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Journal Article
Validity of heavy-traffic steady-state approximations in multiclass queueing networks: The case of queue-ratio disciplines
Mathematics of Operations Research
Author(s)
A class of stochastic processes known as semi-martingale
reflecting Brownian motions (SRBMs) is often used to
approximate the dynamics of heavily loaded queueing networks.
In two influential papers, Bramson (1998) and Williams (1998)
laid out a general and structured approach for proving the validity
of such heavy-traffic approximations, in which an SRBM is
obtained as a diffusion limit from a sequence of suitably
normalized workload processes. However, for multiclass
networks it is still not known in general whether the steady-state distribution of the SRBM provides a valid
approximation for the steady-state distribution of the original
network. In this paper we study the case of queue-ratio disciplines and provide a set of sufficient conditions under which the above question can be answered in the affirmative. In addition to standard assumptions made in the literature towards the stability of the pre- and post-limit processes and the existence of diffusion limits, we add a requirement that solutions to the fluid model are attracted to the invariant manifold at linear rate. For the special case of static-priority networks such linear attraction is known to hold under certain conditions on the network primitives. The analysis elucidates some interesting connections between
stability of the pre- and post-limit processes, their respective fluid
models and state-space
collapse, and identifies the respective roles played by all of
the above in establishing validity of heavy-traffic
steady-state approximations.
Date Published:
2014
Citations:
Gurvich, Itai. 2014. Validity of heavy-traffic steady-state approximations in multiclass queueing networks: The case of queue-ratio disciplines. Mathematics of Operations Research. (1)121-162.