Performing Load Balancing under Constraints

Abstract: Join-the-shortest queue (JSQ) and its variants have often been used in solving load balancing problems. The aim of such policies is to minimize the average system occupation, e.g., the customer's system time. In this work we extend the traditional load balancing setting to include constraints that may be imposed, e.g., due to the communication network. We cast the problem into the framework of constrained MDPs, enabling the consideration of both action-dependent constraints, such as, e.g, bandwidth limitation, and state-dependent constraints, such as, e.g., minimum queue utilization. Unlike the state-of-the-art approaches, our load-balancing policies, in particular JSED-$k$ and JSSQ, are both provably safe and yet strive to minimize the system occupancy. Their performance is tested with extensive numerical results under various system settings.