Asymptotic analysis for closed multiclass queueing networks in critical usage

We consider a class of closed multiclass queueing networks containing First-Come-First-Serve (FCFS) and Infinite Server (IS) stations. These networks have a productform solution for their equilibrium probabilities. We study these networks in an asymptotic regime for which the number of customers and the service rates at the FCFS stations go to infinity with the same order. We assume that the regime is in critical usage, whereby the utilizations of the FCFS servers slowly approach one. The asymptotic distribution of the normalized queue lengths is shown to be in many cases a truncated multivariate normal distribution. Traffic conditions for which the normalized queue lengths arealmost asymptotically independent are determined. Asymptotic expansions of utilizations and expected queue lengths are presented. We show through an example how to obtain asymptotic expansions of performance measures when the networks are in mixed usage and how to apply the results to networks with finite data.Supported partially by NSF grant NCR93-04601.     

Limit non-stationary behavior of large closed queueing networks with bottlenecks

In this paper martingales methods are applied for analyzing limit non-stationary behavior of the queue length processes in closed Jackson queueing networks with a single class consisting of a large number of customers, a single infinite server queue, and a fixed number of single server queues with large state independent service rates. It is assumed that one of the single server nodes forms a bottleneck. For the non-bottleneck nodes we show that the queue length distribution at timet converges in generalized sense to the stationary distribution of the M/M/1 queue whose parameters explicitly depend ont. For the bottleneck node a diffusion approximation with reflection is proved in the moderate usage regime while fluid and Gaussian diffusion approximations are established for the heavy usage regime.     

Optimal empty vehicle repositioning and fleet-sizing for two-depot service systems

This paper considers the problem of determining optimal control policies for empty vehicle repositioning and fleet-sizing in a two-depot service system with uncertainties in loaded vehicle arrival at depots and repositioning times for empty vehicles in the fleet. The objective is to minimise the sum of the costs incurred by vehicle maintenance, empty vehicle repositioning and vehicle leasing. A novel integrated model is presented. The optimal empty repositioning policy for a particular fleet size is shown to be of the threshold control type. The explicit form of the cost function under such threshold controls is obtained. The optimal threshold values and fleet-size are then derived. Numerical examples are given to demonstrate the results.     

On the optimal control of a single-server queueing system: Comment

In a recent paper by Scott and Jefferson, the optimal control of the service rate for a single-server queue with limited waiting space is treated by the maximum principle. We show that their control policies are necessarily suboptimal. Characterizations for optimal control are derived and used to obtain corresponding optimal trajectories in both nonsingular and singular regions.     

Deadlock properties of queueing networks with finite capacities and multiple routing chains

Blocking in queueing network models with finite capacities can lead to deadlock situations. In this paper, deadlock properties are investigated in queueing networks with multiple routing chains. The necessary and sufficient conditions for deadlockfree queueing networks with blocking are provided. An optimization algorithm is presented for finding deadlock-free capacity assignments with the least total capacity. The optimization algorithm maps the queueing network into a directed graph and obtains the deadlock freedom conditions from a specified subset of cycles in the directed graph. In certain network topologies, the number of deadlock freedom conditions can be large, thus, making any optimization computationally expensive. For a special class of topologies, so-calledtandem networks, it is shown that a minimal capacity assignment can be directly obtained without running an optimization algorithm. Here, the solution to the minimal capacity assignment takes advantage of the regular topology of tandem networks.This work was supported by the National Science Foundation under Grant No. CCR-90-11981.     

Simple bounds for closed queueing networks

Consider a closed Jackson type network in which each queue has a single exponential server. Assume that N customers are moving among k queues. We establish simple closed form bounds on the network throughput (both lower and upper), which are sharper than those that are currently available. Numerical evaluation indicates that the improvements are significant.     

Analysis of a queueing system with a general service scheduling function,with applications to telecommunication network traffic control

In this paper we analyze a queueing system with a general service scheduling function. There are two types of customer with different service requirements. The service order for customers of each type is determined by the service scheduling function α_k(i, j) where α_k(i, j) is the probability for type-k customer to be selected when there are i type-1 and j type-2 customers. This model is motivated by traffic control to support traffic streams with different traffic characteristics in telecommunication networks (in particular, ATM networks). By using the embedded Markov chain and supplementary variable methods, we obtain the queue-length distribution as well as the loss probability and the mean waiting time for each type of customer. We also apply our model to traffic control to support diverse traffics in telecommunication networks. Finally, the performance measures of the existing diverse scheduling policies are compared. We expect to help the system designers select appropriate scheduling policy for their systems.     

