A duality model of TCP and queue management algorithms

We propose a duality model of end-to-end congestion control and apply it to understanding the equilibrium properties of TCP and active queue management schemes. The basic idea is to regard source rates as primal variables and congestion measures as dual variables, and congestion control as a distributed primal-dual algorithm over the Internet to maximize aggregate utility subject to capacity constraints. The primal iteration is carried out by TCP algorithms such as Reno or Vegas, and the dual iteration is carried out by queue management algorithms such as DropTail, RED or REM. We present these algorithms and their generalizations, derive their utility functions, and study their interaction

FAST TCP: Motivation, Architecture, Algorithms, Performance

We describe FAST TCP, a new TCP congestion control algorithm for high-speed long-latency networks, from design to implementation. We highlight the approach taken by FAST TCP to address the four difficulties which the current TCP implementation has at large windows. We describe the architecture and summarize some of the algorithms implemented in our prototype. We characterize its equilibrium and stability properties. We evaluate it experimentally in terms of throughput, fairness, stability, and responsiveness

Estimating customer impatience in a service system with unobserved balking

This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait for service or to leave the system. The main objective is to estimate the customers' patience-level distribution and the corresponding potential arrival rate, using knowledge of the actual queue-length process only. The main complication, and distinguishing feature of our setup, lies in the fact that customers who decide not to join are not observed, but, remarkably, we manage to devise a procedure to estimate the load they would generate. We express our system in terms of a multi-server queue with a Poisson stream of customers, which allows us to evaluate the corresponding likelihood function. Estimating the unknown parameters relying on a maximum likelihood procedure, we prove strong consistency and derive the asymptotic distribution of the estimation error. Several applications and extensions of the method are discussed. The performance of our approach is further assessed through a series of numerical experiments. By fitting parameters of hyperexponential and generalized-hyperexponential distributions our method provides a robust estimation framework for any continuous patience-level distribution

Optimal Pricing Strategies and Customers’ Equilibrium Behavior in an Unobservable M/M/1 Queueing System with Negative Customers and Repair

This work investigates the optimal pricing strategies of a server and the equilibrium behavior of customers in an unobservable M/M/1 queueing system with negative customers and repair. In this work, we consider two pricing schemes. The first is termed the ex-post payment scheme, where the server charges a price that is proportional to the time spent by a customer in the system. The second scheme is the ex-ante payment scheme, where the server charges a flat rate for all services. Based on the reward-cost structure, the server (or system manager) should make optimal pricing decisions in order to maximize its expected profit per time unit in each payment scheme. This study also investigates equilibrium joining/balking behavior under the server’s optimal pricing strategies in the two pricing schemes. We show, given a customer’s equilibrium, that the two pricing schemes are perfectly identical from an economic point of view. Finally, we illustrate the effect of several system parameters on the optimal joining probabilities, the optimal price, and the equilibrium behavior via numerical examples

Stability of queueing-inventory systems with different priorities

We study a production-inventory system with two customer classes with different priorities which are admitted to the system following a flexible admission control scheme. The inventory management is according to a base stock policy and arriving demand which finds the inventory depleted is lost (lost sales). We analyse the global balance equations of the associated Markov process and derive structural properties of the steady state distribution which provide insights into the equilibrium behaviour of the system. We derive a sufficient condition for ergodicity using the Foster-Lyapunov stability criterion. For a special case we show that the condition is necessary as well