Congestion control as a stochastic control problem with action delays

We consider the design of explicit rate-based congestion control for high-s peed communication networks and show that this can be formulated as a stoch astic control problem where the controls of different users enter the syste m dynamics with different delays. We discuss the existence, derivation and the structure of the optimal controller, as well as of suboptimal controlle rs of the certainty-equivalent type - a terminology that is precisely defin ed in the paper for the specific context of the congestion control problem considered. We consider, in particular, two certainty-equivalent controller s which are easy to implement, and show that they are stabilizing, i.e., th ey lead to bounded infinite-horizon average cost, and stable queue dynamics . Further: these controllers perform well in simulations. (C) 1999 Elsevier Science Ltd. All rights reserved.