ThistextiswrittentoteachthetheoryofLyapunovdriftandLyapunovoptimizationforstochasticnetworkoptimization.Itassumesonlythatthereaderisfamiliarwithbasicprobabilityconcepts(suchasexpectationsandthelawoflargenumbers).FamiliaritywithMarkovchainsandwithstandard(non-stochastic)optimizationisusefulbutnotrequired.Avarietyofexamplesandsimulationresultsaregiventoillustratethemainconcepts.Diverseproblemsetquestions(severalwithexamplesolutions)arealsogiven.Thesequestionsandexamplesweredevelopedoverseveralyearsforuseinthestochasticnetworkoptimizationcoursetaughtbytheauthor.Theyincludetopicsofwirelessopportunisticscheduling,multi-hoprouting,networkcodingformaximumthroughput,distortion-awaredatacompression,energy-constrainedanddelay-constrainedqueueing,dynamicdecisionmakingformaximumprofit,andmore.
2022/9/3 2:56:59
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随机网络优化
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