Bauso, D., Blanchini, F. and Pesenti, R. (2009) Optimization of Long-Run Average-Flow Cost in Networks With Time-Varying Unknown Demand. IEEE Transactions on Automatic Control, 55 (1). 20 -31. ISSN 0018-9286
Abstract
We consider continuous-time robust network flows with capacity constraints and unknown but bounded time-varying demand. The problem of interest is to design a control strategy off-line with no knowledge of the demand realization. Such a control strategy regulates the flow on-line as a function of the realized demand. We address both the case of systems without and with buffers. The main novelty in this work is that we consider a convex cost which is a function of the long-run average-flow and average-demand. We distinguish a worst-case scenario where the demand is the worst-one from a deterministic scenario where the demand has a neutral behavior. The resulting strategies are called min-max or deterministically optimal respectively. The main contribution are constructive methods to design either min-max or deterministically optimal strategies. We prove that while the min-max optimal strategy is memoryless, i.e., it is a piece-wise affine function of the current demand, deterministically optimal strategy must keep memory of the average flow up to the current time.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2009 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. |
Keywords: | Average flow cost; flow control; gradient-based control; min-max optimality; uncertain demand |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 02 Feb 2016 15:07 |
Last Modified: | 09 Mar 2016 01:08 |
Published Version: | http://dx.doi.org/10.1109/TAC.2009.2034204 |
Status: | Published |
Publisher: | Institute of Electrical and Electronics Engineers |
Refereed: | Yes |
Identification Number: | 10.1109/TAC.2009.2034204 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:89734 |