Optimal control of a feedback queue via stochastic approximation

Abstract

An optimal feedback control policy which provides a good performance in terms of several conflicting performance criteria like mean delay, delay jitter, mean throughput etc., is obtained for a single queue. We assume two Poisson arrival streams and general i.i.d service times. The optimal policy is obtained via an easily implementable two time scale stochastic approximation scheme, from a general class of feedback policies. This problem is of current interest in the rate based feedback control of ABR service in ATM networks and possibly also in the Internet. Numerical experiments using well known feedback policies are shown to verify the claims.