Abstract
A parallel server system is considered, with I customer classes and many servers, operating in a heavy traffic diffusion regime where the queueing delay and service time are of the same order of magnitude. Denoting by \(\widehat{X}^{n}\) and \(\widehat{Q}^{n}\), respectively, the diffusion scale deviation of the headcount process from the quantity corresponding to the underlying fluid model and the diffusion scale queue-length, we consider minimizing r.v.’s of the form \(c^{n}_{X}=\int_{0}^{u}C(\widehat{X}^{n}(t))\,dt\) and \(c^{n}_{Q}=\int_{0}^{u}C(\widehat{Q}^{n}(t))\,dt\) over policies that allow for service interruption. Here, C:ℝI→ℝ+ is continuous, and u>0. Denoting by θ the so-called workload vector, it is assumed that \(C^{*}(w):=\min\{C(q):q\in\mathbb{R}_{+}^{\mathbf{I}},\theta\cdot q=w\}\) is attained along a continuous curve as w varies in ℝ+. We show that any weak limit point of \(c^{n}_{X}\) stochastically dominates the r.v. \(\int_{0}^{u}C^{*}(W(t))\,dt\) for a suitable reflected Brownian motion W and construct a sequence of policies that asymptotically achieve this lower bound. For \(c^{n}_{Q}\), an analogous result is proved when, in addition, C ∗ is convex. The construction of the policies takes full advantage of the fact that in this regime the number of servers is of the same order as the typical queue-length.
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Rami Atar was supported in part by the ISF (Grant 1349/08), the US–Israel BSF (Grant 2008466), and the Technion’s fund for promotion of research.
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Atar, R., Solomon, N. Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown. Queueing Syst 69, 217–235 (2011). https://doi.org/10.1007/s11134-011-9218-1
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DOI: https://doi.org/10.1007/s11134-011-9218-1