Rate Control for Communication Networks: Shadow Prices, Proportional Fairness and Stability Export

@article{Rate Control for Communication Networks: Shadow Prices, Proportional Fairness and Stability, abstract = {This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The algorithms provide natural generalisations to large-scale networks of simple additive increase/multiplicative decrease schemes, and are shown to be stable about a system optimum characterised by a proportional fairness criterion. Stability is established by showing that, with an appropriate formulation of the overall optimisation problem, the network's implicit objective function provides a Lyapunov function for the dynamical system defined by the rate control algorithm. The network's optimisation problem may be cast in primal or dual form: this leads naturally to two classes of algorithm, which may be interpreted in terms of either congestion indication feedback signals or explicit rates based on shadow prices. Both classes of algorithm may be generalised to include routing control, and provide natural implementations of proportionally fair pricing.}, author = {Kelly, F. P. and Maulloo, A. K. and Tan, D. K. H.}, citeulike-article-id = {5175378}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/3010473}, citeulike-linkout-1 = {http://www.jstor.org/stable/3010473}, doi = {10.2307/3010473}, issn = {01605682}, journal = {The Journal of the Operational Research Society}, keywords = {and, communication, control, fairness, for, networks, prices, proportional, rate, shadow, stability}, number = {3}, pages = {237--252}, posted-at = {2009-07-16 07:55:14}, priority = {2}, publisher = {Palgrave Macmillan Journals on behalf of the Operational Research Society}, title = {Rate Control for Communication Networks: Shadow Prices, Proportional Fairness and Stability}, url = {http://dx.doi.org/10.2307/3010473}, volume = {49}, year = {1998} }

TY - JOUR ID - Rate Control for Communication Networks: Shadow Prices, Proportional Fairness and Stability L3 - citeulike-article-id:5175378 N2 - This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The algorithms provide natural generalisations to large-scale networks of simple additive increase/multiplicative decrease schemes, and are shown to be stable about a system optimum characterised by a proportional fairness criterion. Stability is established by showing that, with an appropriate formulation of the overall optimisation problem, the network's implicit objective function provides a Lyapunov function for the dynamical system defined by the rate control algorithm. The network's optimisation problem may be cast in primal or dual form: this leads naturally to two classes of algorithm, which may be interpreted in terms of either congestion indication feedback signals or explicit rates based on shadow prices. Both classes of algorithm may be generalised to include routing control, and provide natural implementations of proportionally fair pricing. IS - 3 JF - The Journal of the Operational Research Society SN - 01605682 EP - 252 TI - Rate Control for Communication Networks: Shadow Prices, Proportional Fairness and Stability PB - Palgrave Macmillan Journals on behalf of the Operational Research Society VL - 49 SP - 237 KW - and KW - communication KW - control KW - fairness KW - for KW - networks KW - prices KW - proportional KW - rate KW - shadow KW - stability AU - Kelly, FP AU - Maulloo, AK AU - Tan, DKH PY - 1998/// UR - http://dx.doi.org/10.2307/3010473 ER -