Convergence to equilibria for fluid models of FIFO queueing networks

The qualitative behavior of open multiclass queueing networks is currently a topic of considerable activity. An important goal is to formulate general criteria for when such networks possess equilibria, and to characterize these equilibria when possible. Fluid models have recently become an important tool for such purposes. We are interested here in a family of such models, FIFO fluid models of Kelly type. That is, the discipline is first-in, first-out, and the service rate depends only on the station. To study such models, we introduce an entropy function associated with the state of the system. The corresponding estimates show that if the traffic intensity function is at most 1, then such fluid models converge exponentially fast to equilibria with fixed concentrations of customer types throughout each queue. When the traffic intensity function is strictly less than 1, the limit is always the empty state and occurs after a finite time. A consequence is that generalized Kelly networks with traffic intensity strictly less than 1 are positive Harris recurrent, and hence possess unique equilibria.1991Mathematics Subject Classification, 60K25, 68M20, 90B10. Partially supported by NSF Grant DMS-93-00612.     

Convergence to equilibria for fluid models of head-of-the-line proportional processor sharing queueing networks

Fluid models have recently become an important tool for the study of open multiclass queueing networks. We are interested in a family of such models, which we refer to as head-of-the-line proportional processor sharing (HLPPS) fluid models. Here, the fraction of time spent serving a class present at a station is proportional to the quantity of the class there, with all of the service going into the first customer of each class. To study such models, we employ an entropy function associated with the state of the system. The corresponding estimates show that if the traffic intensity function is at most 1, then such fluid models converge exponentially fast to equilibria. When the traffic intensity function is strictly less than 1, the limit is always the empty state and occurs after a finite time. A consequence is that generalized HLPPS networks with traffic intensity strictly less than 1 are positive Harris recurrent. Related results for FIFO fluid models of Kelly type were obtained in Bramson [4].Partially supported by NSF Grants DMS-93-00612 and DMS-93-04580. The paper was written while the author was in residence at the Institute for Advanced Study.     

On the validity and utility of queueing models of human service systems

Based on observations made during an extensive study of police patrol operations in New York City, we examine the issues of the validity and utility of queueing models of service systems in which adaptive behavior by the (human) customers or servers is likely. We find that in addition to depending on the technical accuracy of its assumptions, the accuracy of such a model will also depend upon the level of managerial control of the system and adequacy of resources. We recommend that queueing models of human service systems be used in a normative fashion and incorporated in the management feedback loop.     

Analysis of optimal and nearly optimal sequencing policies for a closed queueing network

We analyze sequencing policies designed to most effectively utilize the resources of a closed queueing network representation of a manufacturing system. A continuous time Markov decision process formulation is used to compare the performance of optimal sequencing policies and a heuristic developed by analyzing a heavy traffic approximation of the system.     

Asymptotic analysis for closed multichain queueing networks with bottlenecks

We consider a two-chain exponential queueing network with a large number of customers that consists of one infinite-server (IS) station and two processor-sharing (PS) or FCFS single-server stations. The asymptotic behavior of the partition function is studied for such a network when one or both PS (FCFS) nodes are heavily loaded. The results are derived using methods of multidimensional complex analysis (the theory of homologies and residues) and the saddle-point method.     

Instability of FIFO in a simple queueing system with arbitrarily low loads

We show, using a simple example, that the First-In-First-Out (FIFO) policy can be unstable in a system with arbitrarily low load. Our proof is based on the observation that the special structure of the example we use allows us to establish stability using a much simpler queueing system.     

