Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control

Details Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control

2006-01-05

arxiv.org/abs/math/0601088v1

Mathematics

Optimization and Control

33 pages, 3 figures

Scientific paper

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job classes in a head-of-the-line processor-sharing mechanism. The allocation of the service capacities is a real-time control mechanism: in each network state, the control is the solution to an optimization problem that maximizes a general utility function. Whereas this resource control optimizes in a ``greedy'' fashion, with respect to each state, we establish its asymptotic optimality in terms of (a) deriving the fluid and diffusion limits of the network under this control, and (b) identifying a cost function that is minimized in the diffusion limit, along with a characterization of the so-called fixed point state of the network.

Affiliated with

Also associated with

No associations

Rating

Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Heavy-Traffic Optimality of a Stochastic Network under Utility-Maximizing Resource Control will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-591333