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Flow Control as Stochastic Optimal Control Problem with Incomplete Information
 

Summary: 1
Flow Control as Stochastic Optimal Control
Problem with Incomplete Information
B. Miller 1 , K. Avrachenkov 2 , K. Stepanyan 3 , G. Miller 4
Abstract--- The nonlinear stochastic control problem re­
lated with flow control is considered. The state of the link
is described by controlled hidden Markov process while
the loss flow is described by the counting process with the
intensity depending on the current transmission rate and
unobserved link state. The control is the transmission rate
and have to be chosen as non­anticipating process depend­
ing on the observation of the loss process. The aim of the
control is to achieve the maximum of some utility function
taking into account the losses of transmitted information.
Originally the problem belongs to a class of stochastic
control with incomplete information, however, the optimal
filtering equations giving the estimation of the current link
state based on the observation of the loss process give
the opportunity to reduce the problem to the standard
stochastic control problem with full observations. Then, a

  

Source: Avrachenkov, Konstantin - INRIA Sophia Antipolis

 

Collections: Computer Technologies and Information Sciences