Article ID: | iaor20104778 |
Volume: | 58 |
Issue: | 3 |
Start Page Number: | 613 |
End Page Number: | 623 |
Publication Date: | May 2010 |
Journal: | Operations Research |
Authors: | Ye Heng-Qing, Yao David D |
Keywords: | networks, queues: theory, allocation: resources |
We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent occupancy of both servers while class 2 jobs use only one server. The traffic intensity is such that both servers are bottlenecks, meaning the service capacity is equal to the offered workload. The real-time allocation of the service capacity among the job classes takes the form of a solution to an optimization problem that maximizes a utility function. We derive the diffusion limit of the network and establish its asymptotic optimality. In particular, we identify a cost objective associated with the utility function and show that it is minimized at the diffusion limit by the utility-maximizing allocation within a broad class of ‘fair’ allocation schemes. The model also highlights the key issues involved in multiple bottlenecks.