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Large deviations analysis of the generalized processor sharing policy

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Abstract

In this paper we consider a stochastic server (modeling a multiclass communication switch) fed by a set of parallel buffers. The dynamics of the system evolve in discrete-time and the generalized processor sharing (GPS) scheduling policy of [25] is implemented. The arrival process in each buffer is an arbitrary, and possibly autocorrelated, stochastic process. We obtain a large deviations asymptotic for the buffer overflow probability at each buffer. In the standard large deviations methodology, we provide a lower and a matching (up to first degree in the exponent) upper bound on the buffer overflow probabilities. We view the problem of finding a most likely sample path that leads to an overflow as an optimal control problem. Using ideas from convex optimization we analytically solve the control problem to obtain both the asymptotic exponent of the overflow probability and a characterization of most likely modes of overflow. These results have important implications for traffic management of high-speed networks. They extend the deterministic, worst-case analysis of [25] to the case where a detailed statistical model of the input traffic is available and can be used as a basis for an admission control mechanism.

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Authors and Affiliations

  1. Sloan School of Management, Massachusetts Institute of Technology, Cambridge, MA, 02139, USA

    Dimitris Bertsimas

  2. Department of Manufacturing Engineering, Boston University, Boston, MA, 02215, USA

    Ioannis Ch. Paschalidis

  3. Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA o02139, USA

    John N. Tsitsiklis

Authors
  1. Dimitris Bertsimas
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  2. Ioannis Ch. Paschalidis
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  3. John N. Tsitsiklis
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Bertsimas, D., Paschalidis, I.C. & Tsitsiklis, J.N. Large deviations analysis of the generalized processor sharing policy. Queueing Systems 32, 319–349 (1999). https://doi.org/10.1023/A:1019151423773

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