Product form stationary distributions for queueing networks with blocking and rerouting

In this paper we study Markovian queueing networks in which the service and the routing characteristics have a particular form which leads to a product form stationary distribution for the number of customers in the various queues of the network. We show that if certain transitions are prohibited due to blocking conditions, then the form of the stationary distribution is preserved under a certain rerouting protocol. Several examples are presented which illustrate the wide applicability of the model. This revised version was published online in June 2006 with corrections to the Cover Date.     

Approximate analysis of arbitrary configurations of open queueing networks with blocking

An algorithm for analyzing approximately open exponential queueing networks with blocking is presented. The algorithm decomposes a queueing network with blocking into individual queues with revised capacity, and revised arrival and service processes. These individual queues are then analyzed in isolation. Numerical experience with this algorithm is reported for three-node and four-node queueing networks. The approximate results obtained were compared against exact numerical data, and they seem to have an acceptable error level.Supported in part by a grant from CAIP Center, Rutgers University.Supported in part by the National Science Foundation under Grant DCR-85-02540.     

Bounding blocking probabilities and throughput in queueing networks with buffer capacity constraints

We propose a new technique for upper and lower bounding of the throughput and blocking probabilities in queueing networks with buffer capacity constraints, i.e., some buffers in the network have finite capacity. By studying the evolution of multinomials of the state of the system in its assumed steady state, we obtain constraints on the possible behavior of the system. Using these constraints, we obtain linear programs whose values upper and lower bound the performance measures of interest, namely throughputs or blocking probabilities. The main advantages of this new technique are that the computational complexity does not increase with the size of the finite buffers and that the technique is applicable to systems in which some buffers have infinite capacity. The technique is demonstrated on examples taken from both manufacturing systems and communication networks. As a special case, for the M/M/s/s queue, we establish the asymptotic exactness of the bounds, i.e., that the bounds on the blocking probability asymptotically approach the exact value as the degree of the multinomials considered is increased to infinity. This revised version was published online in June 2006 with corrections to the Cover Date.     

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.     

An analytic finite capacity queueing network model capturing the propagation of congestion and blocking

Analytic queueing network models often assume infinite capacity queues due to the difficulty of grasping the between-queue correlation. This correlation can help to explain the propagation of congestion. We present an analytic queueing network model which preserves the finite capacity of the queues and uses structural parameters to grasp the between-queue correlation. Unlike pre-existing models it maintains the network topology and the queue capacities exogenous. Additionally, congestion is directly modeled via a novel formulation of the state space of the queues which explicitly captures the blocking phase. The model can therefore describe the sources and effects of congestion.     

Approximate mean value performance analysis of cyclic queueing networks with production blocking

A simple approximation method is developed for performance analysis of exponential cyclic queues with production blocking. With a modified Arrival Instant Theorem to cater for finite queue capacity, a set of equations involving the mean values of performance measures are established and an efficient algorithm is proposed. Numerical experiments show that the approximation method is very efficient in providing results with good accuracy.     

A decomposition-related throughput property of tandem queueing networks with blocking

A general throughput property of tandem queueing networks with blocking that relates existing decomposition methods to throughput bounds is discussed using the sample path approach.     

Closed queueing networks with batch services

In this paper we study queueing networks which allow multiple changes at a given time. The model has a natural application to discrete-time queueing networks but describes also queueing networks in continuous time. It is shown that product-form results which are known to hold when there are single changes at a given instant remain valid when multiple changes are allowed.     

A general formulation for mean-value analysis in product-form batch-movement queueing networks

A number of recent papers have shown that many classes of queueing networks with batches of customers served and routed through the network have equilibrium distributions which factorise into product forms over the nodes of the network. In this paper we demonstrate how such networks are amenable to a mean-value analysis which generalises that used for single-movement networks.Since product-form stochastic Petri nets (SPNs) can be viewed as batch-movement queueing networks, our algorithm is also applicable to their analysis.     

Features of some discrete-time cyclic queueing networks

A class of discrete-time closed cyclic networks is analyzed, where queues at each node have ample waiting room and have independent geometric service times with possibly unequal means. If each node has a single server or if there are sufficiently many parallel servers at each node to accommodate all jobs, equilibrium vectors of product form are obtained. For some other cases, equilibrium vectors of product form need not exist. For the single-server model, a normalization constant is computed and used to determine the queue-length distribution at a node.     

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.     

Exact analysis of queueing networks with multiple job classes and blocking-after-service

Two models of closed queueing networks with blocking-after-service and multiple job classes are analyzed. The first model is a network withN stations and each station has either type II or type III. The second model is a star-like queueing network, also called a central server model, in which the stations may have either type I or type IV, with the condition that the neighbors of these stations must be of type II or type III such that blocking will be caused only by this set of station types. Exact product form solutions are obtained for the equilibrium state probabilities in both models. Formulae for performance measures such as throughput and the mean number of jobs are also derived.This work was supported by the National Science Foundation (NSF) under Grant No. CCR-90-11981.     

