Stability and Control of Piecewise-Deterministic Queueing Systems
Jin Li, Saurabh Amin

Citation
Jin Li, Saurabh Amin. "Stability and Control of Piecewise-Deterministic Queueing Systems". submitted to IEEE TAC, 2016.

Abstract
Unreliable link capacities cause a significant amount of delay in transportation networks. In this paper, we propose a novel approach to studying the traffic queues due to capacity-reducing events under a class of control policies. First, we propose a Piecewise-Deterministic Queueing (PDQ) model in which the link saturation rates switch between a finite set of values (modes) according to a Markov chain, which captures the occurrence and clearance of capacity-reducing events. Second, we derive results on the stability of PDQ networks, i.e. when the joint distribution of the link queue sizes converges to a unique invariant probability measure. On one hand, a necessary condition for stability is that the average inflow to each link is less than the link's effective capacity. On the other hand, a sufficient condition is that a set of bilinear matrix inequalities involving model parameters and the control policy has a feasible solution. Third, we provide an analytical characterization of the steady-state distribution of bimodal PDQ systems, which enables us to obtain the optimal static/mode-dependent routing policy for bimodal PDQ networks by solving a convex min-cost problem.

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Citation formats  
  • HTML
    Jin Li, Saurabh Amin. <a
    href="http://www.cps-forces.org/pubs/145.html"
    >Stability and Control of Piecewise-Deterministic
    Queueing Systems</a>, <i>submitted to IEEE
    TAC</i>,  2016.
  • Plain text
    Jin Li, Saurabh Amin. "Stability and Control of
    Piecewise-Deterministic Queueing Systems".
    <i>submitted to IEEE TAC</i>,  2016.
  • BibTeX
    @article{LiAmin16_StabilityControlOfPiecewiseDeterministicQueueingSystems,
        author = {Jin Li and Saurabh Amin},
        title = {Stability and Control of Piecewise-Deterministic
                  Queueing Systems},
        journal = {submitted to IEEE TAC},
        year = {2016},
        abstract = {Unreliable link capacities cause a significant
                  amount of delay in transportation networks. In
                  this paper, we propose a novel approach to
                  studying the traffic queues due to
                  capacity-reducing events under a class of control
                  policies. First, we propose a
                  Piecewise-Deterministic Queueing (PDQ) model in
                  which the link saturation rates switch between a
                  finite set of values (modes) according to a Markov
                  chain, which captures the occurrence and clearance
                  of capacity-reducing events. Second, we derive
                  results on the stability of PDQ networks, i.e.
                  when the joint distribution of the link queue
                  sizes converges to a unique invariant probability
                  measure. On one hand, a necessary condition for
                  stability is that the average inflow to each link
                  is less than the link's effective capacity. On the
                  other hand, a sufficient condition is that a set
                  of bilinear matrix inequalities involving model
                  parameters and the control policy has a feasible
                  solution. Third, we provide an analytical
                  characterization of the steady-state distribution
                  of bimodal PDQ systems, which enables us to obtain
                  the optimal static/mode-dependent routing policy
                  for bimodal PDQ networks by solving a convex
                  min-cost problem.},
        URL = {http://cps-forces.org/pubs/145.html}
    }
    

Posted by Saurabh Amin on 16 Apr 2016.
Groups: forces
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