When Systems Don't Scale: Avoiding Collapse in Congestion-Sensitive Processing Systems


David Alderson
Division of Engineering and Applied Science
California Institute of Technology


Thursday, November 18, 2004
12:00 - 1:15 PM
Terman Engineering Center, Room 453


Abstract:

In this talk, I will introduce a class of congestion-sensitive processing systems in which the instantaneous output rate changes with the total amount of work in the system. Specifically, we consider systems that are susceptible to "congestion-induced collapse", in the sense that their output rate tends toward zero as their system workload gets large. We develop a sequence of models that allow us to characterize key features of system behavior, and we identify management policies that achieve optimal performance while preventing collapse. In particular, we develop stochastic models that show collapse in these systems is unavoidable unless one can impose admission control on newly arriving work. We prove that the optimal admission policy is a non-randomized threshold policy, and we solve for the threshold that maximizes system reward. This type of congestion-sensitive behavior is relevant to a variety of applications, including computer networking, telecommunications, and transportation systems.




Operations Research Colloquia: http://or.stanford.edu/oras_seminars.html