Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding

DOI10.1214/12-AAP871zbMATH Open1281.60074arXiv1307.3860OpenAlexW3100464467MaRDI QIDQ363845FDOQ363845

Authors: John Musacchio, Jean Walrand 

Publication date: 5 September 2013

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network ingress whenever any one of the flow's queues throughout the network holds more than a specified threshold number of customers. We prove that if the state of a corresponding fluid model tends to a set where the flow rates are equal to target rates, then there exist sufficiently high thresholds that make the long-term average flow rates of the stochastic network arbitrarily close to these target rates. The same techniques could be used to study other control schemes. To illustrate the application of our results, we analyze a network resembling a 2-input, 2-output communications network switch.

Full work available at URL: https://arxiv.org/abs/1307.3860

Recommendations

• Stochastic discrete flow networks: Diffusion approximations and bottlenecks
• Limit Behavior of Fluid Queues and Networks
• Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations
• Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
• scientific article; zbMATH DE number 3906221
• Pathwise comparison results for stochastic fluid networks
• Networks of interacting stochastic fluid models with infinite and finite buffers
• Asymptotic behavior of flows in networks
• Fluid limits of optimally controlled queueing networks
• Stability of Join-the-Shortest-Queue networks: Analysis by Fluid Limits

zbMATH Keywords

fluid limitstochastic network

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Network design and communication in computer systems (68M10)

Cites Work

• Title not available (Why is that?)
• Probability. Theory and examples.
• Markov chains and stochastic stability
• On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
• Title not available (Why is that?)
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Reflected Brownian motion on an orthant
• Fluid approximations and stability of multiclass queueing networks: Work-conserving disciplines
• Title not available (Why is that?)
• Strong approximation for Markovian service networks
• Sample-path analysis of queueing systems
• Stability and convergence of moments for multiclass queueing networks via fluid limit models
• Stability of two families of queueing networks and a discussion of fluid limits
• State-dependent criteria for convergence of Markov chains
• Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application
• Regenerative closed queueing networks
• Functional approximation theorems for controlled renewal processes
• Title not available (Why is that?)

Cited In (1)

• A fluid model with data message discarding

This page was built for publication: Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q363845)