1998 Regularizability of complex switched server queueing networks
1998 Regularizability of complex switched server queueing networks
Received 11 March 1998; received in revised form 18 August 1998; accepted 25 August 1998
Abstract
The paper considers the problem of the qualitative analysis of complex switched server queueing networks. Such networks
can be used to model various exible manufacturing, communications, and computer systems. We introduce the concept of
regularizability for such systems and obtain a necessary and sucient condition for a switched server queueing network to
be regularizable. c 1998 Elsevier Science B.V. All rights reserved.
Keywords: Control of networks; Hybrid dynamical systems; Queueing networks; Flexible manufacturing systems;
Logical-di erential equations
0167-6911/98/$ – see front matter c 1998 Elsevier Science B.V. All rights reserved.
PII: S 0 1 6 7 - 6 9 1 1 ( 9 8 ) 0 0 0 6 9 - 3
292 A.V. Savkin / Systems & Control Letters 35 (1998) 291–299
A network studied in this paper is controlled by is called a path on the graph G. The edge ( 1 ; 1 ) is
several servers. The locations of these servers are called the rst edge of this path, and the edge ( m ; m )
control variables. It is known that even very simple is called the last edge of this path.
switched single server systems can exhibit chaotic ir-
regular unpredictable behavior [3]. Such a behavior Deÿnition 2. An edge ( ; ) ∈ E of an oriented graph
is unacceptable for most real systems. Our aim is to G is said to be non-isolated if there exists a path con-
nd a feedback switching policy which guarantees the taining this edge with the rst edge of the form (∞; ·)K
boundedness and a regular predictable behavior of all and the last edge of the form (· ; ∞).
the trajectories of the network.
For the class of HDS under consideration, we intro-
duce the concept of regularizability. Intuitively, this In this paper, we will assume that the graph G sat-
means that there exists a feedback control policy such is es the following two assumptions.
that the following two conditions hold:
(i) All the trajectories of the closed-loop system are Assumption 1. For any vertix vi ∈ V there exists one
bounded. and only one edge ( ; ) ∈ E such that = vi and
(ii) In the case of constant average arrival rates, ∈ V̂ . In other words, this assumption means that any
the relevant dynamics of the closed-loop system is vertix has the only edge which departs from it.
determined by a periodic nite-state timed automaton,
and perforce must be eventually periodic.
Assumption 2. Any edge of the graph G is non-
Such systems exhibit a simple predictable behavior.
isolated.
We obtain a necessary and sucient condition of
regularizability. This algebraic condition is very sim-
ple and easy to check. For regularizable networks, we Assume that the set V is divided into l non-empty
nd an implementable in real time decentralized con- subsets S1 ; S2 ; : : : ; Sl where l6n. Also, we assume
trol policy which guarantees a regular behavior of the that for any edge ( ; ) ∈ E such that ∈ V̂ ; ∈ V ,
closed-loop system. there exists a bu er B[( ; )]. We refer to the contents
of a bu er as “work”, it will be convenient to think of
work as a uid, and a bu er as a tank. For any bu er
2. Network description B[(∞; vj )K ], work arrives in this bu er at an unknown
time-varying rate r[(∞; vj )K ](t)¿0. Furthermore,
Consider an oriented graph G which consists of for any set Si , there exists the only server si which
n vertices v1 ; v2 ; : : : ; vn and a nite number of edges. removes work at a given constant rate pi from any
Let V = {v1 ; v2 ; : : : ; vn } be then set of all the vertices, selected bu er B[( ; )] where ∈ Si , and sends work
and let E be the set of all the edges. The set E consists along the edge ( ; ˆ) which is unique according to
of edges of the following three kinds: Assumption 1. Then work arrives in the bu er
1. Edges (vi ; vj ) where 16i; j6n; i 6= j. Any edge of B[( ; ˆ)] if ˆ ∈ V , or leaves the system if ˆ = ∞.
this kind departs from one of the vertices and tends Note that one server may serve bu ers which corre-
to another. They are called interior edges. spond to di erent vertices. The notion of work will
2. Edges (∞; vj )K where 16j6n; 16K6Nj . Edges be formalized below.
of this kind come from outside the system. They are The location of any server is a control variable, and
called inputs. Here Nj is the number of edges which may be selected using a feedback policy.
come from outside the system to the vertix vj . Our description of the system has been phrased in
3. Edges (vj ; ∞) where 16j6n. Edges of this kind terms of work, uid, bu ers, and tanks. However, in
depart from vertices and go outside the system.They applications, work can represent a continuous approx-
are called outputs. We will consider networks with imation of the discrete ow of parts in a manufactur-
no more than one output for any vertix. ing system, or jobs in a computer system, etc.
