Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model

• 成果类型: Article
• 署名作者: Ye, Heng-Qing; Yao, David D.
• 署名单位: Hong Kong Polytechnic University; Columbia University
• 刊物名称: OPERATIONS RESEARCH
• ISSN/ISSBN: 0030-364X
• DOI: 10.1287/opre.1090.0758
• 发表日期: 2010
• 页码: 613-623
• 关键词: heavy-traffic optimality; state-space collapse; data-networks; bandwidth; STABILITY; fluid

摘要

We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent. occupancy of both servers while class 2 jobs use only one server. The traffic intensity is such that both servers are bottlenecks, meaning the service capacity is equal to the offered workload. The real-time allocation of the service capacity among the job classes takes the form of a solution to an optimization problem that maximizes a utility function. We derive the diffusion limit of the network and establish its asymptotic optimality. In particular, we identify a cost objective associated with the utility function and show that it is minimized at the diffusion limit by the utility-maximizing allocation within a broad class of fair allocation schemes. The model also highlights the key issues involved in multiple bottlenecks.