In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and where the service discipline is the max-weight policy. Under the assumption that the arrival processes satisfy a many-sources LDP, this is accomplished by employing Garcia's extended contraction principle that is applicable to quasi-continuous mappings. For the simplex rate-region, an LDP for the stationary workload is also established under the additional requirements that the scheduling policy be work-conserving and that the arrival processes satisfy certain mixing conditions. The LDP results can be used to calculate asymptotic buffer overflow probabilities accounting for the multiplexing gain, when the arrival process is an average of processes. The rate function for the stationary workload is expressed in term of the rate functions of the finite-horizon workloads when the arrival processes have increments.
In our LDP analysis, we follow the lead of many recent papers on the analysis of scheduling algorithms @cite_15 @cite_49 @cite_16 @cite_8 @cite_47 @cite_3 @cite_50 @cite_6 by considering logarithmic asymptotics to the probabilities of certain rare events. Maximum weight scheduling policy falls under class of the generalized @math -rule policies and is known to be stabilizing under very mild conditions @cite_45 @cite_44 @cite_51 @cite_25 @cite_54 . A refined analysis of this policy shows that it minimizes the workload in the heavy traffic regime @cite_40 @cite_31 @cite_27 over a large class of stationary online policies. This optimality of the max-weight policies also carries over to Large Deviations based tail asymptotes: the work-conserving version of these policies is known to minimize the exponent of the tail asymptote of the stationary workload over a large class of stationary, online and work-conserving policies @cite_49 .
@cite_31 @cite_15 @cite_8 @cite_54 @cite_3 @cite_6 @cite_44 @cite_40 @cite_45 @cite_27 @cite_49 @cite_50 @cite_47 @cite_16 @cite_51 @cite_25
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The authors show how to design truthful (dominant strategy) mechanisms for several combinatorial problems where each agent's secret data is naturally expressed by a single positive real number. The goal of the mechanisms we consider is to allocate loads placed on the agents, and an agent's secret data is the cost she incurs per unit load. We give an exact characterization for the algorithms that can be used to design truthful mechanisms for such load balancing problems using appropriate side payments. We use our characterization to design polynomial time truthful mechanisms for several problems in combinatorial optimization to which the celebrated VCG mechanism does not apply. For scheduling related parallel machines (Q spl par C sub max ), we give a 3-approximation mechanism based on randomized rounding of the optimal fractional solution. This problem is NP-complete, and the standard approximation algorithms (greedy load-balancing or the PTAS) cannot be used in truthful mechanisms. We show our mechanism to be frugal, in that the total payment needed is only a logarithmic factor more than the actual costs incurred by the machines, unless one machine dominates the total processing power. We also give truthful mechanisms for maximum flow, Q spl par spl Sigma C sub j (scheduling related machines to minimize the sum of completion times), optimizing an affine function over a fixed set, and special cases of uncapacitated facility location. In addition, for Q spl par spl Sigma w sub j C sub j (minimizing the weighted sum of completion times), we prove a lower bound of 2 spl radic 3 for the best approximation ratio achievable by truthful mechanism. We consider a multiclass multiplexer with support for multiple service classes and dedicated buffers for each service class. Under specific scheduling policies for sharing bandwidth among these classes, we seek the asymptotic (as the buffer size goes to infinity) tail of the buffer overflow probability for each dedicated buffer. We assume dependent arrival and service processes as is usually the case in models of bursty traffic. In the standard large deviations methodology, we provide a lower and a matching (up to first degree in the exponent) upper bound on the buffer overflow probabilities. We introduce a novel optimal control approach to address these problems. In particular, we relate the lower bound derivation to a deterministic optimal control problem, which we explicitly solve. Optimal state trajectories of the control problem correspond to typical congestion scenarios. We explicitly and in detail characterize the most likely modes of overflow. We specialize our results to the generalized processor sharing policy (GPS) and the generalized longest queue first policy (GLQF). The performance of strict priority policies is obtained as a corollary. We compare the GPS and GLQF policies and conclude that GLQF achieves smaller overflow probabilities than GPS for all arrival and service processes for which our analysis holds. Our results have important implications for traffic management of high-speed networks and can be used as a basis for an admission control mechanism which guarantees a different loss probability for each class. .We consider a class of stochastic processing networks. Assume that the networks satisfy a complete resource pooling condition. We prove that each maximum pressure policy asymptotically minimizes the workload process in a stochastic processing network in heavy traffic. We also show that, under each quadratic holding cost structure, there is a maximum pressure policy that asymptotically minimizes the holding cost. A key to the optimality proofs is to prove a state space collapse result and a heavy traffic limit theorem for the network processes under a maximum pressure policy. We extend a framework of Bramson [Queueing Systems Theory Appl. 30 (1998) 89–148] and Williams [Queueing Systems Theory Appl. 30 (1998b) 5–25] from the multiclass queueing network setting to the stochastic processing network setting to prove the state space collapse result and the heavy traffic limit theorem. The extension can be adapted to other studies of stochastic processing networks. 1. Introduction. This paper is a continuation of Dai and Lin (2005), in which maximum pressure policies are shown to be throughput optimal for a class of stochastic processing networks. Throughput optimality is an important, first-order objective for many networks, but it ignores some key secondary performance measures like queueing delays experienced by jobs in these networks. In this paper we show that maximum pressure policies enjoy additional optimality properties; they are asymptotically optimal in minimizing a certain workload or holding cost of a stochastic processing network. Stochastic processing networks have been introduced in a series of three papers by Harrison (2000, 2002, 2003). In Dai and Lin (2005) and this paper we consider a special class of Harrison’s model. This class of stochastic processing networks is much more general than multiclass queueing networks that have been a subject of intensive study in the last 20 years; see, for example, Harrison (1988), Williams Motivated by distributed schedulers that combine the power-of-d-choices with late binding and systems that use replication with cancellation-on-start, we study the performance of the LL(d) policy which assigns a job to a server that currently has the least workload among d randomly selected servers in large-scale homogeneous clusters. We consider general job size distributions and propose a partial integro-differential equation to describe the evolution of the system. This equation relies on the earlier proven ansatz for LL(d) which asserts that the workload distribution of any finite set of queues becomes independent of one another as the number of servers tends to infinity. Based on this equation we propose a fixed point iteration for the limiting workload distribution and study its convergence.