Title :
Admission control in stochastic event graphs
Author :
Altman, Eitan ; Gaujal, Bruno ; Hordijk, Arie
Author_Institution :
Inst. Nat. de Recherche en Inf. et Autom., Sophia Antipolis, France
fDate :
5/1/2000 12:00:00 AM
Abstract :
We first show that the expectation of convex increasing functions of the workload (or waiting time) in (max, +) linear systems, under a single input sequence, is multi-modular. This is done using a coupling argument and a vectorial version of Lindley´s equation. Next, we use this result and the optimization theory based on multi-modular costs to construct the optimal open-loop admission control in general (max, +) linear systems under admission rate constraints. This optimization result only requires stationarity assumptions on the arrival process and on the service times of the servers in the system
Keywords :
exponential distribution; graph theory; linear systems; optimal control; optimisation; queueing theory; Lindley equation; admission control; exponential distribution; linear systems; multiple modularity; optimal control; optimization; queueing systems; queueing theory; service times; stochastic event graphs; waiting time; Admission control; Constraint optimization; Constraint theory; Cost function; Equations; Linear systems; Open loop systems; Optimal control; Queueing analysis; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on