Modeling and control of data transmission

DOI10.1007/S11009-023-10048-9MaRDI QIDQ6172241zbMATH OpenOpenAlexFDO

Authors Huang Tanhao, Jian Siqi, Chen Jinwen, Dai Yanan

Publication date 16 August 2023

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-023-10048-9

zbMATH Keywords

controlled Markov processdata transmissionhigh frequency tradelaw of large numbersstochastic recursive system

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Limit theorems in probability theory (60F99) Markov and semi-Markov decision processes (90C40) Stochastic systems and control (93E99)

Review text

The authors consider a class of stochastic recursive systems which they treat as stochastic Markov decision models. A certain optimization problem is associated to the systems, and optimal strategies are studied. Problems for optimal control are considered via the limiting path of the system. The existence of such a limiting path is provided by a law of large numbers type theorem. This limiting path is shown to be the integral path of a differential equation closely related to the dynamics of the recursive system. Examples of simulation for convergence are provided. Applications to a simple model of data transmission and a simple model of high frequency trading with optimal strategies are discussed.

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Cited in

(3)

• Optimal block length for basic mode data transmission control procedure
• scientific article; zbMATH DE number 4106754 (Why is no real title available?)
• A model for data transmission and its optimization

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