This dissertation focuses on the performance analysis of multiclass open queueing networks
using semi-martingale reflecting Brownian motion (SRBM) approximation. It consists of four parts.
In the first part, we derive a strong approximation for a multiclass feedforward queueing network, where jobs after service completion can only move to a downstream service station.
Job classes are partitioned into groups. Within a group, jobs are served in the order of arrival;
that is, a first-in-first-out (FIFO) discipline is in force, and among groups, jobs are served under a pre-assigned preemptive priority discipline. We obtain an SRBM as the result of strong approximation for the network, through an inductive approach. Based on the strong
approximation, some procedures are proposed to approximate the stationary distribution of
various performance measures of the queueing network. Our work extends and complements
the previous work done on the feedforward queueing network. The numeric examples show
that the strong approximation provides a better approximation than that suggested by a
straightforward interpretation of the heavy traffic limit theorem.
In the second part, we develop a Brownian approximation for a general multiclass queueing
network with a set of single-server stations that operate under a combination of FIFO
(first-in-first-out) and priority service disciplines and are subject to random breakdowns. Our
intention here is to illustrate how to approximate a queueing network by an SRBM, not to justify such approximation. We illustrate through numerical examples in comparison against simulation that the SRBM model, while not always supported by a heavy traffic limit theorem, possesses good accuracy in most cases, even when the systems are moderately loaded.
Through analyzing special networks, we also discuss the existence of the SRBM approximation in relation to the stability and the heavy traffic limits of the networks.
In most queueing network applications, the stationary distributions of queueing networks
are of great interest. It becomes natural to approximate these stationary distributions by the stationary distributions of the approximating SRBMs. Although we are able to characterize the stationary distribution of an SRBM, except in few limited cases, it is extremely difficult to obtain the stationary distribution analytically. In the third part of the dissertation, we propose a numerical algorithm, referred to as BNA/FM (Brownian network analyzer with finite element method), for computing the stationary distribution of an SRBM in a hypercube.
SRBM in a hypercube serves as an approximate model of queueing networks with finite
buffers. Our BNA/FM algorithm is based on finite element method and an extension of a
generic algorithm developed in the previous work. It uses piecewise polynomials to form an approximate subspace of an infinite dimensional functional space. The BNA/FM algorithm is shown to produce good estimates for stationary probabilities, in addition to stationary moments. This is in contrast to the BNA/SM (Brownian network analyzer with spectral method) developed in the previous work, where global polynomials are used to form the approximate subspace and they sometime fail to produce meaningful estimates of these stationary probabilities.
We also report extensive computational experiences from our implementation that
will be useful for future numerical research on SRBMs. A three-station tandem network with
finite buffers is presented to illustrate the effectiveness of the Brownian approximation model and our BNA/FM algorithm.
In the last part of the dissertation, we extend the BNA/FM algorithm to calculate the
stationary distribution of an SRBM in an orthant. This type of SRBM arises as a Brownian approximation model for queueing networks with infinite buffers. We prove the convergence theorems which justify the extension. A three-machine job shop example is presented to illustrate the accuracy of our extended BNA/FM algorithm. In fact, this extended algorithm is also used in the first two parts of this dissertation to analyze the performance of several queueing network examples and it gives fairly good performance estimates in most cases. / Business, Sauder School of / Graduate
| Identifer | oai:union.ndltd.org:UBC/oai:circle.library.ubc.ca:2429/13829 |
| Date | 11 1900 |
| Creators | Shen, Xinyang |
| Source Sets | University of British Columbia |
| Language | English |
| Detected Language | English |
| Type | Text, Thesis/Dissertation |
| Format | 8667765 bytes, application/pdf |
| Rights | For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use. |
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