Title :
Computing MDP cost function for high speed networks with sample-path and quantization
Author :
Wang, Junjie ; Lea, Chin-Tau ; Cao, Xi-Ren
Author_Institution :
Hong Kong Univ. of Sci. & Technol., China
Abstract :
In this paper, we apply two techniques to the cost computation in the networking problems. The sample-path-based performance potential theory removes the need of knowing the exact system parameters. Cost quantization, on the other hand, reduces the state space to a manageable size. Numerical results show that considerable computation efforts can be saved without degrading the performance significantly
Keywords :
Markov processes; decision theory; network routing; state-space methods; Markov chain; Markov decision process; cost function; high speed networks; quantization; sample-path; sample-path-based potential theory; state space; Computational efficiency; Computer networks; Cost function; Degradation; High-speed networks; Quantization; Routing; Space technology; State-space methods; Time varying systems;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758650
