Performance of the Gittins Policy in the G/G/1 and G/G/k, With and Without Setup Times

How should we schedule jobs to minimize mean queue length? In the preemptive M/G/1 queue, we know the optimal policy is the Gittins policy, which uses any available information about jobs' remaining service times to dynamically prioritize jobs. For models more complex than the M/G/1, optimal scheduling is generally intractable. This leads us to ask: beyond the M/G/1, does Gittins still perform well? Recent results indicate that Gittins performs well in the M/G/k, meaning that its additive suboptimality gap is bounded by an expression which is negligible in heavy traffic. But allowing multiple servers is just one way to extend the M/G/1, and most other extensions remain open. Does Gittins still perform well with non-Poisson arrival processes? Or if servers require setup times when transitioning from idle to busy? In this paper, we give the first analysis of the Gittins policy that can handle any combination of (a) multiple servers, (b) non-Poisson arrivals, and (c) setup times. Our results thus cover the G/G/1 and G/G/k, with and without setup times, bounding Gittins's suboptimality gap in each case. Each of (a), (b), and (c) adds a term to our bound, but all the terms are negligible in heavy traffic, thus implying Gittins's heavy-traffic optimality in all the systems we consider. Another consequence of our results is that Gittins is optimal in the M/G/1 with setup times at all loads.Comment: 41 page

Uniform Bounds for Scheduling with Job Size Estimates

We consider the problem of scheduling to minimize mean response time in M/G/1 queues where only estimated job sizes (processing times) are known to the scheduler, where a job of true size s has estimated size in the interval [? s, ? s] for some ? ? ? > 0. We evaluate each scheduling policy by its approximation ratio, which we define to be the ratio between its mean response time and that of Shortest Remaining Processing Time (SRPT), the optimal policy when true sizes are known. Our question: is there a scheduling policy that (a) has approximation ratio near 1 when ? and ? are near 1, (b) has approximation ratio bounded by some function of ? and ? even when they are far from 1, and (c) can be implemented without knowledge of ? and ?? We first show that naively running SRPT using estimated sizes in place of true sizes is not such a policy: its approximation ratio can be arbitrarily large for any fixed ? < 1. We then provide a simple variant of SRPT for estimated sizes that satisfies criteria (a), (b), and (c). In particular, we prove its approximation ratio approaches 1 uniformly as ? and ? approach 1. This is the first result showing this type of convergence for M/G/1 scheduling. We also study the Preemptive Shortest Job First (PSJF) policy, a cousin of SRPT. We show that, unlike SRPT, naively running PSJF using estimated sizes in place of true sizes satisfies criteria (b) and (c), as well as a weaker version of (a)