Heavy Traffic and Markov Modulated Models for Wireless Queueing Systems and Numerical Methods for Associated Resource Allocation Problems PDF Download

Author: Chuan Lin
Publisher:
ISBN:
Category :
Languages : en
Pages : 126

View

Book Description
Keywords: Markov modulated, Multi-completely S, Markov chain approximation, Heavy traffic.

Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

View

Book Description
This dissertation is concerned with heavy traffic and Markov modulated diffusion models that are applied to resource allocation problems in wireless communication system and the numerical analysis for their associated continuous time stochastic control problems. To be specific, the heavy traffic model is a two-dimensional stochastic differential equation with reflection (SDER), and the other model is a second-order Markov modulated diffusion process. With the proliferation of wireless applications having large capacity requirements, such as multimedia, internet, gaming, etc., and the limitations of realizing spectral efficiency gains, wireless queueing systems will be operating a near-capacity levels, so called "Heavy traffic". Under this assumption, SDER has been developed as an approximation model for a multi-buffer and various channel state wireless communication system. Building on the seminal work of Buche and Kushner [13], we study how the reflection process can affect the solution of the SDER and the resource (reserve power) allocation theoretically and numerically. We have shown that Multi-Completely S is a necessary condition for the existence and uniqueness for the SDER instead of the well known Completely S in the wireline system [69]. The whole resource (reserve transmission power) allocation is modeled as a stochastic control problem subject to the SDER. Using Markov Chain Approximation (MCA) method [51], various effects of factors, especially the reflection processes (nominal power reallocation) are studied via numerical experiments. After optimal control policies are obtained via MCA method under an appropriate grid size setting, Monte Carlo and real time simulation experiments are done using heavy traffic policies v.s. heuristic wedge control policies. The performance of heavy traffic policies is better than that of wedge policies under various traffic patterns including aggregated OND FF process (Long Range Dependence & Heavy Tailed) which.

Author: Harold Kushner
Publisher: Springer Science & Business Media
ISBN: 9780387952642
Category : Mathematics
Languages : en
Pages : 12

View

Book Description
One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest.

Author: Gunter Bolch
Publisher: John Wiley & Sons
ISBN: 0471791563
Category : Technology & Engineering
Languages : en
Pages : 896

View

Book Description
Critically acclaimed text for computer performance analysis--now in its second edition The Second Edition of this now-classic text provides a current and thorough treatment of queueing systems, queueing networks, continuous and discrete-time Markov chains, and simulation. Thoroughly updated with new content, as well as new problems and worked examples, the text offers readers both the theory and practical guidance needed to conduct performance and reliability evaluations of computer, communication, and manufacturing systems. Starting with basic probability theory, the text sets the foundation for the more complicated topics of queueing networks and Markov chains, using applications and examples to illustrate key points. Designed to engage the reader and build practical performance analysis skills, the text features a wealth of problems that mirror actual industry challenges. New features of the Second Edition include: * Chapter examining simulation methods and applications * Performance analysis applications for wireless, Internet, J2EE, and Kanban systems * Latest material on non-Markovian and fluid stochastic Petri nets, as well as solution techniques for Markov regenerative processes * Updated discussions of new and popular performance analysis tools, including ns-2 and OPNET * New and current real-world examples, including DiffServ routers in the Internet and cellular mobile networks With the rapidly growing complexity of computer and communication systems, the need for this text, which expertly mixes theory and practice, is tremendous. Graduate and advanced undergraduate students in computer science will find the extensive use of examples and problems to be vital in mastering both the basics and the fine points of the field, while industry professionals will find the text essential for developing systems that comply with industry standards and regulations.

Author: Michael J. Neely
Publisher: Morgan & Claypool Publishers
ISBN: 160845455X
Category : Computers
Languages : en
Pages : 212

View

Book Description
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. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions

Author: Agassi Melikov
Publisher: Springer
ISBN: 3319086693
Category : Computers
Languages : en
Pages : 201

View

Book Description
The increasing complexity of telecommunication networks requires us to develop adequate mathematical models. We must find their characteristics, optimize them subject to chosen criteria, and develop the corresponding control algorithms. Multidimensional queueing models are used to design and optimize modern and next-generation networks (NGN). The central problem of the related mathematical theory is to apply multidimensional and large-size queueing models to improve efficiency. In this book new methods are successively developed and applied to solve related problems. The book is recommended for researchers engaged with the mathematical theory of telecommunications traffic.

Author: Michael Neely
Publisher: Springer Nature
ISBN: 303179995X
Category : Computers
Languages : en
Pages : 199

View

Book Description
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. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions

Author: Vladimir Anisimov
Publisher: John Wiley & Sons
ISBN: 1119755417
Category : Mathematics
Languages : en
Pages : 336

View

Book Description
The aim of this book is to reflect the current cutting-edge thinking and established practices in the investigation of queueing systems and networks. This first volume includes ten chapters written by experts well-known in their areas. The book studies the analysis of queues with interdependent arrival and service times, characteristics of fluid queues, modifications of retrial queueing systems and finite-source retrial queues with random breakdowns, repairs and customers' collisions. Some recent tendencies in the asymptotic analysis include the average and diffusion approximation of Markov queueing systems and networks, the diffusion and Gaussian limits of multi-channel queueing networks with rather general input flow, and the analysis of two-time-scale nonhomogenous Markov chains using the large deviations principle. The book also analyzes transient behavior of infinite-server queueing models with a mixed arrival process, the strong stability of queueing systems and networks, and applications of fast simulation methods for solving high-dimension combinatorial problems.

Author: Professor Chee-Hock Ng
Publisher: John Wiley & Sons
ISBN: 0470519576
Category : Technology & Engineering
Languages : en
Pages : 309

View

Book Description
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 Calculus among other new sections that have been added to remaining chapters. An introductory text, Queueing Modelling Fundamentals focuses on queueing modelling techniques and applications of data networks, examining the underlying principles of isolated queueing systems. This book introduces the complex queueing theory in simple language/proofs to enable the reader to quickly pick up an overview to queueing theory without utilizing the diverse necessary mathematical tools. It incorporates a rich set of worked examples on its applications to communication networks. Features include: Fully revised and updated edition with significant new chapter on Flow and Congestion Control as-well-as a new section on Network Calculus A comprehensive text which highlights both the theoretical models and their applications through a rich set of worked examples, examples of applications to data networks and performance curves Provides an insight into the underlying queuing principles and features step-by-step derivation of queueing results Written by experienced Professors in the field Queueing Modelling Fundamentals is an introductory text for undergraduate or entry-level post-graduate students who are taking courses on network performance analysis as well as those practicing network administrators who want to understand the essentials of network operations. The detailed step-by-step derivation of queueing results also makes it an excellent text for professional engineers.

Author: Harold Kushner
Publisher: Springer
ISBN: 9781461265412
Category : Mathematics
Languages : en
Pages : 515

View

Book Description
One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest.