Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/23762
Title: Heavy-traffic optimality of a stochastic network under utility-maximizing resource allocation
Authors: Ye, HQ 
Yao, DD
Keywords: Stochastic processing network
Concurrent resource occupancy
Utility-maximizing resource allocation
Fluid limit
Diffusion limit
Resource pooling
Heavy-traffic optimality
Lyapunov function
Issue Date: 2008
Publisher: Institute for Operations Research and the Management Sciences
Source: Operations research, 2008, v. 56, no. 2, p. 453-470 How to cite?
Journal: Operations research 
Abstract: We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job classes in a head-of-the-line processor-sharing mechanism. The allocation of the service capacities is a real-time control mechanism: in each network state, the resource allocation is the solution to an optimization problem that maximizes a general utility function. Whereas this resource allocation optimizes in a “greedy” fashion with respect to each state, we establish its asymptotic optimality in terms of (a) deriving the fluid and diffusion limits of the network under this allocation scheme, and (b) identifying a cost function that is minimized in the diffusion limit, along with a characterization of the so-called fixed-point state of the network.
URI: http://hdl.handle.net/10397/23762
ISSN: 0030-364x
EISSN: 1526-5463
DOI: 10.1287/opre.1070.0455
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