Realization probability and throughput sensitivity in a closed jackson network

1989 ◽  
Vol 26 (03) ◽  
pp. 615-624
Author(s):  
Xi-Ren Cao
Keyword(s):  
Perturbation Analysis ◽  
Queuing Networks ◽  
Single Class ◽  
Jackson Network ◽  
State Dependent ◽  
Closed Queuing Networks ◽  
Service Rates

Realization probability is a new concept pertaining to perturbation analysis of closed queuing networks. The sensitivities of throughputs in a closed single-class Jackson network can be expressed in terms of realization probabilities. In this paper, based on a discussion of perturbation analysis for networks with state-dependent service rates, we derive some new formulas for sensitivities of throughputs using realization probability.

Realization probability and throughput sensitivity in a closed jackson network

1989 ◽  
Vol 26 (3) ◽  
pp. 615-624 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Perturbation Analysis ◽  
Queuing Networks ◽  
Single Class ◽  
Jackson Network ◽  
State Dependent ◽  
Closed Queuing Networks ◽  
Service Rates

Realization probability is a new concept pertaining to perturbation analysis of closed queuing networks. The sensitivities of throughputs in a closed single-class Jackson network can be expressed in terms of realization probabilities. In this paper, based on a discussion of perturbation analysis for networks with state-dependent service rates, we derive some new formulas for sensitivities of throughputs using realization probability.

Some distributional approximations in Markovian queueing networks

1982 ◽  
Vol 14 (03) ◽  
pp. 654-671 ◽  
Author(s):  
T. C. Brown ◽  
P. K. Pollett
Keyword(s):  
Queueing Networks ◽  
Poisson Processes ◽  
Single Class ◽  
Open Network ◽  
State Dependent ◽  
Service Rates ◽  
Distributional Approximations ◽  
Closed Network ◽  
Poisson Approximations ◽  
Markovian Queueing Networks

We consider single-class Markovian queueing networks with state-dependent service rates (the immigration processes of Whittle (1968)). The distance of customer flows from Poisson processes is estimated in both the open and closed cases. The bounds on distances lead to simple criteria for good Poisson approximations. Using the bounds, we give an asymptotic, closed network version of the ‘loop criterion' of Melamed (1979) for an open network. Approximation of two or more flows by independent Poisson processes is also studied.

Some distributional approximations in Markovian queueing networks

1982 ◽  
Vol 14 (3) ◽  
pp. 654-671 ◽  
Author(s):  
T. C. Brown ◽  
P. K. Pollett
Keyword(s):  
Queueing Networks ◽  
Poisson Processes ◽  
Single Class ◽  
Open Network ◽  
State Dependent ◽  
Service Rates ◽  
Distributional Approximations ◽  
Closed Network ◽  
Poisson Approximations ◽  
Markovian Queueing Networks

We consider single-class Markovian queueing networks with state-dependent service rates (the immigration processes of Whittle (1968)). The distance of customer flows from Poisson processes is estimated in both the open and closed cases. The bounds on distances lead to simple criteria for good Poisson approximations. Using the bounds, we give an asymptotic, closed network version of the ‘loop criterion' of Melamed (1979) for an open network. Approximation of two or more flows by independent Poisson processes is also studied.

Realization factors and sensitivity analysis of queueing networks with state-dependent service rates

1990 ◽  
Vol 22 (1) ◽  
pp. 178-210 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Service Rate ◽  
Steady State Probability ◽  
State Dependent ◽  
Service Rates ◽  
Realization Factors

The paper studies the sensitivity of the throughput with respect to a mean service rate in a closed queueing network with exponentially distributed service requirements and state-dependent service rates. The study is based on perturbation analysis of queueing networks. A new concept, the realization factor of a perturbation, is introduced. The properties of realization factors are discussed, and a set of equations specifying the realization factors are derived. The elasticity of the steady state throughput with respect to a mean service rate equals the product of the steady state probability and the corresponding realization factor. This elasticity can be estimated by applying a perturbation analysis algorithm to a sample path of the system. The sample path elasticity of the throughput with respect to a mean service rate converges with probability 1 to the elasticity of the steady state throughput. The theory provides an analytical method of calculating the throughput sensitivity and justifies the application of perturbation analysis.

Realization factors and sensitivity analysis of queueing networks with state-dependent service rates

1990 ◽  
Vol 22 (01) ◽  
pp. 178-210 ◽  
Author(s):  
Xi-Ren Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Service Rate ◽  
Steady State Probability ◽  
State Dependent ◽  
Service Rates ◽  
Realization Factors

The paper studies the sensitivity of the throughput with respect to a mean service rate in a closed queueing network with exponentially distributed service requirements and state-dependent service rates. The study is based on perturbation analysis of queueing networks. A new concept, the realization factor of a perturbation, is introduced. The properties of realization factors are discussed, and a set of equations specifying the realization factors are derived. The elasticity of the steady state throughput with respect to a mean service rate equals the product of the steady state probability and the corresponding realization factor. This elasticity can be estimated by applying a perturbation analysis algorithm to a sample path of the system. The sample path elasticity of the throughput with respect to a mean service rate converges with probability 1 to the elasticity of the steady state throughput. The theory provides an analytical method of calculating the throughput sensitivity and justifies the application of perturbation analysis.

