Invariant States of Hydrodynamic Limits of Randomized Load-Balancing Networks

Randomized load-balancing algorithms play an important role in improving performance in large-scale networks at relatively low computational cost. A common model of such a system is a network of N parallel queues in which incoming jobs with independent and identically distributed service times are routed on arrival using the join-the-shortest-of-d-queues routing algorithm. Under fairly general conditions, it was shown by Aghajani and Ramanan that as [Formula: see text], the state dynamics converge to the unique solution of a countable system of coupled deterministic measure-valued equations called the hydrodynamic equations. In this article, a characterization of invariant states of these hydrodynamic equations is obtained and, when [Formula: see text], used to construct a numerical algorithm to compute the queue length distribution and mean virtual waiting time in the invariant state. Additionally, it is also shown that under a suitable tail condition on the service distribution, the queue length distribution of the invariant state exhibits a doubly exponential tail decay, thus demonstrating a vast improvement in performance over the case [Formula: see text], which corresponds to random routing, when the tail decay could even be polynomial. Furthermore, numerical evidence is provided to support the conjecture that the invariant state is the limit of the steady-state distributions of the N-server models. The proof methodology, which entails analysis of a coupled system of measure-valued equations, can potentially be applied to other many-server systems with general service distributions, where measure-valued representations are useful. Funding: This work was supported by the Office of Naval Research Vannevar Bush Faculty Fellowship [Grant ONR-N0014-21-1-2887], the Division of Mathematical Sciences [Grants DMS-1407504, DMS-1713032, and DMS-2246838], and the Army Research Office [Grant W911NF2010133].

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Publication Details

Journal
Mathematics of Operations Research
Published
2025-06-30
DOI
https://doi.org/10.1287/moor.2020.0282
Citations
1
Primary Topic
Advanced Queuing Theory Analysis
Type
article
Field-Weighted Citation Impact
2.28
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article

Invariant States of Hydrodynamic Limits of Randomized Load-Balancing Networks

Kavita Ramanan, Pooja Agarwal
1 citations
Mathematics of Operations Research
Advanced Queuing Theory Analysis
2.28
article

Invariant States of Hydrodynamic Limits of Randomized Load-Balancing Networks

Kavita Ramanan, Pooja Agarwal
article en
1 citations

Abstract

Randomized load-balancing algorithms play an important role in improving performance in large-scale networks at relatively low computational cost. A common model of such a system is a network of N parallel queues in which incoming jobs with independent and identically distributed service times are routed on arrival using the join-the-shortest-of-d-queues routing algorithm. Under fairly general conditions, it was shown by Aghajani and Ramanan that as [Formula: see text], the state dynamics converge to the unique solution of a countable system of coupled deterministic measure-valued equations called the hydrodynamic equations. In this article, a characterization of invariant states of these hydrodynamic equations is obtained and, when [Formula: see text], used to construct a numerical algorithm to compute the queue length distribution and mean virtual waiting time in the invariant state. Additionally, it is also shown that under a suitable tail condition on the service distribution, the queue length distribution of the invariant state exhibits a doubly exponential tail decay, thus demonstrating a vast improvement in performance over the case [Formula: see text], which corresponds to random routing, when the tail decay could even be polynomial. Furthermore, numerical evidence is provided to support the conjecture that the invariant state is the limit of the steady-state distributions of the N-server models. The proof methodology, which entails analysis of a coupled system of measure-valued equations, can potentially be applied to other many-server systems with general service distributions, where measure-valued representations are useful. Funding: This work was supported by the Office of Naval Research Vannevar Bush Faculty Fellowship [Grant ONR-N0014-21-1-2887], the Division of Mathematical Sciences [Grants DMS-1407504, DMS-1713032, and DMS-2246838], and the Army Research Office [Grant W911NF2010133].

Mathematics of Operations Research
Brown University (US)
Openalex Percentile: Top 11%
Advanced Queuing Theory Analysis
2.28
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Invariant States of Hydrodynamic Limits of Randomized Load-Balancing Networks — Kavita Ramanan, Pooja Agarwal · Mathematics of Operations Research (2025) | TGRS Research Map | TGRS