Duality and linear programs for stability and performance analysis of queueing networks and scheduling policies
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A variety of linear programs to conduct the performance analysis and stability/instability determination of queueing networks and scheduling policies was obtained. A strong duality relationship between the performance of a system, and its stability analysis was exhibited. A performance LP bounds the performance of all stationary non-idling scheduling policies. If it is bounded, then its dual, called the Drift LP, has a feasible solution, which is a copositive matrix. The quadratic form associated with this copositive matrix has a negative drift, thus, it is concluded that all stationary non-idling scheduling policies are stable in the very strong sense of having a geometrically converging exponential moment.
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Proceedings of 1994 33rd IEEE Conference on Decision and Control