Optimal Control of State-Dependent Service Rates in a MAP/M/1 Queue

2017 ◽  
Vol 62 (10) ◽  
pp. 4965-4979 ◽  
Author(s):  
Li Xia ◽  
Qi-Ming He ◽  
Attahiru Sule Alfa
Keyword(s):  
Optimal Control ◽  
State Dependent ◽  
Service Rates

scholarly journals SCHEDULING IN A SINGLE-SERVER QUEUE WITH STATE-DEPENDENT SERVICE RATES

2019 ◽  
Vol 34 (4) ◽  
pp. 507-521
Author(s):  
Urtzi Ayesta ◽  
Balakrishna Prabhu ◽  
Rhonda Righter
Keyword(s):  
Optimal Policy ◽  
Arrival Rate ◽  
Complete Characterization ◽  
Single Server ◽  
Holding Costs ◽  
Release Times ◽  
State Dependent ◽  
Service Rates ◽  
Transient System ◽  
The Cost

We consider single-server scheduling to minimize holding costs where the capacity, or rate of service, depends on the number of jobs in the system, and job sizes become known upon arrival. In general, this is a hard problem, and counter-intuitive behavior can occur. For example, even with linear holding costs the optimal policy may be something other than SRPT or LRPT, it may idle, and it may depend on the arrival rate. We first establish an equivalence between our problem of deciding which jobs to serve when completed jobs immediately leave, and a problem in which we have the option to hold on to completed jobs and can choose when to release them, and in which we always serve jobs according to SRPT. We thus reduce the problem to determining the release times of completed jobs. For the clearing, or transient system, where all jobs are present at time 0, we give a complete characterization of the optimal policy and show that it is fully determined by the cost-to-capacity ratio. With arrivals, the problem is much more complicated, and we can obtain only partial results.

Realization probability in closed Jackson queueing networks and its application

1987 ◽  
Vol 19 (03) ◽  
pp. 708-738 ◽  
Author(s):  
X. R. Cao
Keyword(s):  
Steady State ◽  
Perturbation Analysis ◽  
Queueing Networks ◽  
Sample Path ◽  
Queueing Network ◽  
Jackson Network ◽  
The Mean ◽  
Service Times ◽  
A New Technique ◽  
Number Of Customers

Perturbation analysis is a new technique which yields the sensitivities of system performance measures with respect to parameters based on one sample path of a system. This paper provides some theoretical analysis for this method. A new notion, the realization probability of a perturbation in a closed queueing network, is studied. The elasticity of the expected throughput in a closed Jackson network with respect to the mean service times can be expressed in terms of the steady-state probabilities and realization probabilities in a very simple way. The elasticity of the throughput with respect to the mean service times when the service distributions are perturbed to non-exponential distributions can also be obtained using these realization probabilities. It is proved that the sample elasticity of the throughput obtained by perturbation analysis converges to the elasticity of the expected throughput in steady-state both in mean and with probability 1 as the number of customers served goes to This justifies the existing algorithms based on perturbation analysis which efficiently provide the estimates of elasticities in practice.

Throughput properties of a queueing network with distributed dynamic routing and flow control

1996 ◽  
Vol 28 (01) ◽  
pp. 285-307 ◽  
Author(s):  
Leandros Tassiulas ◽  
Anthony Ephremides
Keyword(s):  
Flow Control ◽  
Rate Control ◽  
Queueing Network ◽  
Local State ◽  
Service Rate ◽  
Maximum Throughput ◽  
State Information ◽  
Arbitrary Topology ◽  
State Dependent ◽  
Service Rates

A queueing network with arbitrary topology, state dependent routing and flow control is considered. Customers may enter the network at any queue and they are routed through it until they reach certain queues from which they may leave the system. The routing is based on local state information. The service rate of a server is controlled based on local state information as well. A distributed policy for routing and service rate control is identified that achieves maximum throughput. The policy can be implemented without knowledge of the arrival and service rates. The importance of flow control is demonstrated by showing that, in certain networks, if the servers cannot be forced to idle, then no maximum throughput policy exists when the arrival rates are not known. Also a model for exchange of state information among neighboring nodes is presented and the network is studied when the routing is based on delayed state information. A distributed policy is shown to achieve maximum throughput in the case of delayed state information. Finally, some implications for deterministic flow networks are discussed.

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