For fairness and utility maximization:
R. Srikant, Mathematics of Internet Congestion Control, 2004. See Chapter 2.
(The book can be downloaded through https://link.springer.com/book/10.1007/978-0-8176-8216-3.
You need to be on CUHK campus.)
For TCP and primal controllers:
R. Srikant, Mathematics of Internet Congestion Control, 2004. See Chapters 3.1 and
4.2.1.
(The book can be downloaded through https://link.springer.com/book/10.1007/978-0-8176-8216-3.
You need to be on CUHK campus.)
For dual controllers: S. H. Low and D. E. Lapsley, "Optimization Flow Control-I: Basic Algorithm and Convergence," IEEE/ACM Transactions on Networking, vol. 7, no. 6, pp. 861-874, December 1999.
For random packet dropping and marking: S. Kunniyur and R. Srikant, "End-to-end congestion control: utility functions, random losses and ECN marks," IEEE/ACM Transactions on Networking, Oct. 2003, pp. 689-702.
For adaptive virtual queue: S. Kunniyur and R. Srikant. "Analysis and Design of an Adaptive Virtual Queue Algorithm for Active Queue Management," IEEE ACM Transactions on Networking, April 2004, pp. 286-299.
Lectures 25-26: November 6, 2024
Cross-Layer Optimization for Wireless Networks
Xiaojun Lin, Ness B. Shroff and R. Srikant, "A Tutorial on Cross-Layer Optimization in Wireless Networks," in IEEE Journal on Selected Areas in Communications, special issue on "Non-Linear Optimization of Communication Systems,'' 2006.
For joint congestion control and wireless scheduling:
X. Lin and N. B. Shroff, "Joint Rate Control and Scheduling in Multihop Wireless Networks," in Proceedings of the IEEE Conference on Decision and Control, Paradise Island, Bahamas, December 2004.
For joint congestion control, scheduling and routing: M. J. Neely, E. Modiano, and C. Li, "Fairness and Optimal Stochastic Control for Heterogeneous Networks," in Proceedings of IEEE INFOCOM, Miami, FL, March 2005.
Lectures 27-30: November 6-13, 2024
Markov Decision Processes: Finite-Horizon Problems
For MDP formulation and backward induction: Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. Chapter 2.1-2.2.
For deterministic DP: Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. P55.
For inventory control problem (which is more general than the 2-stage newsvendor problem): Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. Chapter 3.2.
The book "Dynamic Programming and Stochastic Control, Academic Press, 1976" by D. Bertsekas is available online through CUHK library.
Lectures 31-33: November 20, 2024
Markov Decision Processes: Infinite-Horizon Problems
For discounted MDP: Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. Chapter 6 (in particular, the asset selling problem on P232).
For value-iteration, policy-iteration, and linear programming formulation of discounted DP: Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. Chapter 6.2.
For contraction mapping: Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. Chapter 6.3.
For relative value iteration and policy iteration for average-cost DP: Bertsekas, Dynamic Programming and Stochastic Control, Academic Press, 1976. Chapter 8.2-8.3.
The book "Dynamic Programming and Stochastic Control, Academic Press, 1976" by D. Bertsekas is available online through CUHK library.
