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Rate control for communication networks shadow
Rate control for communication networks: shadow
prices, proportional fairness and stability
FP Kelly, AK Maulloo and DKH Tan
University of Cambridge, UK
This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The
algorithms provide natural generalisations to large-scale networks of simple additive increase/multiplicative decrease
schemes, and are shown to be stable about a system optimum characterised by a proportional fairness criterion. Stability
is established by showing that, with an appropriate formulation of the overall optimisation problem, the networks implicit
objective function provides a Lyapunov function for the dynamical system de?ned by the rate control algorithm. The
networks optimisation problem may be cast in primal or dual form: this leads naturally to two classes of algorithm, which
may be interpreted in terms of either congestion indication feedback signals or explicit rates based on shadow prices.
Both classes of algorithm may be generalised to include routing control, and provide natural implementations of
proportionally fair pricing.
Keywords: ATM network; congestion indication; elastic traf?c; Internet; Lyapunov function; proportionally fair
pricing; queues; routing
Introduction
The design and control of modern communication networks
raises several issues well suited to study using techniques
of operational research such as optimisation, network
programming and stochastic modelling. In this paper we
illustrate this theme, through the presentation and analysis
of a mathematical model that arises in connection with the
development and deployment of large-scale broadband
networks.
In future communication networks there are expected to
be applications that are able to modify their data transfer
rates according to the available bandwidth within the
network. Traf?c from such applications is termed elastic;1
a typical current example is TCP traf?c over the Internet,2
and future examples may
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