An Algorithm For Dynamic Optimal Bandwidth Allocation In Communication Networks

Abstract

We study the problem of optimal bandwidth allocation in communication networks. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider a class of closed-loop feedback policies for the system and use a two-timescale simultaneous perturbation stochastic approxima-tion (SPSA) algorithm to find an optimal policy within the prescribed class. We study the performance of the proposed algorithm on a numerical setting. Our algorithm is found to exhibit good performance.