论文标题

高度不确定性的交通安排

Scheduling in the high uncertainty heavy traffic regime

论文作者

Atar, Rami, Castiel, Eyal, Shadmi, Yonatan

论文摘要

我们提出了一种模型不确定性方法,以实现繁重的渐进性,这允许高水平的不确定性。也就是说,基本分布的不确定性类别可容纳通常在通常的扩散量表下命令1的干扰,而不是与交通繁重有关的渐近消失的干扰。该方法的一个主要优点是,不变原理的基础扩散限制使得仅根据前两个矩来定义不确定性类是可能的。我们认为的模型是具有多种作业类型的单个服务器队列。该问题被表达为系统控制器之间播放的零和随机游戏,后者确定调度并试图最大程度地降低预期的线性持有成本,而对手则动态控制到达工作的服务时间分布,并尝试最大程度地利用成本。游戏的交通渐近性很大。结果表明,系统控制器的渐近最佳策略是根据索引规则确定优先级,对于对手,它是根据系统的当前工作负载选择分布。工作量到分配的反馈映射由HJB方程确定,这也表征了游戏的极限值。与大量交通理论的绝大多数结果以及扩散大小干扰的直接结果不同,渐近最佳的限制动力学是由随机微分方程捕获的,在随机微分方程中,漂移和扩散系数都可能是不连续的。

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual diffusion scale, as opposed to asymptotically vanishing disturbances studied previously in relation to heavy traffic. A main advantage of the approach is that the invariance principle underlying diffusion limits makes it possible to define uncertainty classes in terms of the first two moments only. The model we consider is a single server queue with multiple job types. The problem is formulated as a zero sum stochastic game played between the system controller, who determines scheduling and attempts to minimize an expected linear holding cost, and an adversary, who dynamically controls the service time distributions of arriving jobs, and attempts to maximize the cost. The heavy traffic asymptotics of the game are fully solved. It is shown that an asymptotically optimal policy for the system controller is to prioritize according to an index rule and for the adversary it is to select distributions based on the system's current workload. The workload-to-distribution feedback mapping is determined by an HJB equation, which also characterizes the game's limit value. Unlike in the vast majority of results in the heavy traffic theory, and as a direct consequence of the diffusive size disturbances, the limiting dynamics under asymptotically optimal play are captured by a stochastic differential equation where both the drift and the diffusion coefficients may be discontinuous.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源