Stochastic network optimization with application to communication and queueing systems

by Michael J. Neely

Publisher: Morgan & Claypool in San Rafael, Calif. (1537 Fourth Street, San Rafael, CA 94901 USA)

Written in English
Cover of: Stochastic network optimization with application to communication and queueing systems | Michael J. Neely
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Subjects:

  • Queuing networks (Data transmission),
  • Lyapunov functions,
  • Stochastic systems,
  • Dynamic programming

About the Edition

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 and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future.

Edition Notes

Other titlesSynthesis digital library of engineering and computer science.
StatementMichael J. Neely
SeriesSynthesis lectures on communication networks -- # 7
Classifications
LC ClassificationsT57.83 .N447 2010
The Physical Object
Format[electronic resource] /
ID Numbers
Open LibraryOL27089429M
ISBN 109781608454563, 9781608454556

Stochastic Network Optimization with Non-Convex Utilities and Costs Michael J. Neely Abstract—This work considers non-convex optimization of time averages of network attributes in a general stochastic network. This includes maximizing a non-concave utility function of the time average throughput vector in a time-varying wireless. queueing systems. As we introduce new ideas we will try to give applications and hint how the ideas will apply to emergency care. The general applications will range from telephone communications to stochastic modeling of population dynamics and other biological systems. The most complex queueing systems are frequently beyond mathematical analysis. By allowing servers to take vacations makes the queueing models more realistic and flexible in studying real-world waiting line systems. Integrated in the book's discussion are a variety of typical vacation model applications that include call centers with multi-task employees, customized manufacturing, telecommunication networks, maintenance. Stochastic Dynamic Programming and the Control of Queueing Systems presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It then shows how optimal rules of operation (policies) for each criterion may be numerically determined.

Continuous-time Stochastic Control and Optimization with Financial Applications - Ebook written by Huyên Pham. Read this book using Google Play Books app on your PC, android, iOS devices. Download for offline reading, highlight, bookmark or take notes while you read Continuous-time Stochastic Control and Optimization with Financial Applications.

Stochastic network optimization with application to communication and queueing systems by Michael J. Neely Download PDF EPUB FB2

Stochastic Network Optimization with Application to Communication and Queueing Systems Book Abstract: 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.

Stochastic Network Optimization with Application to Communication and Queueing Systems Abstract: 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 Cited by: 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 and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic.

- Buy Stochastic Network Optimization with Application Stochastic network optimization with application to communication and queueing systems book Communication and Queueing Systems (Synthesis Lectures on Communication Networks) book online at best prices in India on Read Stochastic Network Optimization with Application to Communication and Queueing Systems (Synthesis Lectures on Communication Networks) book 5/5(2).

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 and queueing systems, including wireless networks with time-varying. "Communication Networks, by Srikant and Ying, provides a mathematically rigorous treatment of modern communication networks.

The book provides the essential mathematical preliminaries in queueing theory, optimization and control, followed by a rigorous treatment of network architectures, protocols and algorithms that are at the heart of modern Reviews: 3. Drift plus penalty method for Lyapunov optimization -- Wikipedia article; Backpressure routing -- Wikipedia article; M.

Neely. Stochastic Network Optimization with Application to Communication and Queueing Systems. Morgan & Claypool, Link to book; Tutorial PowerPoint slides () Old HTML-based stochastic network optimization page. This book constitutes the proceedings of the 13th International Conference on Queueing Theory and Network Applications, QTNAheld in Tsukuba, Japan in July The 8 full papers together with 10 short papers included in this volume were carefully reviewed and selected from 57 initial submissions.

Neely. Stochastic Network Optimization with Application to Communication and Queueing Systems. Morgan & Claypool, [Link to Book] This book develops Lyapunov optimization theory for stochastic networks. It includes detailed examples and problem set questions. It also includes new material not in the previous F&T text below.

Optimization of queueing and loss networks Further reading This book is about stochastic networks and their applications. Large-scale systems of interacting components have long been of interest to physicists. For example, the behaviour of the air in a room can be described at the mi.

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This comment has been minimized. Lyapunov optimization for queueing networks Stochastic Network Optimization with Application to Communication and Queueing Systems, Morgan & Claypool, This page was last edited on 3 Augustat (UTC). Text is available under the. Download Citation | Stochastic Network Optimization with Application to Communication and Queueing Systems | This text presents a modern theory of analysis, control, and optimization for dynamic.

