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Two timescale SPSA algorithms for rate-based ABR flow control - MaRDI portal

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Two timescale SPSA algorithms for rate-based ABR flow control (Q2724383)

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scientific article; zbMATH DE number 1617881
Language Label Description Also known as
English
Two timescale SPSA algorithms for rate-based ABR flow control
scientific article; zbMATH DE number 1617881

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    17 December 2001
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    available bit rate service
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    time-scale simultaneous perturbation
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    stochastic approximation
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    asynchronous transfer mode networks
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    stochastic dynamic optimization
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    optimal structured feedback
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    propagation delays
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    Two timescale SPSA algorithms for rate-based ABR flow control (English)
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    The available bit rate (ABR) service in asynchronous transfer mode networks is designed for data applications. The model that is considered by the authors is a bottleneck node with two input streams, one controlled and the other uncontrolled. The ABR problem is considered as a stochastic dynamic optimization problem with parametrized policies that have several levels of control. Two simultaneous perturbation stochastic approximation algorithms are constructed, both of them use two time-scales. They are used to obtain optimal structured feedback control policies for the rate based flow control in ABR-service mentioned above, in the presence of information and propagation delays. Such algorithms have the advantage that they do not require regeneration for averaging. Numerical experiments demonstrate fast convergence even in the presence of significant delays and large number of parametrized policy levels.NEWLINENEWLINEFor the entire collection see [Zbl 0961.00036].
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