Utility maximizing load balancing policies

Abstract: Consider a service system where incoming tasks are instantaneously dispatched to one out of many heterogeneous server pools. Associated with each server pool is a concave utility function which depends on the class of the server pool and its current occupancy. We derive an upper bound for the mean normalized aggregate utility in stationarity and introduce two load balancing policies that achieve this upper bound in a large-scale regime. Furthermore, the transient and stationary behavior of these asymptotically optimal load balancing policies is characterized on the scale of the number of server pools, in the same large-scale regime.