Stochastic Monotonicity of Markovian Multiclass Queueing Networks
From MaRDI portal
Publication:5113894
Abstract: Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a significant gap between the two concepts. Nice analytical features of Jackson networks, such as stability conditions, product-form equilibrium distributions, and stochastic monotonicity do not immediately carry over to the multi-class framework. The aim of this paper is to shed some light on this structural gap, focusing on monotonicity properties. To this end, we introduce and study a class of Markov processes, which we call emph{Q-processes}, modeling the time evolution of the network configuration of any open, work-conservative McQN having exponential service times and {Poisson input}. We define a new monotonicity notion tailored for this class of processes. Our main result is that we show monotonicity for a large class of McQN models, covering virtually all instances of practical interest. This leads to interesting properties which are commonly encountered for `traditional' queueing processes, such as (i)~monotonicity with respect to external arrival rates and (ii)~star-convexity of the stability region (with respect to the external arrival rates); such properties are well known for Jackson networks, but had not been established at this level of generality. This research was partly motivated by the recent development of a simulation-based method which allows one to numerically determine the stability region of a McQN parametrized in terms of the arrival rates vector.
Recommendations
- Stochastic monotonicity in general queueing networks
- Stochastic Monotonicities in Jackson Queueing Networks
- Stochastic Monotonicity of the Queue Lengths in Closed Queueing Networks
- Monotonicity properties for multi-class queueing systems
- On Markovian multi-class, multi-server queueing
- scientific article; zbMATH DE number 934471
- Monotonicity and asymptotic queue-length distribution in discrete-time networks
Cites work
- "First come, first served" can be unstable!
- A Numerical Approach to Stability of Multiclass Queueing Networks
- A multiclass network with non-linear, non-convex, non-monotonic stability conditions
- Dynamic instabilities and stabilization methods in distributed real-time scheduling of manufacturing systems
- Instability of FIFO queueing networks
- Instability of FIFO queueing networks with quick service times
- Large Fluctuations in a Deterministic Multiclass Network of Queues
- Markov chains and stochastic stability
- Networks of queues with customers of different types
- On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
- Stability and instability of a two-station queueing network
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stability of a three-station fluid network
- Stability of queueing networks
- Stochastic Orderings for Markov Processes on Partially Ordered Spaces
- Stochastic monotonicity in general queueing networks
- Stochastic simulation: Algorithms and analysis
Cited in
(6)- On the strong approximation for a simple reentrant line in light traffic under first-buffer first-served service discipline
- Monte Carlo summation and integration applied to multiclass queuing networks
- scientific article; zbMATH DE number 1744820 (Why is no real title available?)
- MONOTONICITY AND CONVEXITY OF SOME FUNCTIONS ASSOCIATED WITH DENUMERABLE MARKOV CHAINS AND THEIR APPLICATIONS TO QUEUING SYSTEMS
- Monotonicity properties for multi-class queueing systems
- A multiclass feedback queueing network with a regular Skorokhod problem
This page was built for publication: Stochastic Monotonicity of Markovian Multiclass Queueing Networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5113894)
