Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin-Whitt Regime

• 成果类型: Article
• 署名作者: Braverman, Anton
• 署名单位: Northwestern University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2019.1023
• 发表日期: 2020
• 页码: 1069-1103
• 关键词: diffusion approximations; heavy; limit

摘要

This paper studies the steady-state properties of the join-the-shortest-queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers and the number of servers with nonempty buffers. Recently, Eschenfeldt and Gamarnik proved that a scaled version of this process converges, over finite time intervals, to a two-dimensional diffusion limit as the number of servers goes to infinity. In this paper, we prove that the diffusion limit is exponentially ergodic and that the diffusion scaled sequence of the steady-state number of idle servers and nonempty buffers is tight. Combined with the process-level convergence proved by Eschenfeldt and Gamarnik, our results imply convergence of steady-state distributions. The methodology used is the generator expansion framework based on Stein's method, also referred to as the drift-based fluid limit Lyapunov function approach in Stolyar. One technical contribution to the framework is to show how it can be used as a general tool to establish exponential ergodicity.