LDP) for the
transient workload of a multi-queue single-server system is established where
the service rates are chosen from a compact, convex and coordinate-convex rate
region and where the service discipline is the max-weight policy. Under the
assumption that the arrival processes satisfy a many-sources LDP, this is
accomplished by employing Garcia's extended contraction principle that is
applicable to quasi-continuous mappings.
For the simplex rate-region, an LDP for the stationary workload is also
established under the additional requirements that the scheduling policy be
work-conserving and that the arrival processes satisfy certain mixing
conditions.
The LDP results can be used to calculate asymptotic buffer overflow
probabilities accounting for the multiplexing gain, when the arrival process is
an average of \emph{i.i.d.} processes. The rate function for the stationary
workload is expressed in term of the rate functions of the finite-horizon
workloads when the arrival processes have \emph{i.i.d.} increments.Comment: 44 page
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