We also introduce the set V̂ = {v1 ; v2 ; : : : ; vn ; ∞}. Let T ¿0 be a given time. Let r m [(∞; vj )K ]¿0 be
given known constants which are called the maximum
Deÿnition 1. Any sequence of edges ( 1 ; 1 ); ( 2 ; 2 ); arrival rates. In this paper, we consider the follow-
: : : ; ( m ; m ) such that m = 1; 2; : : : is an arbitrary num- ing class RT of arrival rates r[(∞; vj )K ](t). We say
ber; i ; i ∈ V̂ ; and i = i+1 for all i = 1; : : : ; m − 1 that r[(∞; vj )K ](·) ∈ RT if the following condition
A.V. Savkin / Systems & Control Letters 35 (1998) 291–299 293
The state of the network at time t can be described It should be pointed out, that the closed-loop system
by the vectors q(t) = [q1 (t); q2 (t); : : : ; ql (t)] and (5) – (7) is a system of logical-di erential equations
x(t) = {x[( ; vj )](t)} where ( ; vj ) ∈ E; vj ∈ V and with time delays. From a mathematical viewpoint, it
∈ V̂ . implies that the state space of such a system is in nite-
Our goal is to design sets Ti (B[( ; vj )] 7→ B[( ; vs )]) dimensional. We will consider the following physi-
and functions Fi : ([q(·); x(·)]|t0 ) 7→ [m cally natural initial conditions
i ; ∞) where
16i6l; ( ; vj ) ∈ Qi ; ( ; vs ) ∈ Qi . These sets and
x(0) = x0 ; q(t) = 0 ∀t¡0; (9)
functions de ne a feedback policy of the form
where x0 is a given vector with non-negative compo-
if (qi (t) = ( ; vj ) and [q(·); x(·)]|t0 ∈ Ti (B[( ; vj )] nents. If condition (9) holds, then it is obvious from
Eqs. (5), (6), that any solution of the closed-loop sys-
7→ B[( ; vs )])); tem (5) – (7) does not depend on the continuous state
i (t) := Fi ([q(·); x(·)]|t0 ); variable x(t) for t¡0. Moreover, x(t) is continuous
and q(t) is piecewise-constant and left-continuous.
then qi (tˆ) := 0 ∀tˆ ∈ (t; t + i (t)]; : (7)
qi (t + i (t) + 0) := ( ; vs )
Deÿnition 4. The closed-loop system (5) – (7) is said
to exhibit a regular behavior with the period T , if the
In other words, our feedback control policy is a rule following conditions hold:
for switching servers from one bu er to another. When (i) For any solution [q(t); x(t)] to the system with
such a “discrete event” occurs, we can choose a set- arrival rates from the class RT and initial condi-
up time i (t). However, the minimum set-up time re- tion (9), the vector function x(t) is bounded on
quirement (3) must be satis ed. Also, the following [0; ∞).
natural non-negativity requirements must be ful lled: (ii) For any solution [q(t); x(t)] to the system with ar-
rival rates from the class RT0 and initial condition
x[( ; vj )](t)¿0 ∀( ; vj ) ∀t¿0: (8) (9), the following two conditions are satis ed:
A.V. Savkin / Systems & Control Letters 35 (1998) 291–299 295
(ii-1) There exists a vector function q̂(t) such that which is called the total arrival rate of the server si .
q̂(t + T ) = q̂(t) ∀t¿0 and Consider the network shown in Fig. 1 and determine
the total arrival rate R1 of the server s1 . We have
lim mes{t ∈ [(N − 1)T; NT ]: q(t) 6= q̂(t)} = 0:
N →∞ R[v2 ] = R[(v3 ; v2 )] = r m [(∞; v8 )1 ] + r m [(∞; v8 )2 ]:
(ii-2) Furthermore,
lim [x((N − 1)T ) − x(NT )] = 0: R[v1 ] = r m [(∞; v1 )1 ] + R[(v6 ; v1 )]
N →∞
= r m [(∞; v1 )1 ] + r m [(∞; v6 )1 ] + r m [(∞; v8 )1 ]
Here mesH denotes the Lebesque measure of the
set H . + r m [(∞; v8 )2 ]:
(21)
if qi (t) = ( ; vj ) and x[( ; vj )](t) = 0
Furthermore,
!!
