Network flow-control using asynchronous stochastic approximation

We propose several stochastic approximation implementations for related algorithms in flow-control of communication networks. First, a discrete-time implementation of Kelly´s primal flow-control algorithm is proposed. Convergence with probability 1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. This ensues from an analysis of the flow-control algorithm using the asynchronous stochastic approximation (ASA) framework. Two relevant enhancements are then pursued: a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Next, discrete- time implementations of Kelly´s dual algorithm and primal- dual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing the stability properties are presented.