A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival- and service-time distributions. We address this extremal queue problem by measuring dispersion in terms of mean absolute deviation (MAD) instead of the more conventional variance, making available methods for distribution-free analysis. Combined with random walk theory, we obtain explicit expressions for the extremal interarrival- and service-time distributions and, hence, the best possible upper bounds for all moments of the waiting time. We also obtain tight lower bounds that, together with the upper bounds, provide robust performance intervals. We show that all bounds are computationally tractable and remain sharp also when the mean and MAD are not known precisely but are estimated based on available data instead. Summary of Contribution: Queueing theory is a classic OR topic with a central role for the GI/G/1 queue. Although this queueing system is conceptually simple, it is notoriously hard to determine the worst-case expected waiting time when only knowing the first two moments of the interarrival- and service-time distributions. In this setting, the exact form of the extremal distribution can only be determined numerically as the solution to a nonconvex nonlinear optimization problem. Our paper demonstrates that using mean absolute deviation (MAD) instead of variance alleviates the computational intractability of the extremal GI/G/1 queue problem, enabling us to state the worst-case distributions explicitly.

We consider a large-scale service system where incoming tasks have to be instantaneously dispatched to one out of many parallel server pools. The user-perceived performance degrades with the number of concurrent tasks and the dispatcher aims at maximizing the overall quality of service by balancing the load through a simple threshold policy. We demonstrate that such a policy is optimal on the fluid and diffusion scales, while only involving a small communication overhead, which is crucial for large-scale deployments. In order to set the threshold optimally, it is important, however, to learn the load of the system, which may be unknown. For that purpose, we design a control rule for tuning the threshold in an online manner. We derive conditions that guarantee that this adaptive threshold settles at the optimal value, along with estimates for the time until this happens. In addition, we provide numerical experiments that support the theoretical results and further indicate that our policy copes effectively with time-varying demand patterns. Summary of Contribution: Data centers and cloud computing platforms are the digital factories of the world, and managing resources and workloads in these systems involves operations research challenges of an unprecedented scale. Due to the massive size, complex dynamics, and wide range of time scales, the design and implementation of optimal resource-allocation strategies is prohibitively demanding from a computation and communication perspective. These resource-allocation strategies are essential for certain interactive applications, for which the available computing resources need to be distributed optimally among users in order to provide the best overall experienced performance. This is the subject of the present article, which considers the problem of distributing tasks among the various server pools of a large-scale service system, with the objective of optimizing the overall quality of service provided to users. A solution to this load-balancing problem cannot rely on maintaining complete state information at the gateway of the system, since this is computationally unfeasible, due to the magnitude and complexity of modern data centers and cloud computing platforms. Therefore, we examine a computationally light load-balancing algorithm that is yet asymptotically optimal in a regime where the size of the system approaches infinity. The analysis is based on a Markovian stochastic model, which is studied through fluid and diffusion limits in the aforementioned large-scale regime. The article analyzes the load-balancing algorithm theoretically and provides numerical experiments that support and extend the theoretical results.

Load balancing plays a critical role in efficiently dispatching jobs in parallel-server systems such as cloud networks and data centers. A fundamental challenge in the design of load balancing algorithms is to achieve an optimal trade-off between delay performance and implementation overhead (e.g. communication or memory usage). This trade-off has primarily been studied so far from the angle of the amount of overhead required to achieve asymptotically optimal performance, particularly vanishing delay in large-scale systems. In contrast, in the present paper, we focus on an arbitrarily sparse communication budget, possibly well below the minimum requirement for vanishing delay, referred to as the hyper-scalable operating region. Furthermore, jobs may only be admitted when a specific limit on the queue position of the job can be guaranteed. The centerpiece of our analysis is a universal upper bound for the achievable throughput of any dispatcher-driven algorithm for a given communication budget and queue limit. We also propose a specific hyper-scalable scheme which can operate at any given message rate and enforce any given queue limit, while allowing the server states to be captured via a closed product-form network, in which servers act as customers traversing various nodes. The product-form distribution is leveraged to prove that the bound is tight and that the proposed hyper-scalable scheme is throughput-optimal in a many-server regime given the communication and queue limit constraints. Extensive simulation experiments are conducted to illustrate the results.

As the Internet-of-Things (IoT) emerges, connecting immense numbers of sensors and devices, the continual growth in wireless communications increasingly manifests itself in terms of a larger and denser population of nodes with intermittent traffic patterns. A crucial issue that arises in these conditions is how to set the activation rates as a function of the network density and traffic intensity. Depending on the scaling of the activation rates, dense node populations may either result in excessive activations and potential collisions, or long delays that may increase with the number of nodes, even at low load. Motivated by the above issues, we examine optimal activation rate scalings in ultra-dense networks with intermittent traffic sources. We establish stability conditions, and provide closed-form expressions which indicate that the mean delay is roughly inversely proportional to the nominal activation rate. We also discuss a multi-scale mean-field limit, and use the associated fixed point to determine the buffer content and delay distributions. The results provide insight in the scalings that minimize the delay while preventing excessive activation attempts. Extensive simulation experiments demonstrate that the mean-field asymptotics yield highly accurate approximations, even when the number of nodes is moderate.