R[( ; vj )]T x[( ; vj )](kT )
or t − i [qi (·)|t0 ] =
pi = x[( ; vj )]((k − 1)T ) + Aa ((k − 1)T; kT )
R[( ; vj )]T − As ((k − 1)T; kT ) ∀k = 1; 2; : : : : (22)
i (t):=M + −t + [q
i i (·)|t
];
i
pi 0
then ˆ ˆ
qi (t ) := 0 ∀t ∈ (t; t + i (t)];
:
Here for any T1 ¡T2 ; Aa (T1 ; T2 ) is the amount of work
qi (t + i (t) + 0) := next[( ; vj )] which has arrived in the bu er B[( ; vj )] over the time
interval (T1 ; T2 ], and As (T1 ; T2 ) is the amount of work
(17)
which has been removed by the server si from the
Now we prove that the closed-loop system (5); (6), bu er B[( ; vj )] over the time interval (T1 ; T2 ]. More-
(17) exhibits a regular behavior with the period T . over,
Claim. For any trajectory [q(t); x(t)] of the system Aa ((k − 1)T; kT )
(5); (6); (17) with arrival rates from RT and initial 6r m [(∞; vj )K ]T = R[( ; vj )]T if = ∞:
condition (9), there exists a constant c¿0 such that
In the case ∈ V , it follows from Eq. (21) that
x[( ; vj )](t)6c ∀t¿0 ∀( ; vj ): (18)
Aa ((k − 1)T; kT )
X
Indeed, introduce for this trajectory the sequences of = (Tk [( ; )] − tk [( ; )])pq ;
times tk [( ; vj )] and Tk [( ; vj )] such that tk ¡Tk ; qi (t) ∈Vˆ ; ( ; )∈E
= ( ; vj ) for t ∈ (tk [( ; vj )]; Tk [( ; vj )] where k = 1; 2;
3; : : :, and qi (t) 6= ( ; vj ) for all other t. In other words, where q is the index such that ∈ Sq . From this and
(tk [( ; vj )]; Tk [( ; vj )]] is the sequence of the time Eq. (20), we obtain that
intervals during which the server si removes work
Aa ((k − 1)T; kT )6R[ ]T = R[( ; vj )]T:
from the bu er B[( ; vj )]. Furthermore, for the edge
( 1 ; vs ) = next[( ; vj )], introduce the corresponding Hence, we have proved that
sequences tk [( 1 ; vs )] and Tk [( 1 ; vs )]. Then, it follows
Aa ((k − 1)T; kT )6R[( ; vj )]T: (23)
immediately from Eqs. (15)–(17), that
R[( ; vj )]T Furthermore, Eq. (20) implies that if x[( ; vj )]((k −
tk [( 1 ; vs )] − tk [( ; vj )] = + M
i 1)T )¿R[( ; vj )]T , then the equation
pi
∀k = 1; 2; 3; : : : (19) x[( ; vj )](t) = 0
A.V. Savkin / Systems & Control Letters 35 (1998) 291–299 297
cannot hold for any t ∈ ((k −1)T; kT ], hence it follows has not yet arrived into the corresponding destination
from the switching rule (17), that bu ers because of the transportation delays. Then
R[( ; vj )]T Aa (0; NT ) = R0 [( ; vj )]NT;
Tk [( ; vj )] − tk [( ; vj )] = :
pi N
X
Therefore As (0; NT ) = pi (Tk [( ; vj )] − tk [( ; vj )]);
k=1
As ((k −1)T; kT ) = R[( ; vj )]T Ad (NT )6T0 lp; (27)
if x[( ; vj )]((k −1)T)¿R[( ; vj )]T: (24) where T0 is de ned as
The relationships (22)–(24) imply, that
T0 = max [(vs ; vj )];
vs ; vj ∈V; (vs ; vj )∈E
x[( ; vj )](kT )6x[( ; vj )]((k − 1)T )
if x[( ; vj )]((k − 1)T )¿R[( ; vj )]T: l is the number of servers, and p = max {p1 ; p2 ; : : : ;
pl }. Furthermore, substituting Eq. (27) into Eq. (26),
Hence, condition (18) holds. This completes the proof we obtain
