2011
DOI: 10.1007/s10626-011-0105-z
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Optimal scheduling of parallel queues using stochastic flow models

Abstract: We consider a classic scheduling problem for optimally allocating a resource to multiple competing users and place it in the framework of Stochastic Flow Models (SFMs). We derive Infinitesimal Perturbation Analysis (IPA) gradient estimators for the average holding cost with respect to resource allocation parameters. These estimators are easily obtained from a sample path of the system without any knowledge of the underlying stochastic process characteristics. Exploiting monotonicity properties of these IPA est… Show more

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Cited by 6 publications
(4 citation statements)
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“…It stimulates numerous extensions in the literature [23,26,27,36,48]. Many works aim to study similar properties to the cµ-rule under various queueing systems and assumptions.…”
Section: Related Researchmentioning
confidence: 99%
“…It stimulates numerous extensions in the literature [23,26,27,36,48]. Many works aim to study similar properties to the cµ-rule under various queueing systems and assumptions.…”
Section: Related Researchmentioning
confidence: 99%
“…For concurrent access, we consider a queuing system for tasks submission. For such type of systems, the number of task arrivals in a given interval of time is a random variable with a Poisson distribution [5,12]. In this section, we describe the estimation method for the necessary resources to schedule a set of aperiodic tasks in parallel with periodic tasks.…”
Section: Aperiodic Task Scheduling With Deadline Constraintsmentioning
confidence: 99%
“…∂ θ j . However, by (16) we know that β (t) = B(t) and is independent of the control parameters. Thus, we get…”
Section: Event-time Derivativesmentioning
confidence: 99%
“…In addition, a fundamental property of IPA in SFMs (as in DES) is that the derivative estimates obtained are independent of the probability laws of the stochastic rate processes and require minimal information from the observed sample path. This approach has proved useful in optimizing various performance metrics in serial networks [23], systems with feedback control mechanisms [27], scheduling problems [15], [16], and some multiclass models [5], [24].…”
Section: Introductionmentioning
confidence: 99%