State-Space Collapse via Drift Conditions Atilla Eryilmaz (OSU) and R. Srikant (Illinois) 4/10/20151

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State-Space Collapse via Drift Conditions Atilla Eryilmaz (OSU) and R. Srikant (Illinois) 4/10/20151 Slide 2 Goal 4/10/20152 Slide 3 Motivation 3 Parallel servers Jobs are buffered at a single queue When a server becomes idle, it grabs the first job from the queue to serve All servers are fully utilized whenever possible Slide 4 Multiple queues Jobs arrive and choose to join the shortest queue upon arrival Total queue length is the same as in the case of a single queue if jobs defect to a different queue whenever one becomes empty 4/10/20154 Slide 5 Multi-Path Routing Choice of paths from source to destination: route each packet on currently least-congested path JSQ is an abstraction of such routing scheme. It is not possible for packets to defect from one path to another. Is JSQ still optimal in the sense of minimizing queue lengths? 4/10/20155 Slide 6 Heavy-Traffic Regime Consider the traffic regime where the arrival rate approaches the system capacity 4/10/20156 Slide 7 Foschini and Gans (1978) 4/10/20157 Slide 8 Steady-State Result for JSQ 4/10/20158 Slide 9 Lower-Bounding Queue 4/10/20159 Slide 10 The Lower Bound 4/10/201510 Slide 11 State-Space Collapse 4/10/201511 (1,1) q qq Slide 12 A Useful Property of JSQ 4/10/201512 Slide 13 Drift Conditions and Moments 4/10/201513 Slide 14 Moments & State-Space Collapse 4/10/201514 Slide 15 The Upper Bound 4/10/201515 Slide 16 Using State-Space Collapse 4/10/201516 Slide 17 Handling Cross Terms Slide 18 A Useful Identity 4/10/201518 Slide 19 Theorem 4/10/201519 Slide 20 Three-Step Procedure 4/10/201520 Slide 21 Wireless Networks 4/10/201521 Slide 22 Example Two links, four feasible rates: (0,2), (1,2), (3,1), (3,0) 4/10/201522 (0,2) (1,2) (3,1) (3,0) Capacity Region: Set of average service rates Slide 23 MaxWeight (MW) Algorithm 4/10/201523 (0,2) (1,2) (3,1) (3,0) Capacity Region: Set of average service rates Arrival rates can be anywhere in the capacity region; MW stabilizes queues Slide 24 Lower Bound 4/10/201524 (0,2) (1,2) (3,1) (3,0) Capacity Region: Set of average service rates Arrival rates can be anywhere in the capacity region; MW stabilizes queues Slide 25 Heavy-Traffic Regime 4/10/201525 (0,2) (1,2) (3,1) (3,0) Capacity Region: Set of average service rates Arrival rates can be anywhere in the capacity region; MW stabilizes queues. Slide 26 State-Space Collapse 4/10/201526 c q qq Slide 27 Upper Bound 4/10/201527 Slide 28 Theorem 4/10/201528 Slide 29 Implications 4/10/201529 c q qq Slide 30 Use Beyond Heavy-Traffic Regime Each face of the capacity region provides an upper and lower bound Treat these as constraints From this the best upper and lower bounds can be obtained o Similar to Bertsimas, Paschalidis and Tsitsiklis (1995), Kumar and Kumar (1995), Shah and Wischik (2008) 4/10/201530 Slide 31 Stability and Performance Stability of control policies can be shown by considering the drift of a Lyapunov function Setting this drift equal to zero gives bounds on queue lengths in steady-state But these are not tight in heavy-traffic The moment-based interpretation of state-space collapse and the upper bounding ideas to use this information provide tight upper bounds 4/10/201531 Slide 32 Conclusions An approach to state-space collapse using exponential bounds based on drift conditions A technique to use to these bounds in obtaining tight upper bounds Demonstrated for o JSQ o MaxWeight o MaxWeight with fading is an easy extension 4/10/201532