Name
Title | ||
|---|---|---|
Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model |
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1287/opre.1090.0758 | Operations Research |
Keywords | Field | DocType |
job class,utility function,utility-maximizing allocation,stochastic network,stochastic processing network,diffusion limit,difiusion limit,two-bottleneck model,service capacity,broad class,utility-maximizing resource control,dynamic com- plementarity problem,real-time allocation,asymptotic optimality.,asymptotic optimality,allocation scheme,optimization problem,real time,stochastic process | Bottleneck,Mathematical optimization,Workload,Traffic intensity,Server,Complementarity theory,Occupancy,Optimization problem,Operations management,Input/output (C++),Mathematics | Journal |
Volume | Issue | ISSN |
58 | 3 | 0030-364X |
Citations | PageRank | References |
7 | 0.67 | 8 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hengqing Ye | 1 | 100 | 12.30 |
| David D. Yao | 2 | 861 | 140.51 |