Fluid Approximation of a Processor Sharing Queue with Impatient Customers

Bert Zwart
Department of Mathematics and Computer Science
Eindhoven University of Technology


Wednesday, June 8, 2005
4:30 - 5:45 PM
Terman Engineering Center, Room 453


Abstract:

Motivated by obtaining a better understanding of the impact of reneging (e.g. aborting the download of a webpage) behavior in communication networks, we consider the GI/GI/1 PS queue where customers may leave after a certain amount of time before their service is finished. Under the PS service discipline, such behavior is very undesirable, since it implies that some work is done for nothing.

By considering a fluid scaling, we show that the process describing the number of customers in this Processor Sharing queue can be approximated by a delay-differential equation. We analyze this equation in detail; in particular we show convergence to a simple fixed-point equation. This equation enables us to do performance analysis and to obtain approximations for the fraction of customers that renege and the fraction of waisted bandwidth.

This talk is based on ongoing work with Christian Gromoll (Stanford) and Philippe Robert (INRIA).




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