Nonhomogeneous place-dependent Markov Chains, unsynchronised AIMD, and optimisation
File(s)1404.5064v4.pdf (1.08 MB)
Accepted version
Author(s)
Wirth, Fabian R
Studli, Sonja
Yu, Jia Yuan
Corless, Martin
Shorten, Robert
Type
Journal Article
Abstract
A stochastic algorithm is presented for a class of optimisation problems that arise when a group of agents compete to share a single constrained resource in an optimal manner. The approach uses intermittent single-bit feedback, which indicates a constraint violation and does not require inter-agent communication. The algorithm is based on a positive matrix model of AIMD, which is extended to the nonhomogeneous Markovian case. The key feature is the assignment of back-off probabilities to the individual agents as a function of the past average access to the resource. This leads to a nonhomogeneous Markov chain in an extended state space, and we show almost sure convergence of the average access to the social optimum.
Date Issued
2019-08-01
Date Acceptance
2019-01-01
Citation
Journal of the ACM, 2019, 66 (4), pp.1-37
ISSN
0004-5411
Publisher
Association for Computing Machinery (ACM)
Start Page
1
End Page
37
Journal / Book Title
Journal of the ACM
Volume
66
Issue
4
Copyright Statement
© 2019 Copyright held by the owner/author(s). Publication rights licensed to ACM. This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in https://doi.org/10.1145/3312741
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000487714900001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Technology
Computer Science, Hardware & Architecture
Computer Science, Information Systems
Computer Science, Software Engineering
Computer Science, Theory & Methods
Computer Science
AIMD
Nonhomogeneous Markov chains
invariant measure
iterated function systems
almost sure convergence
optimisation
CONGESTION CONTROL
HIGH-SPEED
TCP
ALGORITHMS
SCHEMES
SYSTEMS
AQM
Publication Status
Published
Article Number
24
Date Publish Online
2019-06-01