Flow control as a stochastic optimal control problem with incomplete information

DOI10.1007/s11122-005-0020-8zbMath1091.94003MaRDI QIDQ2388218

Yanyan Li

Publication date: 8 September 2005

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00070759/file/RR-5239.pdf

zbMATH Keywords

optimal filtering equations; TCP/IP (Transmission Control Protocols/Internet Protocols)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C41: Control/observation systems with incomplete information

68M12: Network protocols

94A05: Communication theory

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State Estimation in Partially Observed Stochastic Networks with Queueing Applications, Application of optimal filtering methods for on-line of queueing network states, Control and observation for dynamical queueing networks. II., The Wonham filter under uncertainty: A game-theoretic approach, Filtering of the Markov jump process given the observations of multivariate point process, Analysis and optimization of a controlled model for a closed queueing network, Control of observations over random processes fluxes, Optimal channel choice for lossy data flow transmission, The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion, Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system, Controllable Markov jump processes. II: Monitoring and optimization of TCP connections, Optimization of queuing system via stochastic control, Analysis and filtration of special discrete-time Markov processes. II: Optimal filtration, A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation, Finite Horizon Control Problems Under Partial Information

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