Near optimal control of queueing networks over a finite time horizon

Yoni Nazarathy and Gideon Weiss ()

Annals of Operations Research, 2009, vol. 170, issue 1, 233-249

Abstract: We propose a method for the control of multi-class queueing networks over a finite time horizon. We approximate the multi-class queueing network by a fluid network and formulate a fluid optimization problem which we solve as a separated continuous linear program. The optimal fluid solution partitions the time horizon to intervals in which constant fluid flow rates are maintained. We then use a policy by which the queueing network tracks the fluid solution. To that end we model the deviations between the queuing and the fluid network in each of the intervals by a multi-class queueing network with some infinite virtual queues. We then keep these deviations stable by an adaptation of a maximum pressure policy. We show that this method is asymptotically optimal when the number of items that is processed and the processing speed increase. We illustrate these results through a simple example of a three stage re-entrant line. Copyright Springer Science+Business Media, LLC 2009

Keywords: Queueing control; Multi-class queueing networks; Infinite virtual queues; Maximum pressure policies; Fluid approximations; Continuous linear programming (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10479-008-0443-x

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