Robust Fluid Processing Networks

Abstract

Fluid models provide a tractable and useful approach in approximating multiclass processing networks. However, they ignore the inherent stochasticity in arrival and service processes. To address this shortcoming, we develop a robust fluid approach to the control of processing networks. We provide insights into the mathematical structure, modeling power, tractability, and performance of the resulting model. Specifically, we show that the robust fluid model preserves the computational tractability of the classical fluid problem and retains its original structure. From the robust fluid model, we derive a (scheduling) policy that regulates how fluid from various classes is processed at the servers of the network. We present simulation results to compare the performance of our policies to several commonly used traditional methods. The results demonstrate that our robust fluid policies are near-optimal (when the optimal can be computed) and outperform policies obtained directly from the fluid model and heuristic alternatives (when it is computationally intractable to compute the optimal).