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Stability Of Queueing Networks And Scheduling Policies
 IEEE Transactions on Automatic Control
, 1995
"... Usually, the stability of queueing networks is established by explicitly determining the invariant distribution. However, outside of the narrow class of queueing networks possessing a product form solution, such explicit solutions are rare, and consequently little is known concerning stability too. ..."
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Cited by 132 (16 self)
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Usually, the stability of queueing networks is established by explicitly determining the invariant distribution. However, outside of the narrow class of queueing networks possessing a product form solution, such explicit solutions are rare, and consequently little is known concerning stability too. We develop here a programmatic procedure for establishing the stability of queueing networks and scheduling policies. The method uses linear or nonlinear programming to determine what is an appropriate quadratic functional to use as a Lyapunov function. If the underlying system is Markovian, our method establishes not only positive recurrence and the existence of a steadystate probability distribution, but also the geometric convergence of an exponential moment. We illustrate this method on several example problems. For an example of an open reentrant line, we show that all stationary nonidling policies are stable for all load factors less than one. This includes the well known First Com...
Stability and Convergence of Moments for Multiclass Queueing Networks via Fluid Limit Models
 IEEE Transactions on Automatic Control
, 1995
"... The subject of this paper is open multiclass queueing networks, which are common models of communication networks, and complex manufacturing systems such as wafer fabrication facilities. We provide sufficient conditions for the existence of bounds on longrun average moments of the queue lengths at ..."
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Cited by 117 (37 self)
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The subject of this paper is open multiclass queueing networks, which are common models of communication networks, and complex manufacturing systems such as wafer fabrication facilities. We provide sufficient conditions for the existence of bounds on longrun average moments of the queue lengths at the various stations, and we bound the rate of convergence of the mean queue length to its steady state value. Our work provides a solid foundation for performance analysis either by analytical methods or by simulation. These results are applied to several examples including reentrant lines, generalized Jackson networks, and a general polling model as found in computer networks applications. Keywords: Multiclass queueing networks, ergodicity, general state space Markov processes, polling models, generalized Jackson networks, stability, performance analysis. 1 Introduction The subject of this paper is open multiclass queueing networks, which are models of complex systems such as wafer fabri...
Maximum pressure policies in stochastic processing networks
, 2005
"... Complex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and largescale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of s ..."
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Cited by 71 (6 self)
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Complex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and largescale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of such systems. LPbased planning is critical in setting a medium range or longterm goal for many systems, but it does not translate into a daytoday operational policy that must deal with discreteness of jobs and the randomness of the processing environment. A stochastic processing network, advanced by J. Michael Harrison (2000, 2002, 2003), is a system that takes inputs of materials of various kinds and uses various processing resources to produce outputs of materials of various kinds. Such a network provides a powerful abstraction of a wide range of realworld systems. It provides highfidelity stochastic models in diverse economic sectors including manufacturing, service, and information technology. We propose a family of maximum pressure service policies for dynamically allocating service capacities in a stochastic processing network. Under a mild assumption on network structure, we prove that a network operating under a maximum pressure policy achieves maximum throughput predicted by LPs. These policies are semilocal in the sense that each
Duality And Linear Programs For Stability And Performance Analysis Of Queueing Networks And Scheduling Policies
 IEEE Transactions on Automatic Control
, 1996
"... We consider the problems of performance analysis and stability/instability determination of queueing networks and scheduling policies. We exhibit a strong duality relationship between the performance of a system, and its stability analysis via mean drift. We obtain a variety of linear programs to co ..."
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Cited by 64 (27 self)
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We consider the problems of performance analysis and stability/instability determination of queueing networks and scheduling policies. We exhibit a strong duality relationship between the performance of a system, and its stability analysis via mean drift. We obtain a variety of linear programs to conduct such stability and performance analyses. A certain LP, called the Performance LP, bounds the performance of all stationary nonidling scheduling policies. If it is bounded, then its dual, called the Drift LP, has a feasible solution, which is a copositive matrix. The quadratic form associated with this copositive matrix has a negative drift, allowing us to conclude that all stationary nonidling scheduling policies are stable in the very strong sense of having a geometrically converging exponential moment. Some systems satisfy an auxiliary set of linear constraints. Examples are systems operating under some special scheduling policies such as buffer priority policies, or systems incorp...
Sequencing and routing in multiclass queueing networks part I: Feedback regulation
 SIAM J. Control Optim
"... Abstract. Part II continues the development of policy synthesis techniques for multiclass queueing networks based upon a linear fluid model. The following are shown: (i) A relaxation of the fluid model based on workload leads to an optimization problem of lower dimension. An analogous workloadrelax ..."
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Cited by 56 (12 self)
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Abstract. Part II continues the development of policy synthesis techniques for multiclass queueing networks based upon a linear fluid model. The following are shown: (i) A relaxation of the fluid model based on workload leads to an optimization problem of lower dimension. An analogous workloadrelaxation is introduced for the stochastic model. These relaxed control problems admit pointwise optimal solutions in many instances. (ii) A translation to the original fluid model is almost optimal, with vanishing relative error as the networkload ρ approaches one. It is pointwise optimal after a short transient period, provided a pointwise optimal solution exists for the relaxed control problem. (iii) A translation of the optimal policy for the fluid model provides a policy for the stochastic networkmodel that is almost optimal in heavy traffic, over all solutions to the relaxed stochastic model, again with vanishing relative error. The regret is of order  log(1 − ρ).
Performance Evaluation and Policy Selection in Multiclass Networks
, 2002
"... This paper concerns modelling and policy synthesis for regulation of multiclass queueing networks. A 2parameter network model is introduced to allow independent modelling of variability and mean processingrates, while maintaining simplicity of the model. Policy synthesis is based on consideration ..."
