Lecture Series

Conference and Workshop

Modeling of flow control in stochastic networks

 

Francois Bacelli

 

In this series of lectures, we will review recent results on the modeling of flow control in stochastic networks, based on algebraic representations of the pathwise dynamics of these networks.

 

The simplest networks to be considered are those of the so-called max-plus linear  class, with dynamics admitting a representation in terms of products of random matrices in this semi-ring.  We will first show that the regulation of such a network by an adaptive flow control preserves max-plus linearity.

 

This reduction to iterates of random non-expansive maps will then be used to:

 

q       assess the stability of such networks via the notion of a max-plus Lyapunov exponent;

 

q       derive representation and computational formulas for the steady state characteristics (e.g. throughput, stationary waiting times or queue sizes).

 

We will also give a few examples of flow control on more general classes of networks (e.g. multiclass networks)  which are not amenable to such a linear representation, and we will show that counter-intuitive phenomena may then occur.

 

DETAILED PROGRAM OF THE LECTURES AND RELATED REFERENCES

 

1.  The max-plus semi ring, spectral theory of matrices, and window flow control.

 

F. Bacelli, G. Cohen, G.J. Olsder, J.P. Quadrat, Synchronization and Linearity, Wiley 1992.

 

2.  Products of random matrices, Lyapunov exponents, stochastic eigenvalue problems, stochastic affine equations.

 

F. Bacelli & J. Mairesse, Ergodic Theorems for Stochastic Operators and Discrete Event Systems, in Idempotency, J. Gunawardena Ed. Cambridge University Press, 1998.

 

and the references therein.

 

3.  Mathematical modeling of TCP. 

 

F. Bacelli & D. Hong, TCP is max-plus linear, Sigcomm 2000.

 

4.  Analyticity and expansions for max-plus Lyapunov exponents. 

 

F. Bacelli, S. Gaubert \& D. Hong, Representation and Expansions of max-plus Lyapunov Exponents, Proceedings of the Allerton Conference (1999)

 

and the references therein.

 

5. Window flow control and multiclass networks.

 

F. Bacelli & T. Bonald, Window Flow Control in FIFO Networks with Cross Traffic,

Questa, 32 (1999) 195-231.

 

 

 

TRANSPARENCIES FROM THE LECTURES

 

 

Part I

Part II

Part III

Part IV