NDLI: Distributed control for radial loss network systems via the ash Certainty Equivalence (mean field) principle

Content Provider	IEEE Xplore Digital Library
Author	Zhongjing Ma Malhame, R.P. Caines, P.E.
Copyright Year	2008
Description	Author affiliation: Dept. de genie Electr., Polytech. Montreal, Montreal, QC, Canada (Malhame, R.P.) \|\| Dept. of Electr. & Comput. Eng., McGill Univ., Montreal, QC, Canada (Zhongjing Ma; Caines, P.E.)
Abstract	The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any non-trivial size (Ma et al., 2006, 2008) leads to the consideration of suboptimal distributed game theoretic formulations of the problem. This work presents a formulation of loss network admission control problems in terms of a class of systems composed of a large population of weakly coupled competitive individual agent networks. The resulting distributed dynamic stochastic game problem is solved and analyzed by application of the so-called point process Nash certainty equivalence (PPNCE) principle; this is an extension to the network point process context of the NCE principle originally formulated in the LQG framework by M. Huang et al., (2006, 2007). This methodology has close connections with the mean field models studied by Lasry and Lions (2006, 2007) and the notion of oblivious equilibrium proposed by Weintraub, Benkard, and Van Roy (2005, 2007) via a mean field approximation.
Starting Page	3829
Ending Page	3834
File Size	256908
Page Count	6
File Format	PDF
ISBN	9781424431236
ISSN	01912216
DOI	10.1109/CDC.2008.4739237
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-12-09
Publisher Place	Mexico
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Distributed control Ash Stochastic processes Computer networks Distributed computing Dynamic programming Equations Routing Game theory Admission control
Content Type	Text
Resource Type	Article

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