BOUNDS ON THE PERFORMANCE OF DYNAMIC ROUTING SCHEMES FOR HIGHLY CONNECTED NETWORKS

Authors
Citation
Fp. Kelly, BOUNDS ON THE PERFORMANCE OF DYNAMIC ROUTING SCHEMES FOR HIGHLY CONNECTED NETWORKS, Mathematics of operations research, 19(1), 1994, pp. 1-20
Citations number
33
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
ISSN journal
0364765X
Volume
19
Issue
1
Year of publication
1994
Pages
1 - 20
Database
ISI
SICI code
0364-765X(1994)19:1<1:BOTPOD>2.0.ZU;2-K
Abstract
We describe a procedure for bounding the performance of dynamic routin g schemes for loss or queueing networks. The bound is developed from a network flow synthesis of a collection of Markov decision processes, one for each resource of the network. The bound emerges as a solution to a dual pair of convex programming problems, where the primal proble m describes mean flows through the network and the dual problem descri bes implied costs and surplus values at resources of the network. The bound is particularly appropriate for large highly connected networks, where it may be approached by simple trunk reservation or threshold r outing schemes.