Load Balancing with Partial Queue Information - Threshold Optimality and Indexability

Abstract

We consider the problem of load balancing in a system with one dispatcher and $N$ parallel servers. The dispatcher must select one server to dispatch new jobs at every time-step and each server buffers incoming jobs in a queue. However, the dispatcher does not know the servers' backlogs and must make dispatching decisions based on previous observations. The dispatcher's objective is to dispatch jobs to the shortest queue. This problem can be formulated as a restless multi-arm bandit (RMAB) problem where each arm's state is its corresponding belief vector. Our goal is to verify Whittle indexability for this problem and derive a low complexity Whittle index policy. Previous Whittle indexability results cannot be directly applied due to the multi-dimensional nature of the belief vector. To overcome this issue, we define the RMAB state as the tuple of the most recent backlog observation and the time since this observation. We consider two model variations, a standard finite queue model and a blocking queue model. We show that the single-arm decoupled problems of both these models have threshold optimal solutions under some assumptions. For the standard finite queue model, we prove indexability and derive the Whittle index policy in closed form. For the blocking queue model, we derive a sufficient condition for indexability under threshold optimality and use it to show indexability for some special cases.