Stochastic network optimization with application to communication and queueing systems

Stochastic network optimization with application to communication and queueing systems [electronic resource] / Michael J. Neely.

This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication...

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Bibliographic Details
Online Access: Full Text (via Morgan & Claypool)
Main Author: Neely, Michael J.
Format: Electronic eBook
Language:English
Published: San Rafael, Calif. (1537 Fourth Street, San Rafael, CA 94901 USA) : Morgan & Claypool, ©2010.
Series:Synthesis lectures on communication networks (Online) ; # 7.
Subjects:
Dynamic programming.
Queuing networks (Data transmission)
Stochastic systems.
Lyapunov functions.
Table of Contents:
  • 1. Introduction
  • Example opportunistic scheduling problem
  • General stochastic optimization problems
  • Lyapunov drift and Lyapunov optimization
  • Differences from our earlier text
  • Alternative approaches
  • On general Markov decision problems
  • On network delay
  • Preliminaries
  • 2. Introduction to queues
  • Rate stability
  • Stronger forms of stability
  • Randomized scheduling for rate stability
  • Exercises
  • 3. Dynamic scheduling example
  • Scheduling for stability
  • Stability and average power minimization
  • Generalizations
  • 4. Optimizing time averages
  • Lyapunov drift and Lyapunov optimization
  • General system model
  • Optimality via [omega]-only policies
  • Virtual queues
  • The min drift-plus-penalty algorithm
  • Examples
  • Variable V algorithms
  • Place-holder backlog
  • Non-i.i.d. models and universal scheduling
  • Exercises
  • Appendix 4.A, proving theorem 4.5
  • 5. Optimizing functions of time averages
  • Solving the transformed problem
  • A flow-based network model
  • Multi-hop queueing networks
  • General optimization of convex functions of time averages
  • Non-convex stochastic optimization
  • Worst case delay
  • Alternative fairness metrics
  • Exercises
  • 6. Approximate scheduling
  • Time-invariant interference networks
  • Multiplicative factor approximations
  • 7. Optimization of renewal systems
  • The renewal system model
  • Drift-plus-penalty for renewal systems
  • Minimizing the drift-plus-penalty ratio
  • Task processing example
  • Utility optimization for renewal systems
  • Dynamic programming examples
  • Exercises
  • 8. Conclusions
  • Bibliography
  • Author's biography.

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