Load balancing algorithms play a crucial role in delivering robust application performance in data centers and cloud networks. Recently, strong interest has emerged in Join-the-Idle-Queue (JIQ) algorithms, which rely on tokens issued by idle servers in dispatching tasks and outperform power-of-d policies. Specifically, JiQ strategies involve minimal information exchange, and yet achieve zero blocking and wait in the many-server limit. The latter property prevails in a multiple-dispatcher scenario when the loads are strictly equal among dispatchers. For various reasons it is not uncommon however for skewed load patterns to occur. We leverage product-form representations and fluid limits to establish that the blocking and wait then no longer vanish, even for arbitrarily low overall load. Remarkably, it is the least-loaded dispatcher that throttles tokens and leaves idle servers stranded, thus acting as bottleneck. Motivated by the above issues, we introduce two enhancements of the ordinary JIQ scheme where tokens are either distributed non-uniformly or occasionally exchanged among the various dispatchers. We prove that these extensions can achieve zero blocking and wait in the many-server limit, for any subcritical overall load and arbitrarily skewed load profiles. Extensive simulation experiments demonstrate that the asymptotic results are highly accurate, even for moderately sized systems.

With the rapid advance of the Internet of Everything, both the number of devices and the range of applications that rely on wireless connectivity show huge growth. Driven by these pervasive trends, wireless networks grow in size and complexity, supporting immense numbers of nodes and data volumes, with highly diverse traffic profiles and performance requirements. While well-established methods are available for evaluating the throughput of persistent sessions with saturated buffers, these provide no insight in the delay performance of flows with intermittent packet arrivals. The occurrence of empty buffers in the latter scenario results in a complex interaction between activity states and packet queues, which severely complicates the performance analysis. Motivated by these challenges, we develop a mean-field approach to analyze buffer contents and packet delays in wireless networks in a many-sources regime. The mean-field behavior simplifies the analysis of a large-scale network with packet arrivals and buffer dynamics to a low-dimensional fixed-point calculation for a network with saturated buffers. In particular, the analysis yields explicit expressions for the buffer content and packet delay distribution in terms of the fixed-point solution. Extensive simulation experiments demonstrate that these expressions provide highly accurate approximations, even for a fairly moderate number of sources.

Wireless networks equipped with the CSMA protocol are subject to collisions due to interference. For a given interference range, we investigate the tradeoff between collisions (hidden nodes) and unused capacity (exposed nodes). We show that the sensing range that maximizes throughput critically depends on the activation rate of nodes. For infinite line networks, we prove the existence of a threshold: When the activation rate is below this threshold, the optimal sensing range is small (to maximize spatial reuse). When the activation rate is above the threshold, the optimal sensing range is just large enough to preclude all collisions. Simulations suggest that this threshold policy extends to more complex linear and nonlinear topologies.

We explore the achievable delay performance in wireless random-access networks. While relatively simple and inherently distributed in nature, suitably designed backlog-based random-access schemes provide the striking capability to match the optimal throughput performance of centralized scheduling mechanisms. The specific type of activation rules for which throughput optimality has been established, may however yield excessive backlogs and delays. Motivated by that issue, we examine whether the poor delay performance is inherent to the basic operation of these schemes, or caused by the specific kind of activation rules. We derive delay lower bounds for backlog-based activation rules, which offer fundamental insight in the cause of the excessive delays. For fixed activation rates we obtain lower bounds indicating that delays and mixing times can grow dramatically with the load in certain topologies as well.

We explore the minimum energy configurations of repelling particles distributed over $n$ possible locations forming a toric grid. We conjecture that the most energy-efficient way to distribute $n/2$ particles over this space is to place them in a checkerboard pattern. Numerical experiments validate this conjecture for reasonable choices of the repelling force. In the present paper, we prove this conjecture in a large number of special cases---most notably, when the sizes of the torus are either two or multiples of four in all dimensions and the repelling force is a completely monotonic function of the Lee distance between the particles.

In applying matrix-analytic methods to M/G/1-type and tree-like quasi-birth-death (QBD) Markov chains, it is crucial to determine the solution to a (set of) nonlinear matrix equation(s). This is usually done via iterative methods. We consider the highly structured subclass of triangular M/G/1-type and tree-like QBD Markov chains that allows for an efficient direct solution of the matrix equation.

Wireless networks equipped with the CSMA protocol are subject to collisions due to interference. For a given interference range we investigate the tradeoff between collisions (hidden nodes) and unused capacity (exposed nodes). We show that the sensing range that maximizes throughput critically depends on the activation rate of nodes. For infinite line networks, we prove the existence of a threshold: When the activation rate is below this threshold the optimal sensing range is small (to maximize spatial reuse). When the activation rate is above the threshold the optimal sensing range is just large enough to preclude all collisions. Simulations suggest that this threshold policy extends to more complex linear and non-linear topologies.