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Stochastic Networks

Stochastic Networks

Stochastic Networks

Authors:
Frank Kelly, University of Cambridge
Elena Yudovina, University of Michigan, Ann Arbor
Published:
April 2014
Availability:
Available
Format:
Paperback
ISBN:
9781107691704

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    • Author team includes Frank Kelly, a pioneer in the field of stochastic networks
    • Self-contained appendices contain discussion of relevant mathematical techniques, such as Lagrange multipliers
    • Derived from a graduate-level course taught at the University of Cambridge

    Product details

    April 2014
    Paperback
    9781107691704
    231 pages
    228 × 152 × 12 mm
    0.39kg
    60 b/w illus. 80 exercises
    Available

    Table of Contents

    • Overview
    • Part I:
    • 1. Markov chains
    • 2. Queueing networks
    • 3. Loss networks
    • Part II:
    • 4. Decentralized optimization
    • 5. Random access networks
    • 6. Effective bandwidth
    • Part III:
    • 7. Internet congestion control
    • 8. Flow level internet models
    • Appendix A. Continuous time Markov processes
    • Appendix B. Little's law
    • Appendix C. Lagrange multipliers
    • Appendix D. Foster-Lyapunov criteria
    • References
    • Index.
      Authors
    • Frank Kelly , University of Cambridge

      Frank Kelly is Professor of the Mathematics of Systems at the University of Cambridge. His main research interests are in random processes, networks and optimization. He is especially interested in applications to the design and control of networks and to the understanding of self-regulation in large-scale systems.

    • Elena Yudovina , University of Michigan, Ann Arbor

      Elena Yudovina is a postdoctoral research fellow at the University of Michigan. Her research interests are in applications of queueing theory. She received her PhD from the University of Cambridge, where her interest in the subject was sparked by a course on stochastic networks taught by Frank Kelly.