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## Scholarly Works (23 results)

This paper contains an asymptotic analysis of a fluid model for a heavily loaded processor sharing queue. Specifically, we consider the behavior of solutions of critical fluid models as time approaches infinity. The main theorems of the paper provide sufficient conditions for a fluid model solution to converge to an invariant state and, under slightly more restrictive assumptions, provide a rate of convergence. These results are used in a related work by Gromoll for establishing a heavy traffic diffusion approximation for a processor sharing queue.

As one approach to dynamic scheduling problems for open stochastic processing networks, J.M. Harrison has proposed the use of formal heavy traffic approximations known as Brownian networks. A key step in this approach is a reduction in dimension of a Brownian network, due to Harrison and Van Mieghem [21], in which the "queue length" process is replaced by a "workload" process. In this paper, we establish two properties of these workload processes. Firstly, we derive a formula for the dimension of such processes. For a given Brownian network, this dimension is unique. However, there are infinitely many possible choices for the workload process. Harrison [16] has proposed a "canonical" choice, which reduces the possibilities to a finite number. Our second result provides sufficient conditions for this canonical choice to be valid and for it to yield a non-negative workload process. The assumptions and proofs for our results involve only first-order model parameters.

We consider a model of Internet congestion control that represents the randomly varying number of flows present in a network where bandwidth is shared fairly between document transfers. We study critical fluid models obtained as formal limits under law of large numbers scalings when the average load on at least one resource is equal to its capacity. We establish convergence to equilibria for fluid models and identify the invariant manifold. The form of the invariant manifold gives insight into the phenomenon of entrainment whereby congestion at some resources may prevent other resources from working at their full capacity.

We consider a parallel server queueing system consisting of a bank of buffers for holding incoming jobs and a bank of flexible servers for processing these jobs. Incoming jobs are classified into one of several different classes (or buffers). Jobs within a class are processed on a first-in-first-out basis, where the processing of a given job may be performed by any sever from a given (class dependent) subset of the bank of servers. The random service time of a job may depend on both its class and the server providing the service. Each job departs the system after receiving service from one server. The system manager seeks to minimize holding costs by dynamically scheduling waiting jobs to available servers. We consider a parameter regime in which the system satisfies both a heavy traffic and a complete resource pooling condition. Our cost function is an expected cumulative discounted cost of holding jobs in the system, where the (undiscounted) cost per unit time is a linear function of normalized (with heavy traffic scaling) queue length. In a prior work [42], the second author proposed a continuous review threshold control policy for use in such a parallel server system. This policy was advanced as an "interpretation" of the analytic solution to an associated Brownian control problem (formal heavy traffic diffusion approximation). In this paper we show that the policy proposed in [42] is asymptotically optimal in the heavy traffic limit and that the limiting cost is the same as the optimal cost in the Brownian control problem.

We consider a dynamic control problem associated with a generalized Brownian network, the objective being to minimize expected discounted cost over an infinite planning horizon. In this Brownian control problem (BCP), both the system manager's control and the associated cumulative cost process may be locally of unbounded variation. Due to this aspect of the cost process, both the precise statement of the problem and its analysis involve delicate technical issues. We show that the BCP is equivalent, in a certain sense, to a reduced Brownian control problem (RBCP) of lower dimension. The RBCP is a singular stochastic control problem, in which both the controls and the cumulative cost process are locally of bounded variation.