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Title: Approximately Reversible Stochastic Processing Networks
The property of (quasi-)reversibility of Markov chains have led to elegant characterization of steady-state distribution for complex queueing networks, e.g. celebrated Jackson networks, BCMP (Baskett, Chandi, Muntz, Palacois) and Kelly theorem. In a nutshell, despite the complicated interaction, in the steady-state, the queues in such networks exhibit independence and subsequently lead to explicit calculations of distributional properties of the queuing network that may seem impossible at the outset. The model of stochastic processing network (cf. Harrison 2000) captures variety of dynamic resource allocation problems including the flow-level networks used for modeling bandwidth sharing in the Internet, switched networks (cf. Shah, Wischik 2006) for modeling packet scheduling in the Internet router and wireless medium access, and hybrid flow-packet networks for modeling job-and-packet level scheduling in data centers. Unlike before, an appropriate resource allocation or scheduling policy is required in such networks to achieve good performance. Given the complexity, asymptotic analytic approaches such as fluid model or Lyapunov-Foster criteria to establish positive-recurrence and heavy traffic or diffusion approximation to characterize the scaled steady-state distribution became method of choice. A remarkable progress has been made along these lines over the past few decades, but there is a need for much more to match the explicit calculations in the context of reversible networks. In this work, we will present an alternative to this approach that leads to non-asymptotic, explicit characterization of steady-state distribution akin BCMP / Kelly theorems. This involves (a) identifying a "relaxation" of the given stochastic processing network in terms of an appropriate (quasi-)reversible queueing network, and (b) finding a resource allocation or scheduling policy of interest that "emulates" the "relaxed" networks within "small error". The proof is in the puddling -- we will present three examples of this program: (i) distributed scheduling in wireless network, (ii) scheduling in switched networks, and (iii) flow-packet scheduling in a data center. The notion of "baseline performance" (cf. Harrison, Mandayam, Shah, Yang 2014) will naturally emerges as a consequence of this program. We will discuss open questions pertaining multi-hop networks and computation complexity.  more » « less
Award ID(s):
1523546
NSF-PAR ID:
10112492
Author(s) / Creator(s):
Date Published:
Journal Name:
INFORMS Applied Probability Society Conference
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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