Stochastic Stability Under Network Utility Maximization : General File Size Distribution

We prove the stochastic stability of resource allocation under Network Utility Maximization (NUM) under general arrival process and file size distribution with bounded support, for α-fair utilities with α sufficiently small and possibly different for different sources’ utility functions. In addition, our results imply that the system operating under α-fair utility is 1/(1 + α)-approximate stable for any α ∈ (0,∞) for any file size distribution with bounded support. Our results are in contrast to the recent stability result of Bramson (2005) for max-min fair (i.e. α = ∞) under general arrival process and file size distribution, and that of Massoulie (2006) for proportional fair (i.e. α = 1) under Poisson arrival process and phase-type distributions. To obtain our results, we develop an appropriate Lyapunov function for the fluid model established by Gromoll and Williams (2006)1.

[1]  Frank Kelly,et al.  Rate control for communication networks: shadow prices, proportional fairness and stability , 1998, J. Oper. Res. Soc..

[2]  Laurent Massoulié,et al.  Bandwidth sharing and admission control for elastic traffic , 2000, Telecommun. Syst..

[3]  H. Varian Microeconomic analysis : answers to exercises , 1992 .

[4]  O. Kallenberg Random Measures , 1983 .

[5]  J. Dai On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models , 1995 .

[6]  R. J. Williams,et al.  Fluid model for a network operating under a fair bandwidth-sharing policy , 2004, math/0407057.

[7]  Ness B. Shroff,et al.  On the stability region of congestion control , 2004 .

[8]  Alexandre Proutière,et al.  Insensitive Bandwidth Sharing in Data Networks , 2003, Queueing Syst. Theory Appl..

[9]  Jean C. Walrand,et al.  Fair end-to-end window-based congestion control , 2000, TNET.

[10]  Christian Gromoll,et al.  Fluid limit of a network with fair bandwidth sharing and general document size distributions , 2004 .

[11]  Jiantao Wang,et al.  Counter-intuitive throughput behaviors in networks under end-to-end control , 2006, TNET.

[12]  Xue-Ming Yuan,et al.  Stability of Data Networks: Stationary and Bursty Models , 2005, Oper. Res..

[13]  R. Srikant,et al.  On the Positive Recurrence of a Markov Chain Describing File Arrivals and Departures in a Congestion-Controlled Network , 2005 .

[14]  Laurent Massoulié,et al.  Impact of fairness on Internet performance , 2001, SIGMETRICS '01.

[15]  Rayadurgam Srikant,et al.  The Mathematics of Internet Congestion Control , 2003 .

[16]  Amber L. Puha,et al.  Invariant states and rates of convergence for a critical fluid model of a processor sharing queue , 2004 .

[17]  Rayadurgam Srikant,et al.  Connection Level Stability Analysis of the Internet using the Sum of Squares Technique , 2004 .

[18]  D. Bertsekas Network Flows and Monotropic Optimization (R. T. Rockafellar) , 1985 .

[19]  L. Massouli'e Structural properties of proportional fairness: Stability and insensitivity , 2007, 0707.4542.

[20]  Gustavo de Veciana,et al.  Stability and performance analysis of networks supporting elastic services , 2001, TNET.

[21]  Laurent Massoulié,et al.  A queueing analysis of max-min fairness, proportional fairness and balanced fairness , 2006, Queueing Syst. Theory Appl..

[22]  H. C. Gromoll Diffusion approximation for a processor sharing queue in heavy traffic , 2004, math/0405298.

[23]  Laurent Massoulié,et al.  Fluid Limits and Diffusion Approximations for Integrated Traffic Models , 2005 .

[24]  Heng-Qing Ye,et al.  Stability of data networks under an optimization-based bandwidth allocation , 2003, IEEE Trans. Autom. Control..

[25]  S. Ethier,et al.  Markov Processes: Characterization and Convergence , 2005 .

[26]  A. Robert Calderbank,et al.  Layering As Optimization Decomposition , 2006 .

[27]  Steven H. Low,et al.  A duality model of TCP and queue management algorithms , 2003, TNET.

[28]  Donald A. Dawson,et al.  Measure-valued Markov processes , 1993 .