State space collapse and stability of queueing networks

DOI10.1007/S00186-010-0329-YMaRDI QIDQ607680zbMATH OpenOpenAlexFDO

Authors Rosario Delgado

Publication date 3 December 2010

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-010-0329-y

zbMATH Keywords

fluid limit modelLyapunov functionqueueing networkSkorokhod problemstabilitystate space collapse

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

The author studies the stability of subcritical multi-class queueing networks with feedback allowed and a work-conserving head-of-the-line service discipline. Assuming that the fluid limit model associated to the queueing network satisfies a state space collapse condition, it is shown that the queueing network is stable provided that any solution of an associated linear Skorokhod problem is attracted to the origin in finite time. Sufficient conditions are also given ensuring this attraction in terms of the reflection matrix of the Skorokhod problem, by using an adequate Lyapunov function. State space collapse establishes that the fluid limit of the queue process can be expressed in terms of the fluid limit of the workload process by means of a lifting matrix.

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Cited in

(4)

• State space collapse for queueing networks
• Non-existence of stabilizing policies for the critical push-pull network and generalizations
• Pricing in information orchestrators and maximizing stable networks
• State space collapse for asymptotically critical multi-class fluid networks

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