PARALLEL SERVER SYSTEMS UNDER AN EXTENDED HEAVY TRAFFIC CONDITION: A LOWER BOUND

Rami Atar, Eyal Castiel, Martin I. Reiman

Research output: Contribution to journalArticlepeer-review

Abstract

The standard setting for studying parallel server systems (PSS) at the diffusion scale is based on the heavy traffic condition (HTC), which assumes that the underlying static allocation linear program (LP) is critical and has a unique solution. This solution determines the graph of basic activities, which identifies the set of activities (i.e., class-server pairs) that are operational. In this paper we explore the extended HTC, where the LP is merely assumed to be critical. Because multiple solutions are allowed, multiple sets of operational activities, referred to as modes, are available. Formally, the scaling limit for the control problem associated with the model is given by a so-called workload control problem (WCP) in which a cost associated with a diffusion process is to be minimized by dynamically switching between these modes. Our main result is that the WCP’s value constitutes an asymptotic lower bound on the cost associated with the PSS model.

Original languageEnglish
Pages (from-to)1029-1071
Number of pages43
JournalAnnals of Applied Probability
Volume34
Issue number1
DOIs
StatePublished - Feb 2024

Keywords

  • Brownian control problem
  • diffusion limits
  • Hamilton–Jacobi–Bellman equation
  • heavy traffic
  • Parallel server systems
  • strict complementary slackness

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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