Rate control for communication networks: shadow prices, proportional fairness and stability

Rate control for communication networks: shadow prices, proportional fairness and stability
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DOI:
10.2307/3010473
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发表时间:
1998-03-01
影响因子:
3.6
通讯作者:
Tan, DKH
Tan, DKH
中科院分区:
管理学4区
文献类型:
--
作者:
Kelly, FP;Maulloo, AK;Tan, DKH

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本文分析了通信网中两类速率控制算法的稳定性和公平性。该算法提供了自然的概括到大型网络的简单的加法增加/乘法减少计划,并被证明是稳定的系统最佳的比例公平性标准。稳定性的建立表明,与一个适当的制定的整体优化问题,网络的隐式目标函数提供了一个Lyapunov函数的动态系统定义的速率控制算法。网络的优化问题可以以原始或双重形式出现:这自然会产生两类算法,可以用拥堵指示反馈信号或基于影子价格的显式速率来解释。这两类算法可以概括为包括路由控制,并提供按比例公平定价的自然实现。
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.