Flow control as a stochastic optimal control problem with incomplete information

DOI10.1007/s11122-005-0020-8zbMath1091.94003OpenAlexW3157680351MaRDI 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 equationsTCP/IP (Transmission Control Protocols/Internet Protocols)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Network protocols (68M12) Communication theory (94A05)

Related Items (15)

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Point processes and queues. Martingale dynamics
• Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
• Optimization flow control with Newton-like algorithm
• Rate control for communication networks: shadow prices, proportional fairness and stability
• Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
• A Markovian analysis of additive-increase multiplicative-decrease algorithms
• TCP in presence of bursty losses

This page was built for publication: Flow control as a stochastic optimal control problem with incomplete information