Correction: Brownian models of open processing networks: canonical representation of workload

DOI10.1214/105051606000000583MaRDI QIDQ862225zbMATH OpenOpenAlexFDO

Authors J. Michael Harrison

Publication date 5 February 2007

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

Full work available at URL https://arxiv.org/abs/math/0610352

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queueing theory (aspects of probability theory) (60K25) Deterministic network models in operations research (90B10)

Abstract: Due to a printing error the above mentioned article [Annals of Applied Probability 10 (2000) 75--103, doi:10.1214/aoap/1019737665] had numerous equations appearing incorrectly in the print version of this paper. The entire article follows as it should have appeared. IMS apologizes to the author and the readers for this error. A recent paper by Harrison and Van Mieghem explained in general mathematical terms how one forms an ``equivalent workload formulation of a Brownian network model. Denoting by $Z(t)$ the state vector of the original Brownian network, one has a lower dimensional state descriptor $W(t)=MZ(t)$ in the equivalent workload formulation, where $M$ can be chosen as any basis matrix for a particular linear space. This paper considers Brownian models for a very general class of open processing networks, and in that context develops a more extensive interpretation of the equivalent workload formulation, thus extending earlier work by Laws on alternate routing problems. A linear program called the static planning problem is introduced to articulate the notion of ``heavy traffic for a general open network, and the dual of that linear program is used to define a canonical choice of the basis matrix $M$. To be specific, rows of the canonical $M$ are alternative basic optimal solutions of the dual linear program. If the network data satisfy a natural monotonicity condition, the canonical matrix $M$ is shown to be nonnegative, and another natural condition is identified which ensures that $M$ admits a factorization related to the notion of resource pooling.

Recommendations

• Brownian models of open processing networks: Canonical representation of workload.
• Workload Interpretation for Brownian Models of Stochastic Processing Networks
• Two workload properties for Brownian networks
• Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
• Brownian models of multiclass queueing networks: Current status and open problems

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Cited in

(6)

• Two workload properties for Brownian networks
• Brownian models of open processing networks: Canonical representation of workload.
• Information and memory in dynamic resource allocation
• On the control of fork-join networks
• On the dynamic control of matching queues
• Workload Interpretation for Brownian Models of Stochastic Processing Networks

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