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A linear programming approach to stability, optimisationand performance analysis for Markovian multiclassqueueing networks

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Abstract

Our object of study is a multiclass queueing network (MQNET) which consists of acollection of (connected) single‐server stations. Exogenous arrivals into the system formindependent Poisson streams, service times are exponential and we have Markovian routingof customers between stations. Recent results concerning linear programming (LP) basedapproaches enable us to establish a simple and intuitive stability condition. This is of interestin its own right, but also enables us to progress with a study of optimal scheduling andperformance analysis. Our methodology here is also based on LP. A primal‐dual approachexploits the fact that the system satisfies (approximate) conservation laws to yield perform-anceguarantees for a natural index‐based scheduling heuristic. We are also able to analysethe performance of an arbitrary priority policy.

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Glazebrook, K., Niño‐Mora, J. A linear programming approach to stability, optimisationand performance analysis for Markovian multiclassqueueing networks. Annals of Operations Research 92, 1–18 (1999). https://doi.org/10.1023/A:1018922412074

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