Advances in Applied Probability

Reducing response time in fork-join systems under heavy traffic via imbalance control

Saul C. Leite and Marcelo D. Fragoso

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Abstract

We consider the problem of reducing the response time of fork-join systems by maintaining the workload balanced among the processing stations. The general problem of modeling and finding an optimal policy that reduces imbalance is quite difficult. In order to circumvent this difficulty, the heavy traffic approach is taken, and the system dynamics are approximated by a reflected diffusion process. This way, the problem of finding an optimal balancing policy that reduces workload imbalance is set as a stochastic optimal control problem, for which numerical methods are available. Some numerical experiments are presented, where the control problem is solved numerically and applied to a simulation. The results indicate that the response time of the controlled system is reduced significantly using the devised control.

Article information

Source
Adv. in Appl. Probab., Volume 45, Number 4 (2013), 1137-1156.

Dates
First available in Project Euclid: 12 December 2013

Permanent link to this document
https://projecteuclid.org/euclid.aap/1386857861

Digital Object Identifier
doi:10.1239/aap/1386857861

Mathematical Reviews number (MathSciNet)
MR3161300

Zentralblatt MATH identifier
1290.60091

Subjects
Primary: 60K25: Queueing theory [See also 68M20, 90B22]
Secondary: 93E20: Optimal stochastic control

Keywords
Queueing theory parallel system heavy traffic analysis

Citation

Leite, Saul C.; Fragoso, Marcelo D. Reducing response time in fork-join systems under heavy traffic via imbalance control. Adv. in Appl. Probab. 45 (2013), no. 4, 1137--1156. doi:10.1239/aap/1386857861. https://projecteuclid.org/euclid.aap/1386857861


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