The paper considers the design of explicit ratebased flow control for ABR sources in an ATM network. The goal is to share the available capacity “fairly” among many sources while maintaining queue length at a bottleneck node at a desired level. This problem is formulated as a stochastic control problem, and in this framework rate-control mechanisms are developed, which stabilize the queue lengt...

Decentralized stochastic control refers to themulti-stage optimization of a dynamical system bymultiple controllers that have access to different information. Decentralization of information gives rise to new conceptual challenges that require new solution approaches. In this expository paper, we use the notion of an information-state to explain the two commonly used solution approaches to dece...

This paper addresses control design in networked control system by considering stochastic packet dropouts in the forward path of the control loop. The packet dropouts are modelled by mutually independent stochastic variables satisfying Bernoulli binary distribution. A sliding mode controller is utilized to overcome the adverse influences of stochastic packet dropouts in networked control system...

We consider an existence theorem for controi systems whose state variables for every t are in C, the set of continuous functions varying over a given set L The dependence of the state variables upon a ~ / i s induced by their dependence upon the initial state and the state equation governing the system. In contrast, the control u ---u(t) is taken as a measurable function of t alone. The usual s...

The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ii) to apply certain Lie algebraic methods and gauge transformations, widely used in nonlinear control theory and quantum physics, to derive new results concerning finite-dime...

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate convexity assumptions on the coefficients of the forward and the backward equations we prove the existence of an optimal control on a suitable reference stoch...

in this paper, we present the numerical solution of ordinary dierential equations (or sdes), from each order especially second-order with time-varying and gaussian random coecients. we indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multi- plicative noises). making stochastic dierent...

The notion of controllability has played a central role throughout the history of modern control theory. The problem of controllability is to show the existence of a control function, which steers dynamical control systems from its initial state to the final state, where the initial and final states may vary over the entire space. The problem of controllability of linear deterministic system is...

Early data on the phenomenology of software system evolution suggest that such evolution involves and is, to some extent, governed by feedback. This feedback may take the form of information fed back to individuals or groups as a form of learning from experience or may take the form of observation and data that are used to control some aspect of the process. For the moment, we shall put the for...