The Value of Consensus in Online Stochastic Scheduling

This paper reconsiders online packet scheduling in computer networks, where the goal is to minimize weighted packet loss and where the arrival distributions of packets, or approximations thereof, are available for sampling. Earlier work proposed an expectation approach, which chooses the next packet to schedule by approximating the expected loss of each decision over a set of scenarios. The expectation approach was shown to significantly outperform traditional approaches ignoring stochastic information. This paper proposes a novel stochastic approach for online packet scheduling, whose key idea is to select the next packet as the one which is scheduled first most often in the optimal solutions of the scenarios. This consensus approach is shown to outperform the expectation approach significantly whenever time constraints and the problem features limit the number of scenarios that can be solved before making a decision. More importantly perhaps, the paper shows that the consensus and expectation approaches can be integrated to combine the benefits of both approaches. These novel online stochastic optimization algorithms are generic and problem-independent, they apply to other online applications as well, and they shed new light on why existing online stochastic algorithms behave well.