Heavy traffic limit for a processor sharing queue with soft deadlines

This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The limit of this measure valued process is obtained under diffusion scaling and heavy traffic conditions and is characterized as a deterministic function of the limiting queue length process. As special cases, one obtains diffusion approximations for the lead time profile and the profile of times in queue. One also obtains a snapshot principle for sojourn times.Comment: Published at http://dx.doi.org/10.1214/105051607000000014 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Accuracy of state space collapse for earliest-deadline-first Queues

This paper presents a second-order heavy traffic analysis of a single server queue that processes customers having deadlines using the earliest-deadline-first scheduling policy. For such systems, referred to as real-time queueing systems, performance is measured by the fraction of customers who meet their deadline, rather than more traditional performance measures, such as customer delay, queue length or server utilization. To model such systems, one must keep track of customer lead times (the time remaining until a customer deadline elapses) or equivalent information. This paper reviews the earlier heavy traffic analysis of such systems that provided approximations to the system's behavior. The main result of this paper is the development of a second-order analysis that gives the accuracy of the approximations and the rate of convergence of the sequence of real-time queueing systems to its heavy traffic limit.Comment: Published at http://dx.doi.org/10.1214/105051605000000809 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Stability of preemptive EDF queueing networks

We show stability of preemptive, strictly subcritical EDF networks with Markovian routing. To this end, we prove that the associated fluid limits satisfy the first-in-system, first-out (FISFO) fluid model equations and thus, by an extension of a result of Bramson (2001), the corresponding fluid models are stable. We also demonstrate that in a preemptive multiclass EDF network, after a time large enough to process all the initial customers to completion, the maximal number of partially served customers in the system over a finite time horizon converges to zero in $L^1$ under fluid scaling

Diffusion limits for shortest remaining processing time queues

We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy traffic assumptions, we prove a diffusion limit theorem for a measure-valued state descriptor, from which we conclude a similar theorem for the queue length process. These results allow us to make some observations on the queue length optimality of SRPT. In particular, they provide the sharpest illustration of the well-known tension between queue length optimality and quality of service for this policy.Comment: 19 pages; revised, fixed typos. To appear in Stochastic System

A multidimensional singular stochastic control problem on a finite time horizon

A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique

Second order approximation for the customer time in queue distribution under the FIFO service discipline

A single server with one customer class, serviced by the FIFO protocol, is considered and the instantaneous time in the queue profile of the customers is investigated. We provide the second order approximation for the random measure describing the customer time in the queue distribution under heavy traffic conditions