Limit Theorems for Markovian Bandwidth-Sharing Networks with Rate Constraints

Josh Reed () and Bert Zwart ()
Additional contact information
Josh Reed: Stern School of Business, New York University, New York, New York 10012
Bert Zwart: Centrum Wiskunde & Informatica (CWI), Amsterdam, The Netherlands

Operations Research, 2014, vol. 62, issue 6, 1453-1466

Abstract: Bandwidth-sharing networks provide a natural modeling framework for describing the dynamic flow-level interaction among elastic data transfers in computer and communication systems, and can be used to develop traffic pricing/charging mechanisms. At the same time, such models are exciting from an operations research perspective because their analysis requires techniques from stochastic modeling and optimization.In this paper, we develop a framework to approximate bandwidth-sharing networks under the assumption that the number of users as well as the capacities of the system are large, and the assumption that the traffic that each user is allowed to submit is bounded above by some rate, which is standard in practice. We also assume that customers on each route in the network abandon according to exponential patience times. Under Markovian assumptions, we develop fluid and diffusion approximations, which are quite tractable: for most parameter combinations, the invariant distribution is multivariate normal, with mean and diffusion coefficients that can be computed in polynomial time as a function of the size of the network.

Keywords: networks; limit theorems; Markovian (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/opre.2014.1321 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:62:y:2014:i:6:p:1453-1466

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().