of the claim. Condition (i) of De nition 4 follows N
X
immediately from Claim. pi (Tk [( ; vj )] − tk [( ; vj )])
Now we prove condition (ii) of De nition 4. For k=1
any arrival rate from class RT0 and any bu er B[( ; vj )], X
introduce a constant R0 [( ; vj )] by the rule (10) with ¿R0 [( ; vj )]NT − x[( 1 ; vs )](NT )
r m (w) replaced by r 0 (w) where r 0 (w) is de ned by ( 1 ; vs )∈E[( 1 ; vs )]
Eq. (2). Now we prove that for arrival rates from the X
class RT0 , the following condition holds: + x[( 1 ; vs )](0) − T0 lp
( 1 ; vs )∈E[( 1 ; vs )]
R0 [( ; vj )]T This and condition (18) imply that there exists a con-
= ∀i = 1; : : : ; l ∀( ; vj ): (25) stant c0 such that
pi
N
X
Indeed, let E[( ; vj )] ⊂ E be the set of all the edges of
pi (Tk [( ; vj )] − tk [( ; vj )])¿R0 [( ; vj )]NT − c0
the graph G of the form ( 1 ; vs ) where 1 ∈ V̂ ; vs ∈ V
k=1
such that G contains a path with ( 1 ; vs ) as the rst
∀N = 1; 2; 3; : : : : (28)
edge and with ( ; vj ) as the last edge. Then we have
X It is obvious, that Eqs. (28) and (20) imply Eq. (25).
x[( 1 ; vs )](NT ) We have proved that switching times of all the servers
( 1 ; vs )∈E[( 1 ; vs )] are asymptotically T -periodic. Hence condition (ii-1)
X of De nition 4 holds. Furthermore,
= x[( 1 ; vs )](0)
( 1 ; vs )∈E[( 1 ; vs )] x[( ; vj )](t + T )
a s
+A (0; NT )−A (0; NT )−A (NT ) d = x[( ; vj )](t) + Aa (t; t + T ) − As (t; t + T ) ∀t¿0;
∀N = 1; 2; 3; : : : ; (26) (29)
where Aa (0; NT ) is the amount of work which has where Aa (t; t + T ) is the amount of work which has
arrived into the subgraph E[( ; vj )] from outside the arrived in the bu er B[( ; vj )] over the time interval
network over the time interval (0; NT ]; As (0; NT ) is (t; t + T ], and As (t; t + T ) is the amount of work which
the amount of work which has been removed by the has been removed by the server si from the bu er
server si from the bu er B[( ; vj )] over the time inter- B[( ; vj )] over the time interval (t; t + T ]. Moreover,
val (0; NT ], and Ad (NT ) is the amount of work which
Aa ((k − 1)T; kT )
has been already removed by one of the servers from
one of the bu ers B[( 1 ; vs )]; ( 1 ; vs ) ∈ E[( ; vj )] but = r 0 [(∞; vj )K ]T = R0 [( ; vj )]T if = ∞:
298 A.V. Savkin / Systems & Control Letters 35 (1998) 291–299
In the case ∈ V , it follows from Eq. (21) that De nition 4 imply that
where q is the index such that ∈ Sq . From this and Aa ((k − 1)T; kT )[( ; vj )]
Eq. (25), we obtain that = R[( ; vj )]T ∀k = 1; 2; : : : : (34)
that all the arrival rates of this network are constant Acknowledgements
and equal to r.
ˆ Furthermore, assume that all the server
removal rates are also equal and This work was supported by the Australian Re-
search Council.
p1 = p2 = p3 = 7r:
ˆ
Finally, assume that the server set-up times are equal References
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