提出新框架与简单策略,显著提升排队系统短期性能。
Finite-Time Minimax Bounds and an Optimal Lyapunov Policy in Queueing Control
- 基于李雅普诺夫函数设计新调度策略,同时优化一阶与二阶漂移。
- 在重负载下实现最优有限时间性能,比经典MaxWeight策略更优。
- 揭示了传统策略的缺陷,适合关注短期表现的系统设计者。
我们提出一个全新的极小极大框架,用于分析排队控制中的有限时间性能,并设计了一种出人意料简单的基于李雅普诺夫的调度策略,表现出卓越的有限时间性能。该框架定量刻画了期望总队列长度如何随系统关键参数(如调度集容量、各队列到达与离开的波动性)变化。这一刻画为评估和比较有限时间场景下的调度策略(包括在特定假设下的非平稳设置)提供了系统性量化基础,证明所提策略在理论上和实验上均优于经典的MaxWeight策略。在该框架下,我们获得三大核心结果:第一,通过新颖的布朗运动耦合论证,推导出并行队列调度的极小极大下界;第二,提出新策略LyapOpt,最小化全二次李雅普诺夫漂移(捕获一阶与二阶项),在重负载主导区域条件下达到最优有限时间性能,同时保持经典稳定性保证;第三,识别出经典MaxWeight策略的关键局限——仅优化一阶漂移,导致其有限时间性能对系统参数的依赖次优,从而在明确刻画的设定中产生明显更大的积压。这些结果厘清了传统漂移驱动调度的适用范围与局限,推动了具备严格有限时间保证的新排队控制方法的发展。
原文摘要 · Abstract (English)
We introduce an original minimax framework for finite-time performance analysis in queueing control and propose a surprisingly simple Lyapunov-based scheduling policy with superior finite-time performance. The framework quantitatively characterizes how the expected total queue length scales with key system parameters, including the capacity of the scheduling set and the variability of arrivals and departures across queues. This characterization provides a systematic quantitative basis for evaluating and comparing scheduling policies in the finite-time regime, including nonstationary settings under certain assumptions on the model, and shows that the proposed policy provably and empirically outperforms the classical MaxWeight strategy in finite time. Within this framework, we establish three main sets of results. First, we derive minimax lower bounds on the expected total queue length for parallel-queue scheduling via a novel Brownian coupling argument. Second, we propose a new policy, LyapOpt, which minimizes the full quadratic Lyapunov drift-capturing both first- and second-order terms-and achieves optimal finite-time performance under the dominated region condition in heavy traffic while retaining classical stability guarantees. Third, we identify a key limitation of the classical MaxWeight policy, which optimizes only the first-order drift: its finite-time performance depends suboptimally on system parameters, leading to substantially larger backlogs in explicitly characterized settings. Together, these results delineate the scope and limitations of classical drift-based scheduling and motivate new queueing-control methods with rigorous finite-time guarantees.
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