Stochastic Network Optimization with Application to Communication and Queueing Systems Michael J. Neely Scheduling and Congestion Control for Wireless and Processing Networks Libin Jiang and Jean Walrand Stochastic Network Optimization with Applications to Communication and Queueing Systems 作者: Neely, Michael 编 出版年: 页数: 定价: $ ISBN: Closed Markovian queueing networks have emerged as an important tool for modeling computer systems, communication systems, online computer networks, and other real-time computer-based systems.

This has been possible because of the discovery of an important class of networks, the so-called product-form networks, which are analytically tractable. Buy Stochastic Network Optimization with Application to Communication and Queueing Systems by Michael Neely from Waterstones today. Click and Collect from your local Waterstones or get FREE UK delivery on orders over £ Get Stochastic Network Optimization with Application to Communication and Queueing Systems now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from + publishers. Stochastic Network Optimization with Application to Communication and Queueing Systems by Michael J.

Neely Book Resume: This text presents a modern theory of analysis, control, and optimization for dynamic networks. Queueing theory and related areas Stochastic equation techniques in queueing systems Analysis of multi-class queueing networks Markov decision processes in queueing networks Optimization of stochastic systems Performance analysis and evaluation of communication networks Traffic management and analysis Design and management of network systems Simulation and experimental validation of queueing.

Get this from a library. Stochastic network optimization with application to communication and queueing systems. [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.

Queueing theory is the mathematical study of waiting lines, or queues. A queueing model is constructed so that queue lengths and waiting time can be predicted. Queueing theory is generally considered a branch of operations research because the results are often used when making business decisions about the resources needed to provide a service.

Queueing. Tackling the questions that systems designers care about, this book brings queueing theory decisively back to computer science. Stochastic Network Optimization with Application. The model can be useful for capacity planning, performance evaluation and optimization of various wireless telecommunication networks, transportation and manufacturing systems.

Full article (This article belongs to the Special Issue Stochastic Processes: Theory and Applications) Printed Edition available. Index Terms—Wireless Networks, Stochastic Optimization, Queueing Analysis, Distributed Computing, Satellite Networks I.

INTRODUCTION Modern data networks consist of a variety of heterogeneous components, and continue to grow as new applications are developed and new technologies are integrated into the existing communication infrastructure.

Queueing analysis is a vital tool used in the evaluation of system performance. Applications of queueing analysis cover a wide spectrum from bank automated teller machines to transportation and communications data networks.

Fully revised, this second edition of a popular book contains the significant addition of a new chapter on Flow Congestion Control and a section on Network. Stochastic network optimization with application to communication and queueing systems Subject [San Rafael, Calif.], Morgan & Claypool, Keywords: Signatur des Originals (Print): RT (7).

Digitalisiert von der TIB, Hannover, Created Date: 6/18/ AM. Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems.

Randomness arises in communication systems at many levels: for example, the initiation and termination times of calls in a telephone network, or the statistical structure of the arrival streams of packets at routers in the Internet.

Index Terms—Stochastic subgradient, constant step-size, stochastic resource allocation, device-to-device communication. INTRODUCTION RESOURCE allocation is a fundamental problem in eco-nomic theory that finds application in the design of wireless communication protocols [1], [2], smart grid systems [3], and scheduling algorithms [4], [5].

A modern mathematical approach to the design of communication networks for graduate students, blending control, optimization, and stochastic network theories alongside a broad range of performance Practical applications are illustrated by making connections to network algorithms and protocols.

STOCHASTIC OPTIMIZATION AND ITS APPLICATION TO COMMUNICATION NETWORKS AND THE SMART GRID By Zongrui Ding August Chair: Dapeng Wu Major: Electrical and Computer Engineering The scheduling of some practical systems is highly affected by the randomness of the system variables.

Therefore, it is of great importance to model and .Chapter 5 considers single queues and their application to computer/communication systems; networks of queues are studied in Chapter 6. This analysis is extended to queueing networks with multiple classes of customers in Chapter 7 and the now ell-known algorithms for solving such 'product form' networks are derived.Network Traffic Engineering - Stochastic Models and Applications pdf | MB | English | Author:Michael J.

Neely | | | Morgan and Claypool Publishers Book Description: This text presents a modern theory of analysis, control, and optimization for dynamic networks.