A linear programming approach to stability, optimization and performance analysis for Markovian multiclass queueing networks

Kevin Glazebrook () and José Nino Mora ()
Additional contact information
Kevin Glazebrook: School of Mathematics and Statistics, Newcastle University, United Kingdom
José Nino Mora: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium

No 1997064, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: Our object of study is a multiclass queueing network (MQNET) which consists of a collection of (connected) single server stations. Exogenous arrivals into the system form independent Poisson streams, service times are exponential and we have Markovian routing of customers between stations. Recent results concerning linear programming (LP) based approaches enable us to establish a simple and intuitive stability condition. This is of interest in its own right, but also enables us to progress with a study of optimal scheduling and performance analysis. Our methodology here is also based on LP. A primal-dual approach exploits the fact that the system satisfies (approximate) conservation laws to yield performance guarantees for a natural index-based scheduling heuristic. We are also able to analyse the performance of an arbitrary priority policy.

Date: 1997-09-01
References: Add references at CitEc
Citations:

Downloads: (external link)
https://sites.uclouvain.be/core/publications/coredp/coredp1997.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1997064

Access Statistics for this paper

More papers in LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().