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Cited by 46 (26 self)
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This paper concerns modelling and policy synthesis for regulation of multiclass queueing networks. A 2parameter network model is introduced to allow independent modelling of variability and mean processingrates, while maintaining simplicity of the model. Policy synthesis is based on consideration of more tractable workload models, and then translating a policy from this abstraction to the discrete network of interest. Translation is made possible through the use of safetystocks that maintain feasibility of workload trajectories. This is a wellknown approach in the queueing theory literature, and may be viewed as a generic approach to avoid deadlock in a discreteevent dynamical system. Simulation is used to evaluate a given policy, and to tune safetystock levels. These simulations are accelerated through a variance reduction technique that incorporates stochastic approximation to tune the variance reduction. The search for appropriate safetystock levels is coordinated through a cutting plane algorithm. Both the policy synthesis and the simulation acceleration rely heavily on the development of approximations to the value function through fluid model considerations.
Validity of heavy traffic steadystate approximations in open queueing networks
, 2006
"... We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavytraffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a reflected Brownian motion (RBM) in the orthant, as the traffic ..."
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Cited by 43 (7 self)
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We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavytraffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a reflected Brownian motion (RBM) in the orthant, as the traffic intensity approaches unity. However, barring simple instances, it is still not known whether the stationary distribution of RBM provides a valid approximation for the steadystate of the original network. In this paper we resolve this open problem by proving that the rescaled stationary distribution of the GJN converges to the stationary distribution of the RBM, thus validating a socalled “interchangeoflimits” for this class of networks. Our method of proof involves a combination of Lyapunov function techniques, strong approximations and tail probability bounds that yield tightness of the sequence of stationary distributions of the GJN.
SelfControl of Traffic Lights and Vehicle Flows in Urban Road Networks
, 2008
"... Based on fluiddynamic and manyparticle (carfollowing) simulations of traffic flows in (urban) networks, we study the problem of coordinating incompatible traffic flows at intersections. Inspired by the observation of selforganized oscillations of pedestrian flows at bottlenecks [D. Helbing and P ..."
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Cited by 42 (11 self)
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Based on fluiddynamic and manyparticle (carfollowing) simulations of traffic flows in (urban) networks, we study the problem of coordinating incompatible traffic flows at intersections. Inspired by the observation of selforganized oscillations of pedestrian flows at bottlenecks [D. Helbing and P. Molnár, Phys. Rev. E 51 (1995) 4282–4286], we propose a selforganization approach to traffic light control. The problem can be treated as multiagent problem with interactions between vehicles and traffic lights. Specifically, our approach assumes a prioritybased control of traffic lights by the vehicle flows themselves, taking into account shortsighted anticipation of vehicle flows and platoons. The considered local interactions lead to emergent coordination patterns such as “green waves ” and achieve an efficient, decentralized traffic light control. While the proposed selfcontrol adapts flexibly to local flow conditions and often leads to noncyclical switching patterns with changing service sequences of different traffic flows, an almost periodic service may evolve under certain conditions and suggests the existence of a spontaneous synchronization of traffic lights despite the varying delays due to variable vehicle queues and travel times. The selforganized traffic light control is based on an optimization and a stabilization rule, each of which performs poorly at high utilizations of the road network, while their proper combination reaches a superior performance. The result is a considerable reduction not only in the average travel times, but also of their variation. Similar control approaches could be applied to the coordination of logistic and production processes.
Value Iteration and Optimization of Multiclass Queueing Networks
 Queueing Systems
, 1997
"... . This paper considers in parallel the scheduling problem for multiclass queueing networks, and optimization of Markov decision processes. It is shown that the value iteration algorithm may perform poorly when the algorithm is not initialized properly. The most typical case where the initial value f ..."
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Cited by 42 (12 self)
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. This paper considers in parallel the scheduling problem for multiclass queueing networks, and optimization of Markov decision processes. It is shown that the value iteration algorithm may perform poorly when the algorithm is not initialized properly. The most typical case where the initial value function is taken to be zero may be a particularly bad choice. In contrast, if the value iteration algorithm is initialized with a stochastic Lyapunov function, then the following hold (i): A stochastic Lyapunov function exists for each intermediate policy, and hence each policy is regular (a strong stability condition). (ii): Intermediate costs converge to the optimal cost. (iii): Any limiting policy is average cost optimal. It is argued that a natural choice for the initial value function is the value function for the associated deterministic control problem based upon a fluid model, or the approximate solution to Poisson's equation obtained from the LP of Kumar and Meyn. Numerical studi...
Piecewise Linear Test Functions for Stability and Instability of Queueing Networks
 Queueing Systems
"... We develop the use of piecewise linear test functions for the analysis of stability of multiclass queueing networks and their associated fluid limit models. It is found that if an associated LP admits a positive solution, then a Lyapunov function exists. This implies that the fluid limit model is ..."
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Cited by 41 (3 self)
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We develop the use of piecewise linear test functions for the analysis of stability of multiclass queueing networks and their associated fluid limit models. It is found that if an associated LP admits a positive solution, then a Lyapunov function exists. This implies that the fluid limit model is stable and hence that the network model is positive Harris recurrent with a finite polynomial moment. Also, it is found that if a particular LP admits a solution, then the network model is transient. Running head : Stability and Instability of Queueing Networks Keywords : Multiclass queueing networks, ergodicity, stability, performance analysis. 1 Introduction It has generally been taken for granted in queueing theory that stability of a network is guaranteed so long as the overall traffic intensity is less than unity and in recent years there has been much analysis which supports this belief for special classes of systems, such as single class queueing networks (see Borovkov [2], Sig...