Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse

© 2020 The Author(s). We consider a multihop switched network operating under a max-weight scheduling policy and show that the distance between the queue length process and a fluid solution remains bounded by a constant multiple of the deviation of the cumulative arrival process from its average. We...

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Main Authors: Sharifnassab, Arsalan, Tsitsiklis, John N, Golestani, S Jamaloddin
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2021
Online Access:https://hdl.handle.net/1721.1/134013
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author Sharifnassab, Arsalan
Tsitsiklis, John N
Golestani, S Jamaloddin
author2 Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
author_facet Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Sharifnassab, Arsalan
Tsitsiklis, John N
Golestani, S Jamaloddin
author_sort Sharifnassab, Arsalan
collection MIT
description © 2020 The Author(s). We consider a multihop switched network operating under a max-weight scheduling policy and show that the distance between the queue length process and a fluid solution remains bounded by a constant multiple of the deviation of the cumulative arrival process from its average. We then exploit this result to prove matching upper and lower bounds for the time scale over which additive state space collapse (SSC) takes place. This implies, as two special cases, an additive SSC result in diffusion scaling under nonMarkovian arrivals and, for the case of independent and identically distributed arrivals, an additive SSC result over an exponential time scale.
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spelling mit-1721.1/1340132023-12-12T19:54:25Z Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse Sharifnassab, Arsalan Tsitsiklis, John N Golestani, S Jamaloddin Massachusetts Institute of Technology. Laboratory for Information and Decision Systems Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science © 2020 The Author(s). We consider a multihop switched network operating under a max-weight scheduling policy and show that the distance between the queue length process and a fluid solution remains bounded by a constant multiple of the deviation of the cumulative arrival process from its average. We then exploit this result to prove matching upper and lower bounds for the time scale over which additive state space collapse (SSC) takes place. This implies, as two special cases, an additive SSC result in diffusion scaling under nonMarkovian arrivals and, for the case of independent and identically distributed arrivals, an additive SSC result over an exponential time scale. 2021-10-27T19:57:38Z 2021-10-27T19:57:38Z 2020 2021-03-23T18:34:45Z Article http://purl.org/eprint/type/JournalArticle https://hdl.handle.net/1721.1/134013 en 10.1287/STSY.2019.0038 Stochastic Systems Creative Commons Attribution 4.0 International license https://creativecommons.org/licenses/by/4.0/ application/pdf Institute for Operations Research and the Management Sciences (INFORMS) INFORMS
spellingShingle Sharifnassab, Arsalan
Tsitsiklis, John N
Golestani, S Jamaloddin
Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
title Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
title_full Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
title_fullStr Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
title_full_unstemmed Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
title_short Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
title_sort fluctuation bounds for the max weight policy with applications to state space collapse
url https://hdl.handle.net/1721.1/134013
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