A class of hierarchical queueing networks and their analysis

Queueing networks are an adequate model type for the analysis of complex system behavior. Most of the more realistic models are rather complex and do not fall into the easy solvable class of product form networks. Those models have to be analyzed by numerical solution of the underlying Markov chain and/or approximation techniques including simulation. In this paper a class of hierarchically structured queueing networks is considered and it is shown that the hierarchical model structure is directly reflected in the state space and the generator matrix of the underlying Markov chain. Iterative solution techniques for stationary and transient analysis can be modified to make use of the model structure and allow an efficient numerical analysis of large, up to now not solvable queueing networks.     

Structure-reversibility and departure functions of queueing networks with batch movements and state dependent routing

We consider characterizations of departure functions in Markovian queueing networks with batch movements and state-dependent routing in discrete-time and in continuous-time. For this purpose, the notion of structure-reversibility is introduced, which means that the time-reversed dynamics of a queueing network corresponds with the same type of queueing network. The notion is useful to derive a traffic equation. We also introduce a multi-source model, which means that there are different types of outside sources, to capture a wider range of applications. Characterizations of the departure functions are obtained for any routing mechanism of customers satisfying a recurrent condition. These results give a unified view to queueing network models with linear traffic equations. Furthermore, they enable us to consider new examples as well as show limited usages of this kind of queueing networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

Allocation of buffer capacities in queueing networks with arbitrary topologies

Two algorithms are developed to allocateM buffers toN service stations connected arbitrarily in a feed-forward manner. All service times and the interarrival times are assumed to be exponentially distributed. Both methodologies are easy-to-use tools to explore alternative buffer storage configurations and parameter settings during the initial design stages of production systems, communications networks, and flexible manufacturing systems.This research was done while the author was on a sabbatical leave of absence at North Carolina State University, Raleigh, North Carolina.     

M/G/1 retrial queueing systems with two types of calls and finite capacity

We consider anM/G/1 priority retrial queueing system with two types of calls which models a telephone switching system and a cellular mobile communication system. In the case that arriving calls are blocked due to the server being busy, type I calls are queued in a priority queue of finite capacityK whereas type II calls enter the retrial group in order to try service again after a random amount of time. In this paper we find the joint generating function of the numbers of calls in the priority queue and the retrial group in closed form. When ₁=0, it is shown that our results are consistent with the known results for a classical retrial queueing system.     

Symmetry property of the throughput in closed tandem queueing networks with finite buffers

In this paper we consider closed tandem queueing networks with finite buffers and blocking before service. With this type of blocking, a server is allowed to start processing a job only if there is an empty space in the next buffer. It was recently conjectured that the throughput of such networks is symmetrical with respect to the population of the network. That is, the throughput of the network with population N is the same as that with population C − N, where C is the total number of buffer spaces in the network. The main purpose of this paper is to prove this result in the case where the service time distributions are of phase type (PH-distribution). The proof is based on the comparison of the sample paths of the network with populations N and C − N. Finally, we also show that this symmetry property is related to a reversibility property of this class of networks.     

On the characterization of departure rules for discrete-time queueing networks with batch movements and its applications

This paper supplements and generalizes the results of sawa [11] in this special issue from the viewpoint of discrete-time networks of queues with batch arrivals and batch departures, due to Henderson and Taylor [7]. We first note that the D-rule of sawa [11] is equivalent to the specific form for the release rate function, introduced in [7]. Such forms have widely appeared in the literature, too. sawa [11] found that the D-rule can be characterized in terms of the reversed-time process of a certain vector-valued process. He obtained this characterization for a single node model. We generalize this result for networks of queues with batch arrivals and batch departures. This reveals why the specific form of the release rate function is common in the literature. Furthermore, the characterization is useful to consider traffic flows in a discrete-time queueing network.This research is partially supported by NEC C&C Laboratories.     

Product form in networks of queues with batch arrivals and batch services

A product form equilibrium distribution is derived for a class of queueing networks in either discrete or continuous time, in which multiple customers arrive simultaneously and batches of customers complete service simultaneously.     

A heavy traffic limit theorem for a class of open queueing networks with finite buffers

We consider a queueing network of d single server stations. Each station has a finite capacity waiting buffer, and all customers served at a station are homogeneous in terms of service requirements and routing. The routing is assumed to be deterministic and hence feedforward. A server stops working when the downstream buffer is full. We show that a properly normalized d-dimensional queue length process converges in distribution to a fd-dimensional semimartingale reflecting Brownian motion (RBM) in a d-dimensional box under a heavy traffic condition. The conventional continuous mapping approach does not apply here because the solution to our Skorohod problem may not be unique. Our proof relies heavily on a uniform oscillation result for solutions to a family of Skorohod problems. The oscillation result is proved in a general form that may be of independent interest. It has the potential to be used as an important ingredient in establishing heavy traffic limit theorems for general finite buffer networks. This revised version was published online in June 2006 with corrections to the Cover Date.