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

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  • GLAZEBROOK, Kevin

    (School of Mathematics and Statistics, Newcastle University, United Kingdom)

  • NINO MORA, José

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

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.

Suggested Citation

  • GLAZEBROOK, Kevin & NINO MORA, José, 1997. "A linear programming approach to stability, optimization and performance analysis for Markovian multiclass queueing networks," LIDAM Discussion Papers CORE 1997064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvco:1997064
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1997.html
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