NDLI: Closed-loop control with delayed information

Content Provider	ACM Digital Library
Author	Altman, Eitan Nain, Philippe
Abstract	The theory of Markov Control Model with Perfect State Information (MCM-PSI) requires that the current state of the system is known to the decision maker at decision instants. Otherwise, one speaks of Markov Control Model with Imperfect State Information (MCM-ISI). In this article, we introduce a new class of MCM-ISI, where the information on the state of the system is delayed. Such an information structure is encountered, for instance, in high-speed data networks.In the first part of this article, we show that by enlarging the state space so as to include the last known state as well as all the decisions made during the travel time of the information, we may reduce a MCM-ISI to a MCM-PSI. In the second part of this paper, this result is applied to a flow control problem. Considered is a discrete time queueing model with Bernoulli arrivals and geometric services, where the intensity of the arrival stream is controlled. At the beginning of slot t+1, t=0,1,2,…, the decision maker has to select the probability of having one arrival in the current time slot from the set {p1, p2}, 0 ≤ p2 < p1 ≤ 1, only on the basis of the queue-length and action histories in [0, t]. The aim is to optimize a discounted throughput/delay criterion. We show that there exists an optimal policy of a threshold type, where the threshold is seen to depend on the last action.
Starting Page	193
Ending Page	204
Page Count	12
File Format	PDF
ISSN	01635999
DOI	10.1145/149439.133106
Journal	ACM SIGMETRICS Performance Evaluation Review (PERV)
Volume Number	20
Issue Number	1
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2014-01-10
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Content Type	Text
Resource Type	Article
Subject	Computer Networks and Communications Hardware and Architecture Software

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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