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Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions
- Annals of Applied Probability
, 2001
"... We study the distribution of steady-state queue lengths in multiclass queueing networks under a stable policy. We propose a general methodology based on Lyapunov functions, for the performance analysis of infinite state Markov chains and apply it specifically to Markovian multiclass queueing network ..."
Abstract
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Cited by 13 (3 self)
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We study the distribution of steady-state queue lengths in multiclass queueing networks under a stable policy. We propose a general methodology based on Lyapunov functions, for the performance analysis of infinite state Markov chains and apply it specifically to Markovian multiclass queueing networks. We establish a deeper connection between stability and performance of such networks by showing that if there exist linear and piecewise linear Lyapunov functions that show stability, then these Lyapunov functions can be used to establish geometric type lower and upper bounds on the tail probabilities, and thus bounds on the expectation of the queue lengths. As an example of our results, for a re-entrant line queueing network with two processing stations operating under a work-conserving policy we showthat E[L] =O 1 (1; ) 2 � where L is the total number ofcustomers in the system, and is the maximal actual or virtual traffic intensity inthenetwork. In a Markovian setting, this extends a recent result by Daiand Vande Vate, which states that a re-entrant line queueing network with two stations is globally stable if < 1: We also present several results on the
Stabilizing Queueing Networks with Setups
, 2002
"... For multiclass queueing networks, dispatch policies govern the assignment of servers to the jobs they process. Production policies perform the analogous task for queueing networks whose servers are subject to switch-over delays or setups, a model we refer to as setup networks. ..."
Abstract
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Cited by 5 (0 self)
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For multiclass queueing networks, dispatch policies govern the assignment of servers to the jobs they process. Production policies perform the analogous task for queueing networks whose servers are subject to switch-over delays or setups, a model we refer to as setup networks.
Existence condition for the diffusion approximations of multiclass priority queueing networks
- Faculty of Commerce and Business Administration, UBC
, 2001
"... In this paper, we extend the work of Chen and Zhang (2000b) and establish a new sufficient condition for the existence of the (conventional) diffusion approximation for multiclass queueing networks under priority service disciplines. This sufficient condition relates to the weak stability of the flu ..."
Abstract
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Cited by 4 (1 self)
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In this paper, we extend the work of Chen and Zhang (2000b) and establish a new sufficient condition for the existence of the (conventional) diffusion approximation for multiclass queueing networks under priority service disciplines. This sufficient condition relates to the weak stability of the fluid networks and the stability of the high priority classes of the fluid networks that correspond to the queueing networks under consideration. Using this sufficient condition, we prove the existence of the diffusion approximation for the last-bufferfirst-served reentrant lines. We also study a three-station network example, and observe that the diffusion approximation may not exist, even if the “proposed” limiting semimartingale reflected Brownian motion (SRBM) exists.
Lyapunov Method for the Stability of Fluid Networks
- Operations Research Letters
, 2000
"... One of the primary tools in establishing the stability of a fluid network is to construct a Lyapunov function. In this paper, we establish the sufficiency in the use of a Lyapunov function. Specifically, we show that a necessary and sufficient condition for the stability of a generic fluid network ( ..."
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Cited by 2 (2 self)
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One of the primary tools in establishing the stability of a fluid network is to construct a Lyapunov function. In this paper, we establish the sufficiency in the use of a Lyapunov function. Specifically, we show that a necessary and sufficient condition for the stability of a generic fluid network (GFN) is the existence of a Lyapunov function for its fluid level process. Then by applying this result to various specific fluid networks, including a fluid network under all work-conserving service disciplines, a fluid network under a priority service discipline, and a fluid network under a FIFO service discipline, we establish the existence of a Lyapunov function for their fluid level processes is a necessary and sufficient condition for their stabilities. The result is also applied to various fluid limit models and a linear Skorohod problem.

