The BAR Approach for Multiclass Queueing Networks with SBP Service Policies

Author:

Braverman Anton1ORCID,Dai J. G.2ORCID,Miyazawa Masakiyo3

Affiliation:

1. Kellogg School of Management, Northwestern University, Evanston, Illlinois 60208;

2. School of Operations Research and Information Engineering, Cornell University, Ithaca, New York 14853;

3. School of Data Science, The Chinese University of Hong Kong, Shenzhen, Guangdong 518172, China

Abstract

The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in which each service station has a single job class. We extend it to multiclass queueing networks operating under static-buffer-priority (SBP) service disciplines. Our extension makes a connection with Palm distributions that allows one to attack a difficulty arising from queue-length truncation, which appears to be unavoidable in the multiclass setting. For multiclass queueing networks operating under SBP service disciplines, our BAR approach provides an alternative to the “interchange of limits” approach that has dominated the literature in the last twenty years. The BAR approach can produce sharp results and allows one to establish steady-state convergence under three additional conditions: stability, state space collapse (SSC) and a certain matrix being “tight.” These three conditions do not appear to depend on the interarrival and service-time distributions beyond their means, and their verification can be studied as three separate modules. In particular, they can be studied in a simpler, continuous-time Markov chain setting when all distributions are exponential. As an example, these three conditions are shown to hold in reentrant lines operating under last-buffer-first-serve discipline. In a two-station, five-class reentrant line, under the heavy-traffic condition, the tight-matrix condition implies both the stability condition and the SSC condition. Whether such a relationship holds generally is an open problem.

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Multi-level Reflecting Brownian Motion on the Half Line and Its Stationary Distribution;Journal of the Indian Society for Probability and Statistics;2024-08-29

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