Stein's Method for Steady-State Approximations: Error Bounds and Engineering Solutions

作者: Anton Braverman , Jim Dai

DOI: 10.1145/3199524.3199570

关键词: State spaceLimit (mathematics)QueueApplied mathematicsMathematicsQueueing theoryMoment (mathematics)Mathematical optimizationStein's methodFunction (mathematics)Scheduling (computing)

摘要: Heavy traffic limits of queueing systems have been studied in the literature using fluid and diffusion limits. Recently, a new method called 'Drift Method' has developed to study these In drift method, function queue lengths is picked its set zero steady-state, obtain bounds on steady-state that are tight heavy-traffic limit. The key establish an appropriate notion state-space collapse terms moments weighted length differences, use this result when setting equal zero. These moment involved state space also obtained by arguments similar well-known Foster-Lyapunov theorem. We will apply methodology routing, scheduling, other resource allocation problems arise data centers cloud computing systems.

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