Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic
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heavy trafficdiffusion approximiationsMarkov-modulated queueing networksmultiscale queueing systemsscheduling control
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Central limit and other weak theorems (60F05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Stochastic scheduling theory in operations research (90B36)
Abstract: This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the arrival and service rates in the system. Various cases are considered: fast changing environment, fixed environment and slow changing environment. In each of the cases, using weak convergence analysis, in particular functional limit theorems for renewal processes and ergodic Markov processes, it is shown that an appropriate "averaged" version of the classical cmu -policy (the priority policy that favors classes with higher values of the product of holding cost c and service rate mu) is asymptotically optimal for an infinite horizon discounted cost criterion.
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Cites work
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- Stochastic-Process Limits
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Cited in
(7)- On the Whittle index of Markov modulated restless bandits
- Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
- Dynamic service rate control for a single-server queue with Markov-modulated arrivals
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime
- Dynamic scheduling with uncertain job types
- Markov-modulated \(\mathrm{M}/\mathrm{G}/1\)-type queue in heavy traffic and its application to time-sharing disciplines
- Optimal control of Markov-modulated multiclass many-server queues
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