Perturbation analysis and optimization of stochastic flow networks

IEEE Transactions on Automatic Control

Volumn 49, Issue 12, 2004, Pages 2143-2159

  Sun, Gang ^a   Cassandras, Christos G ^a   Wardi, Yorai ^b   Panayiotou, Christos G ^c   Riley, George F ^b  

^a BOSTON UNIVERSITY   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Infinitesimal Perturbation Analysis (IPA); Non linear optimization; Stochastic Fluid Models (SFMs)

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; DISCRETE TIME CONTROL SYSTEMS; MATHEMATICAL MODELS; OPTIMIZATION; PERTURBATION TECHNIQUES; RANDOM PROCESSES; TELECOMMUNICATION NETWORKS; THEOREM PROVING;

DISCRETE EVENT SYSTEM; INFINITESIMAL PERTURBATION ANALYSIS (IPA); NONLINEAR OPTIMIZATION; STOCHASTIC FLOW NETWORKS; STOCHASTIC FLUID MODELS (SFMS);

STOCHASTIC CONTROL SYSTEMS;

EID: 11044225434     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2004.838498     Document Type: Article

References (24)

1. D. Anick, D. Mitra, and M. Sondhi, "Stochastic theory of a data-handling system with multiple sources," Bell Syst. Tech. J., vol. 61, pp. 1871-1894, 1982.
2. H. Kobayashi and Q. Ren, "A mathematical theory for transient analysis of communications networks," IEICE Trans. Commun., vol. E75-B, pp. 1266-1276, 1992.
3. A. Elwalid and D. Mitra, "Analysis and design of rate-based congestion control of high-speed networks I: Stochastic fluid models, access regulation," Queueing Syst., vol. 9, pp. 29-64, 1991.
4. G. Kesidis, A. Singh, D. Cheung, and W. Kwok, "Feasibility of fluid-driven simulation for ATM network," in Proc. IEEE Globecom. vol. 3, 1996, pp. 2013-2017.
5. K. Kumaran and D. Mitra, "Performance and fluid simulations of a novel shared buffer management system," in Proc. IEEE INFOCOM, Mar. 1998, pp. 1449-1461.
6. B. Liu, Y. Guo, J. Kurose, D. Towsley, and W. Gong, "Fluid simulation of large scale networks: Issues and tradeoffs," presented at the Int. Conf. Parallel and Distributed Processing Techniques and Applications, Las Vegas, NV, June 1999.
7. A. Yan and W. Gong, "Fluid simulation for high-speed networks with flow-based routing," IEEE Trans. Inform. Theory, vol. 45, pp. 1588-1599, 1999.
8. S. Meyn, "Sequencing and routing in multiclass networks. Part I: Feedback regulation," in Proc. IEEE Int. Symp. Information Theory 2000, pp. 4440-4445.
9. V. Misra, W. Gong, and D. Towsley, "A fluid-based analysis of a network of AQM routers supporting TCP flows with an application to RED," in Proc. ACM SIGGOMM, Stockholm, Sweden, 2000, pp. 150-161.
10. C. G. Cassandras, Y. Wardi, B. Melamed, G. Sun, and C. G. Panayiotou, "Perturbation analysis for on-line control and optimization of stochastic fluid models," IEEE Trans. Automat. Contr., vol. 47, pp. 1234-1248, Aug. 2002.
11. Y. Wardi, B. Melamed, C. Cassandras, and C. Panayiotou, "IPA gradient estimators in single-node stochastic fluid models," J. Optim. Theory Applicat., vol. 115, no. 2, pp. 369-406, 2002.
12. C. Cassandras, G. Sun, C. Panayiotou, and Y. Wardi, "Perturbation analysis and control of two-class stochastic fluid models for communication networks," IEEE Trans. Automat. Contr., vol. 48, pp. 770-782, May 2003.
13. Y. Wardi and B. Melamed, "Variational bounds and sensitivity analysis of traffic processes in continuous flow models," Discrete Event Dyna. Syst.: Theory Applicat., vol. 11, pp. 249-282, 2001.
14. F. Kelly, "Charging and rate control for elastic traffic," Eur. Trans. Telecommun., vol. 8, pp. 33-37, 1997.
15. F. Kelly, A. Maullo, and D. Tan, "Rate control in communication networks: Shadow prices proportional fairness and stability," J. Oper. Res. Soc., vol. 49, pp. 237-252, 1998.
16. Y. C. Ho and X. Cao, Perturbation Analysis of Discrete Event Dynamic Systems. Dordrecht, The Netherlands: Kluwer, 1991.
17. C. G. Cassandras and S. Lafortune, Introduction to Discrete Event Systems. Dordrecht, The Netherlands: Kluwer, 1999.
18. Y. Liu and W. Gong, "Perturbation analysis for stochastic fluid queuing systems," J. Discrete Event Dyna. Syst.: Theory Applicat., vol. 12, pp. 391-416, 2002.
19. G. Sun, C. Cassandras, and C. Panayiotou, "Perturbation analysis of multiclass stochastic fluid models," J. Discrete Event Dyna. Syst.: Theory Applicat., vol. 14, no. 3, pp. 267-307, 2004.
20. Y. Wardi and B. Melamed, "Estimating nonparametric IPA derivatives of loss functions in tandem fluid models," in Proc. IEEE Conf. Decision and Control, Orlando, FL, Dec. 2001, pp. 4517-4522.
21. H. Yu and C. G. Cassandras, "Perturbation analysis of feedback-controlled stochastic flow systems," in Proc. IEEE Conf. Decision and Control, 2003, pp. 6277-6282.
22. G. F. Riley, "The Georgia Tech network simulator," in Proc. Workshop on Models, Methods, and Tools for Reproducible Network Research (MoMeTools), Aug. 2003, pp. 5-12.
23. H. J. Kushner and G. G. Yin, Stochastic Approximation Algorithms and Applications. New York: Springer-Verlag, 1997.
24. R. Y. Rubinstein and A. Shapiro, Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method. New York: Wiley, 1993.