Network flow-control using asynchronous stochastic approximation

Abdulla, Mohammed Shahid and Bhatnagar, Shalabh (2007) Network flow-control using asynchronous stochastic approximation. In: 46th IEEE Conference on Decision and Control, DEC 12-14, 2007, New Orleans, LA.

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Abstract

We propose several stochastic approximation implementations for related algorithms in flow-control of communication networks. First, a discrete-time implementation of Kelly's primal flow-control algorithm is proposed. Convergence with probability 1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. This ensues from an analysis of the flow-control algorithm using the asynchronous stochastic approximation (ASA) framework. Two relevant enhancements are then pursued: a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Next, discretetime implementations of Kelly's dual algorithm and primaldual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing the stability properties are presented.

Item Type:	Conference Paper
Publisher:	IEEE
Additional Information:	Copyright 2007 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre:	Division of Electrical Sciences > Computer Science & Automation
Date Deposited:	10 Jun 2010 05:53
Last Modified:	22 Feb 2012 06:50
URI:	http://eprints.iisc.ac.in/id/eprint/26571

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