The Gittins Policy is Nearly Optimal in the M/G/k under Extremely General Conditions
November 18, 2020 (Zoom - See email or contact organizers for link)

Abstract

The Gittins scheduling policy minimizes the mean response in the single-server M/G/1 queue in a wide variety of settings. Most famously, Gittins is optimal when preemption is allowed and service requirements are unknown but drawn from a known distribution. Gittins is also optimal much more generally, adapting to any amount of available information and any preemption restrictions. However, scheduling to minimize mean response time in a multiserver setting, specifically the central-queue M/G/k, is a much more difficult problem.

In this work we give the first general analysis of Gittins in the M/G/k. Specifically, we show that under extremely general conditions, Gittins's mean response time in the M/G/k is at most its mean response time in the M/G/1 plus a term that grows logarithmically in the heavy-traffic limit, namely as the system load approaches capacity. A consequence of this result is that Gittins is optimal in the heavy-traffic M/G/k if the service requirement distribution has finite (2 + ε)th moment for any ε > 2. This is the most general result on minimizing mean response time in the M/G/k to date.

To prove our results, we combine properties of the Gittins policy and Palm calculus in a novel way. Notably, our technique overcomes the limitations of tagged job methods that were used in prior scheduling analyses.

Additional Info

Joint work with Isaac Grosof and Mor Harchol-Balter.

Paper available at .