Uniform stability of some large-scale parallel server networks

Abstract: In this paper we study the uniform stability properties of two classes of parallel server networks with multiple classes of jobs and multiple server pools of a tree topology. These include a class of networks with a single non-leaf server pool, such as the 'N' and 'M' models, and networks of any tree topology with class-dependent service rates. We show that with $\sqrt{n}$ safety staffing, and no abandonment, in the Halfin--Whitt regime, the diffusion-scaled controlled queueing processes are exponentially ergodic and their invariant probability distributions are tight, uniformly over all stationary Markov controls. We use a unified approach in which the same Lyapunov function is used in the study of the prelimit and diffusion limit. A parameter called the spare capacity (safety staffing) of the network plays a central role in characterizing the stability results: the parameter being positive is necessary and sufficient that the limiting diffusion is uniformly exponentially ergodic over all stationary Markov controls. We introduce the concept of "system-wide work conserving policies", which are defined as policies that minimize the number of idle servers at all times. This is stronger than the so-called joint work conservation. We show that, provided the spare capacity parameter is positive, the diffusion-scaled processes are geometrically ergodic and the invariant distributions are tight, uniformly over all "system-wide work conserving policies". In addition, when the spare capacity is negative we show that the diffusion-scaled processes are transient under any stationary Markov control, and when it is zero, they cannot be positive recurrent.