A Numerical Approach to Stability of Multiclass Queueing Networks

DOI10.1109/TAC.2017.2699126zbMATH Open1390.93638arXiv1606.07294OpenAlexW3101302923MaRDI QIDQ4566892FDOQ4566892

Haralambie Leahu, Ana-Maria Oprescu, M. R. H. Mandjes

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: The Multi-class Queueing Network (McQN) arises as a natural multi-class extension of the traditional (single-class) Jackson network. In a single-class network subcriticality (i.e. subunitary nominal workload at every station) entails stability, but this is no longer sufficient when jobs/customers of different classes (i.e. with different service requirements and/or routing scheme) visit the same server; therefore, analytical conditions for stability of McQNs are lacking, in general. In this note we design a numerical (simulation-based) method for determining the stability region of a McQN, in terms of arrival rate(s). Our method exploits certain (stochastic) monotonicity properties enjoyed by the associated Markovian queue-configuration process. Stochastic monotonicity is a quite common feature of queueing models and can be easily established in the single-class framework (Jackson networks); recently, also for a wide class of McQNs, including first-come-first-serve (FCFS) networks, monotonicity properties have been established. Here, we provide a minimal set of conditions under which the method performs correctly. Eventually, we illustrate the use of our numerical method by presenting a set of numerical experiments, covering both single and multi-class networks.

Full work available at URL: https://arxiv.org/abs/1606.07294

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Communication networks in operations research (90B18) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

Cited In (10)

• Instability of SRPT, SERPT and SJF multiclass queueing networks
• Instability of LAS multiclass queueing networks
• Pathwise stability of multiclass queueing networks
• Stability of Multiclass Queueing Networks Under FIFO Service Discipline
• Stochastic Monotonicity of Markovian Multiclass Queueing Networks
• Title not available (Why is that?)
• The static property of a perturbed multiclass closed queueing network and decomposition
• A linear programming approach to stability, optimisation and performance analysis for Markovian multiclass queueing networks
• Detecting Markov chain instability: a Monte Carlo approach
• A numerically stable algorithm for two server queue models

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