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Mathematics of Operations Research
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On deciding stability of constrained homogeneous random walks and queueing systems

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Abstract

We investigate stability of scheduling policies in queueing systems. To this day no algorithmic characterization exists for checking stability of a given policy in a given queueing system. In this paper we introduce a certain generalized priority policy and prove that the stability of this policy is algorithmically undecidable. We also prove that stability of a homogeneous random walk in ℒ+d is undecidable. Finally, we show that the problem of computing a fluid limit of a queueing system or of a constrained homogeneous random walk is undecidable. To the best of our knowledge these are the first undecidability results in the area of stability of queueing systems and random walks in ℒ+d. We conjecture that stability of common policies like First-In-First-Out and priority policy is also an undecidable problem.

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Mathematics of Operations Research

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