arXiv subjects

Alexei Piunovskiy

Publications and source records attributed to Alexei Piunovskiy.

5 recordsLinked to original sources

arXiv2018

Impulsive Control for G-AIMD Dynamics with Relaxed and Hard Constraints

Motivated by various applications from Internet congestion control to power control in smart grids and electric vehicle charging, we study Generalized Additive Increase Multiplicative Decrease (G-AIMD) dynamics under impulsive control in continuous time with the time average alpha-fairness criterion. We first show that the control under relaxed constraints can be described by a threshold. Then, we propose a Whittle-type index heuristic for the hard constraint problem. We prove that in the homogeneous case the index policy is asymptotically optimal when the number of users is large.

math.OC↗

arXiv2014

Impulsive control for continuous-time Markov Decision Processes

The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled process is shown to be non explosive under appropriate hypotheses. The so-called Bellman equation associated to this control problem is studied. Sufficient conditions ensuring the existence and the uniqueness of a bounded measurable solution to this optimality equation are provided. Moreover, it is shown that the value function of the optimization problem under consideration satisfies this optimality equation. Sufficient conditions are also presented to ensure on one hand the existence of an optimal control strategy and on the other hand the existence of an $\varepsilon$-optimal control strategy. The decomposition of the state space in two disjoint subsets is exhibited where roughly speaking, one should apply a gradual action or an impulsive action correspondingly to get an optimal or $\varepsilon$-optimal strategy. An interesting consequence of our previous results is as follows: the set of strategies that allow interventions at time $t=0$ and only immediately after natural jumps is a sufficient set for the control problem under consideration.

math.OC↗

arXiv2013

Infinite Horizon Optimal Impulsive Control Theory with Application to Internet Congestion Control

We develop Bellman equation based approach for infinite time horizon optimal impulsive control problems. Both discounted and time average criteria are considered. We establish very general and at the same time natural conditions under which a canonical control triplet produces an optimal feedback policy. Then, we apply our general results for Internet congestion control providing a convenient setting for the design of active queue management algorithms. In particular, our general theoretical results suggest a simple threshold-based active queue management scheme which takes into account the main parameters of the transmission control protocol.

cs.NI↗

arXiv2012

Markov Processes with Restart

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such processes comes from modeling human and animal mobility patterns, restart processes in communication protocols, and from application of restarting random walks in information retrieval. We provide a connection between the transition probability functions of the original Markov process and the modified process with restarts. We give closed-form expressions for the invariant probability measure of the modified process. When the process evolves on the Euclidean space there is also a closed-form expression for the moments of the modified process. We show that the modified process is always positive Harris recurrent and exponentially ergodic with the index equal to (or bigger than) the rate of restarts. Finally, we illustrate the general results by the standard and geometric Brownian motions.

math.PR↗

arXiv2007

Convergence and Optimal Buffer Sizing for Window Based AIMD Congestion Control

We study the interaction between the AIMD (Additive Increase Multiplicative Decrease) congestion control and a bottleneck router with Drop Tail buffer. We consider the problem in the framework of deterministic hybrid models. First, we show that the hybrid model of the interaction between the AIMD congestion control and bottleneck router always converges to a cyclic behavior. We characterize the cycles. Necessary and sufficient conditions for the absence of multiple jumps of congestion window in the same cycle are obtained. Then, we propose an analytical framework for the optimal choice of the router buffer size. We formulate the problem of the optimal router buffer size as a multi-criteria optimization problem, in which the Lagrange function corresponds to a linear combination of the average goodput and the average delay in the queue. The solution to the optimization problem provides further evidence that the buffer size should be reduced in the presence of traffic aggregation. Our analytical results are confirmed by simulations performed with Simulink and the NS simulator.

cs.NI↗