Max-Min Optimality of Service Rate Control in Closed Queueing Networks

被引:19
作者
Xia, Li [1 ]
Shihada, Basem [2 ]
机构
[1] Tsinghua Univ, TNList, Dept Automat, Ctr Intelligent & Networked Syst CFINS, Beijing 100084, Peoples R China
[2] King Abdullah Univ Sci & Technol, Div Math & Comp Sci & Engn, Thuwal 21534, Saudi Arabia
基金
中国国家自然科学基金;
关键词
Closed Jackson network; discrete event dynamic systems (DEDS); perturbation analysis; service rate control; DECENTRALIZED CONTROL;
D O I
10.1109/TAC.2012.2218145
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this technical note, we discuss the optimality properties of service rate control in closed Jackson networks. We prove that when the cost function is linear to a particular service rate, the system performance is monotonic w.r.t. (with respect to) that service rate and the optimal value of that service rate can be either maximum or minimum (we call it Max-Min optimality); When the second-order derivative of the cost function w.r.t. a particular service rate is always positive (negative), which makes the cost function strictly convex (concave), the optimal value of such service rate for the performance maximization (minimization) problem can be either maximum or minimum. To the best of our knowledge, this is the most general result for the optimality of service rates in closed Jackson networks and all the previous works only involve the first conclusion. Moreover, our result is also valid for both the state-dependent and load-dependent service rates, under both the time-average and customer-average performance criteria.
引用
收藏
页码:1051 / 1056
页数:6
相关论文
共 15 条
[1]  
Cao Xi- Ren, 2007, STOCHASTIC LEARNING
[2]   Perturbation realization, potentials, and sensitivity analysis of Markov processes [J].
Cao, XR ;
Chen, HF .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1997, 42 (10) :1382-1393
[3]  
CAO XR, 1994, REALIZATION PROBABIL
[4]  
Cassandras C. G., 2008, INTRO DISCRETE EVENT
[5]  
Glasserman P., 1991, Gradient Estimation Via Perturbation Analysis
[6]  
Ho Y. C., 1991, PERTURBATION ANAL DI
[8]   A DIRECT APPROACH TO DECENTRALIZED CONTROL OF SERVICE RATES IN A CLOSED JACKSON NETWORK [J].
MA, DJ ;
CAO, XR .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1994, 39 (07) :1460-1463
[9]  
Puterman M.L., 2014, MARKOV DECISION PROC
[10]  
Scarf H., 1960, Proc. of the First Stanford Symposium on Mathematical Methods in the Social Sciences, P196