Universality of Load Balancing Schemes on Diffusion Scale

preprint2016arXivOpen access

Abstract

We consider a system of NN parallel queues with identical exponential service rates and a single dispatcher where tasks arrive as a Poisson process. When a task arrives, the dispatcher always assigns it to an idle server, if there is any, and to a server with the shortest queue among dd randomly selected servers otherwise (1≤d≤N)(1 \leq d \leq N). This load balancing scheme subsumes the so-called Join-the-Idle Queue (JIQ) policy (d=1)(d = 1) and the celebrated Join-the-Shortest Queue (JSQ) policy (d=N)(d = N) as two crucial special cases. We develop a stochastic coupling construction to obtain the diffusion limit of the queue process in the Halfin-Whitt heavy-traffic regime, and establish that it does not depend on the value of dd, implying that assigning tasks to idle servers is sufficient for diffusion level optimality.

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