English

Queuing with future information

Probability 2014-07-03 v3 Networking and Internet Architecture Performance

Abstract

We study an admissions control problem, where a queue with service rate 1p1-p receives incoming jobs at rate λ(1p,1)\lambda\in(1-p,1), and the decision maker is allowed to redirect away jobs up to a rate of pp, with the objective of minimizing the time-average queue length. We show that the amount of information about the future has a significant impact on system performance, in the heavy-traffic regime. When the future is unknown, the optimal average queue length diverges at rate log1/(1p)11λ\sim\log_{1/(1-p)}\frac{1}{1-\lambda}, as λ1\lambda\to 1. In sharp contrast, when all future arrival and service times are revealed beforehand, the optimal average queue length converges to a finite constant, (1p)/p(1-p)/p, as λ1\lambda\to1. We further show that the finite limit of (1p)/p(1-p)/p can be achieved using only a finite lookahead window starting from the current time frame, whose length scales as O(log11λ)\mathcal{O}(\log\frac{1}{1-\lambda}), as λ1\lambda\to1. This leads to the conjecture of an interesting duality between queuing delay and the amount of information about the future.

Keywords

Cite

@article{arxiv.1211.0618,
  title  = {Queuing with future information},
  author = {Joel Spencer and Madhu Sudan and Kuang Xu},
  journal= {arXiv preprint arXiv:1211.0618},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AAP973 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T22:32:28.654Z