Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse

Published Online:https://doi.org/10.1287/stsy.2019.0038

We consider a multihop switched network operating under a max-weight scheduling policy and show that the distance between the queue length process and a fluid solution remains bounded by a constant multiple of the deviation of the cumulative arrival process from its average. We then exploit this result to prove matching upper and lower bounds for the time scale over which additive state space collapse (SSC) takes place. This implies, as two special cases, an additive SSC result in diffusion scaling under non-Markovian arrivals and, for the case of independent and identically distributed arrivals, an additive SSC result over an exponential time scale.

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