Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation

DOI10.1287/OPRE.1070.0455zbMATH Open1167.90414arXivmath/0601088OpenAlexW2149669370MaRDI QIDQ3392183FDOQ3392183

Authors: Heng-Qing Ye, David D. Yao 

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Abstract: We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job classes in a head-of-the-line processor-sharing mechanism. The allocation of the service capacities is a real-time control mechanism: in each network state, the control is the solution to an optimization problem that maximizes a general utility function. Whereas this resource control optimizes in a ``greedy fashion, with respect to each state, we establish its asymptotic optimality in terms of (a) deriving the fluid and diffusion limits of the network under this control, and (b) identifying a cost function that is minimized in the diffusion limit, along with a characterization of the so-called fixed point state of the network.

Full work available at URL: https://arxiv.org/abs/math/0601088

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Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Stochastic network models in operations research (90B15)

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