Performance evaluation and policy selection in multiclass networks

SG Henderson, SP Meyn, VB Tadić

Research output: Contribution to journalArticle (Academic Journal)peer-review

30 Citations (Scopus)

Abstract

This paper concerns modeling and policy synthesis for regulation of multiclass queueing networks. A 2-parameter network model is introduced to allow independent modeling of variability and mean processing-rates, while maintaining simplicity of the model. Policy synthesis is based on consideration of more tractable workload models, and then translating a policy from this abstraction to the discrete network of interest. Translation is made possible through the use of safety-stocks that maintain feasibility of workload trajectories. This is a well-known approach in the queueing theory literature, and may be viewed as a generic approach to avoid deadlock in a discrete-event dynamical system. Simulation is used to evaluate a given policy, and to tune safety-stock levels. These simulations are accelerated through a variance reduction technique that incorporates stochastic approximation to tune the variance reduction. The search for appropriate safety-stock levels is coordinated through a cutting plane algorithm. Both the policy synthesis and the simulation acceleration rely heavily on the development of approximations to the value function through fluid model considerations.
Translated title of the contributionPerformance evaluation and policy selection in multiclass networks
Original languageEnglish
Pages (from-to)149 - 189
Number of pages41
JournalDiscrete Event Dynamic Systems
Volume13 (1-2)
DOIs
Publication statusPublished - Jan 2003

Bibliographical note

Publisher: Springer
Other identifier: IDS number 639WJ

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