Bottleneck analysis in multiclass closed queueing networks and its application

Asymptotic behavior of queues is studied for large closed multi-class queueing networks consisting of one infinite server station with K classes and M processor sharing (PS) stations. A simple numerical procedure is derived that allows us to identify all bottleneck PS stations. The bottleneck station is defined asymptotically as the station where the number of customers grows proportionally to the total number of customers in the network, as the latter increases simultaneously with service rates at PS stations. For the case when K=M=2, the set of network parameters is identified that corresponds to each of the three possible types of behavior in heavy traffic: both PS stations are bottlenecks, only one PS station is a bottleneck, and a group of two PS stations is a bottleneck while neither PS station forms a bottleneck by itself. In the last case both PS stations are equally loaded by each customer class and their individual queue lengths, normalized by the large parameter, converge to uniformly distributed random variables. These results are directly generalized for arbitrary K=M. Generalizations for K≠M are also indicated. The case of two bottlenecks is illustrated by its application to the problem of dimensioning bandwidth for different data sources in packet-switched communication networks. An engineering rule is provided for determining the link rates such that a service objective on a per-class throughput is satisfied. This revised version was published online in June 2006 with corrections to the Cover Date.     

Diffusion approximations for open queueing networks with service interruptions

This paper establishes functional central limit theorems describing the heavy-traffic behavior of open single-class queueing networks with service interruptions. In particular, each station has a single server which is alternatively up and down. There are two treatments of the up and down times. The first treatment corresponds to fixed up and down times and leads to a reflected Brownian motion, just as when there are no service interruptions, but with different parameters. To represent long rare interruptions, the second treatment has growing up and down times with the up and down times being of ordern andn ^1/2, respectively, when the traffic intensities are of order 1-n^–1/2. In this case we establish convergence in the SkorohodM ₁ topology to a multidimensional reflection of multidimensional Brownian motion plus a multidimensional jump process.     

A survey of product form queueing networks with blocking and their equivalences

Queueing network models have been extensively used to represent and analyze resource sharing systems, such as production, communication and information systems. Queueing networks with blocking are used to represent systems with finite capacity resources and with resource constraints. Different blocking mechanisms have been defined and analyzed in the literature to represent distinct behaviors of real systems with limited resources. Exact product form solutions of queueing networks with blocking have been derived, under special constraints, for different blocking mechanisms. In this paper we present a survey of product form solutions of queueing networks with blocking and equivalence properties among different blocking network models. By using such equivalences we can extend product form solutions to queueing network models with different blocking mechanisms. The equivalence properties include relationships between open and closed product form queueing networks with different blocking mechanisms.This work has been partially supported by CNR Project Research Funds Progetto Finalizzato Sistemi Informatici e Calcolo Parallelo and by MURST Project Research Funds Performability hw/sw di sistemi distribuiti e paralleli.     

On a class of approximations for closed queueing networks

This paper presents some analytical results concerning an approximation procedure for closed queueing networks. The procedure is well-known and has been found useful for product-form networks where large numbers of queues, jobs or job classes prohibit an exact analysis, as well as for networks which do not possess product-form. The procedure represents the mean sojourn time at a queue as a function of the throughput of the queue, and derives a set of fixed point equations for the throughputs of the various job classes. We begin by showing that under a mild regularity condition the fixed point equations have a unique solution. Then we show that derivatives of performance measures can be readily calculated, and that their simple form provides an interesting insight into capacity allocation in closed queueing networks.This work was supported in part by the Nuffield Foundation     

Boundary value methods for transient solutions of queueing networks with variant vacation policy

Boundary value methods are applied to find transient solutions of M/M/2$M/M/2$ queueing systems with two heterogeneous servers under a variant vacation policy. An iterative method is employed to solve the resulting large linear system and a Crank–Nicolson preconditioner is used to accelerate the convergence. Numerical results are presented to demonstrate the efficiency of the proposed method.     

Estimation for a class of simple queueing networks

Maximum likelihood estimators of the parameters of an open Jackson network are derived, and their joint asymptotic normality is established. The problem of estimation for tandem queues is discussed as a special case of the Jackson system. These results are valid when the system is not necessarily in equilibrium.     

闭排队网络中性能势与无穷小实现因子之间的关系

In this paper,the concept of the infinitesimal realization factor is extended to the parameter-dependent performance functions in closed queueing networks. Then the concepts of realization matrix (its elements are called realization factors) and performance potential are introduced,and the relations between infinitesimal realization factors and these two quantities are discussed. This provides a united framework for both IPA and non IPA approaches. Finally,another physical meaning of the service rate is given.