Brownian models of open processing networks: canonical representation of workload
Harrison, J. Michael
Ann. Appl. Probab., Tome 10 (2000) no. 2, p. 75-103 / Harvested from Project Euclid
A recent paper by Harrison and Van Mieghem explained in general mathematical terms how one forms an “equivalent workload formulation” of a Brownian network model. Denoting by $Z(t)$ the state vector of the original Brownian network, one has a lower dimensional state descriptor $W(t) = MZ(t)$ in the equivalent workload formulation, where $M$ can be chosen as any basis matrix for a particular linear space. This paper considers Brownian models for a very general class of open processing networks, and in that context develops a more extensive interpretation of the equivalent workload formulation, thus extending earlier work by Laws on alternate routing problems. A linear program called the static planning problem is introduced to articulate the notion of “heavy traffic ” for a general open network, and the dual of that linear program is used to define a canonical choice of the basis matrix $M$. To be specific, rows of the canonical $M$ are alternative basic optimal solutions of the dual linear program. If the network data satisfy a natural monotonicity condition, the canonical matrix $M$ is shown to be nonnegative, and another natural condition is identified which insures that $M$ admits a factorization related to the notion of resource pooling.
Publié le : 2000-02-14
Classification:  Queueing theory,  heavy traffic,  dynamic control,  Brownian approximation,  equivalent workload formulation,  60K25,  60K25,  60J70,  90B15
@article{1019737665,
     author = {Harrison, J. Michael},
     title = {Brownian models of open processing networks: canonical
		 representation of workload},
     journal = {Ann. Appl. Probab.},
     volume = {10},
     number = {2},
     year = {2000},
     pages = { 75-103},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1019737665}
}
Harrison, J. Michael. Brownian models of open processing networks: canonical
		 representation of workload. Ann. Appl. Probab., Tome 10 (2000) no. 2, pp.  75-103. http://gdmltest.u-ga.fr/item/1019737665/