Discrete stochastic programming by infinitesimal perturbation analysis: the case of resource allocation in satellite networks with fading

Author

Davoli, Franco ; Marchese, Mario ; Mongelli, Maurizio

Author_Institution

Dept. of Commun., Comput. & Syst. Sci., Genoa Univ.

Volume

5

Issue

9

fYear

2006

fDate

9/1/2006 12:00:00 AM

Firstpage

2312

Lastpage

2316

Abstract

This paper deals with a NP-hard resource allocation problem for a satellite network. An approach based on the estimation of the gradient of a cost function, obtained through a "relaxed continuous extension" of the discrete constraint set, is proposed. Since neither closed forms of the performance measure, nor additional feedbacks on the statistical properties of the traffic sources are requested, the proposed approach reveals to be suitable for optimizing the resource allocation in real life case studies, where the application of specific certainty equivalent assumptions is impractical

Keywords

computational complexity; gradient methods; satellite communication; statistical analysis; stochastic programming; telecommunication traffic; NP-hard resource allocation problem; certainty equivalent assumptions; cost function; discrete constraint set; discrete stochastic programming; gradient estimation; infinitesimal perturbation analysis; relaxed continuous extension; satellite networks; statistical properties; traffic sources; Closed-form solution; Computer aided software engineering; Control systems; Cost function; Dynamic programming; Intelligent networks; Rain fading; Resource management; Satellites; Stochastic processes;

fLanguage

English

Journal_Title

Wireless Communications, IEEE Transactions on

Publisher

ieee

ISSN

1536-1276

Type

jour

DOI

10.1109/TWC.2006.1687749

Filename

1687749