Queueing systems with many servers: null controllability in heavy traffic

DOI10.1214/105051606000000358zbMATH Open1121.60092OpenAlexW2000731707MaRDI QIDQ997402FDOQ997402

Authors: Rami Atar, Gennady Shaikhet, Avishai Mandelbaum 

Publication date: 6 August 2007

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

Abstract: A queueing model has $Jge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $Ige2$ classes can be served at these stations at different rates, that depend on both the class and the station. A system administrator dynamically controls scheduling and routing. We study this model in the central limit theorem (or heavy traffic) regime proposed by Halfin and Whitt. We derive a diffusion model on $mathbb{R}^I$ with a singular control term that describes the scaling limit of the queueing model. The singular term may be used to constrain the diffusion to lie in certain subsets of $mathbb{R}^I$ at all times $t>0$. We say that the diffusion is null-controllable if it can be constrained to $mathbb{X}_{-}$, the minimal closed subset of $mathbb{R}^I$ containing all states of the prelimit queueing model for which all queues are empty. We give sufficient conditions for null controllability of the diffusion. Under these conditions we also show that an analogous, asymptotic result holds for the queueing model, by constructing control policies under which, for any given $0<epsilon<T<infty$, all queues in the system are kept empty on the time interval $[epsilon,T]$, with probability approaching one. This introduces a new, unusual heavy traffic ``behavior: On one hand, the system is critically loaded, in the sense that an increase in any of the external arrival rates at the ``fluid level results with an overloaded system. On the other hand, as far as queue lengths are concerned, the system behaves as if it is underloaded.

Full work available at URL: https://arxiv.org/abs/math/0507342

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zbMATH Keywords

null controllabilityheavy trafficscheduling and routingmulticlass queueing systemssingular control of diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Impulsive optimal control problems (49N25) Stochastic scheduling theory in operations research (90B36)

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Cited In (10)

• Optimal control of parallel server systems with many servers in heavy traffic
• A diffusion model of scheduling control in queueing systems with many servers
• Critically loaded queueing models that are throughput suboptimal
• Control and recovery from rare congestion events in a large multi-server system
• Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue
• Necessary condition for null controllability in many-server heavy traffic
• Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
• Control of systems with flexible multi-server pools: a shadow routing approach
• Optimal admission control for many-server systems with QED-driven revenues
• Scheduling parallel servers in the nondegenerate slowdown diffusion regime: asymptotic optimality results

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