Convergence Rate Analysis of the Join-the-Shortest-Queue System

Abstract: The Join-the-Shortest-Queue (JSQ) policy is among the most widely used routing algorithms for load balancing systems and has been extensively studied. Despite its simplicity and optimality, exact characterization of the system remains challenging. Most prior research has focused on analyzing its performance in steady-state in certain asymptotic regimes such as the heavy-traffic regime. However, the convergence rate to the steady-state in these regimes is often slow, calling into question the reliability of analyses based solely on the steady-state and heavy-traffic approximations. To address this limitation, we provide a finite-time convergence rate analysis of a JSQ system with two symmetric servers. In sharp contrast to the existing literature, we directly study the original system as opposed to an approximate limiting system such as a diffusion approximation. Our results demonstrate that for such a system, the convergence rate to its steady-state, measured in the total variation distance, is $O \left(\frac{1}{(1-\rho)^3} \frac{1}{t} \right)$, where $\rho \in (0,1)$ is the traffic intensity.