Open Access
April 2011 Heavy traffic analysis for EDF queues with reneging
Łukasz Kruk, John Lehoczky, Kavita Ramanan, Steven Shreve
Ann. Appl. Probab. 21(2): 484-545 (April 2011). DOI: 10.1214/10-AAP681

Abstract

This paper presents a heavy-traffic analysis of the behavior of a single-server queue under an Earliest-Deadline-First (EDF) scheduling policy in which customers have deadlines and are served only until their deadlines elapse. The performance of the system is measured by the fraction of reneged work (the residual work lost due to elapsed deadlines) which is shown to be minimized by the EDF policy. The evolution of the lead time distribution of customers in queue is described by a measure-valued process. The heavy traffic limit of this (properly scaled) process is shown to be a deterministic function of the limit of the scaled workload process which, in turn, is identified to be a doubly reflected Brownian motion. This paper complements previous work by Doytchinov, Lehoczky and Shreve on the EDF discipline in which customers are served to completion even after their deadlines elapse. The fraction of reneged work in a heavily loaded system and the fraction of late work in the corresponding system without reneging are compared using explicit formulas based on the heavy traffic approximations. The formulas are validated by simulation results.

Citation

Download Citation

Łukasz Kruk. John Lehoczky. Kavita Ramanan. Steven Shreve. "Heavy traffic analysis for EDF queues with reneging." Ann. Appl. Probab. 21 (2) 484 - 545, April 2011. https://doi.org/10.1214/10-AAP681

Information

Published: April 2011
First available in Project Euclid: 22 March 2011

zbMATH: 1220.60053
MathSciNet: MR2807965
Digital Object Identifier: 10.1214/10-AAP681

Subjects:
Primary: 60K25
Secondary: 60G57 , 60J65 , 68M20

Keywords: diffusion limits , Due dates , heavy traffic , Queueing , Random measures , real-time queues , reneging

Rights: Copyright © 2011 Institute of Mathematical Statistics

Vol.21 • No. 2 • April 2011
Back to Top