Chapter 6. Conclusion & Future Directions
C.3 Proof of Theorem 4.4.3
(Lower Bound) Note that optimization used to calculate the quantities
Μ
π»(πΎπ΄π) and π»ππ΅(πΎπ΄π, πΎ) have the same objective and same constraints except
one. Observing the fact that the every feasible point for OPT1 is also a feasible point for OPT2. We have that ,
Μ
(Upper Bound) Let {π΄*
π,β, π*} denote the optimizer for the convex
problem OPT2. It can be shown that the scaled point πΎ β ({π΄*
π,β, π*}) sat-
isο¬es all the constraints of the optimization problem to ο¬nd π»ππ΅(πΎπ΄ π, πΎ),
and therefore a feasible point in the search space of optimization problem of π»ππ΅(πΎπ΄
π, πΎ). We thus have the following upper bound,
π»ππ΅(πΎπ΄ π, πΎ) β€ οΏ½ π 0<β<ποΏ½ βπΎπ΄ * π,β. As {π΄*
π,β, π*} was the optimizer for OPT2, we have that
Μ
π»(π΄π) = οΏ½
π 0<β<ποΏ½ βπ΄ * π,β
Using the above equality, we have that
π»ππ΅(πΎπ΄
Appendix D
Proofs for Chapter 5
D.1 Proof of Theorem 5.3.1
For any given π > 0, we will show that for all the arrival rates that belong to (1 β π)Ξ, the proposed algorithm - I can stabilize the network. Let us deο¬ne a quadratic Lyapunov function, πΏ( βπ[π‘]) as follows,
πΏ( βπ[π‘]) = οΏ½ π (ππ[π‘]) 2+ οΏ½ π,π,π(π π»π,π»π π [π‘])2 (D.1)
Consider the drift in the Lyapunov function, ΞπΏ(.), πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] βΆ= πΈ [πΏ( βπ[π‘ + 1]) β πΏ( βπ[π‘])βββ βπ[π‘]] = πΈ [οΏ½ π ((ππ[π‘ + 1]) 2β (π π[π‘])2)βββββπ[π‘]]β + πΈ [οΏ½ π,π,π((π π»π,π»π π [π‘ + 1])2β (ππ»π π,π»π[π‘])2)ββββ βπ[π‘]]β β€ π + πΈ [οΏ½ π (2ππ[π‘]Ξππ[π‘])βββββ β π[π‘]] + πΈ [οΏ½ π,π,π(2π π»π,π»π π [π‘]Ξππ»π π,π»π[π‘])ββββ βπ[π‘]] ,β
where the last inequality follows from our assumption that the number of arrivals and departures in any time slot are bounded. Using the deο¬nition
of conditional expectation πΈ[π] = βπ¦π(π = π¦)πΈ[π|π = π¦], we have the following, πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π + οΏ½ π π(π»π)πΈ [οΏ½π (2ππ[π‘]Ξππ[π‘])βββββ β π[π‘], π»[π‘] = π»π] + οΏ½ π π(π»π)πΈ [οΏ½π,π,π(2π π»π,π»π π [π‘]Ξππ»π π,π»π[π‘])ββββ βπ[π‘], π»β π] . Let us deο¬ne ππππ( βπ[π‘], π»[π‘]) βΆ= max{π
ππ [π‘], πππ[π‘]}. Using this deο¬-
nition, we can rewrite the above inequality as follows,
πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π + 2 οΏ½
π ππ[π‘]ππβ 2 οΏ½π π(π»π)π
πππ( βπ[π‘], π» π).
Since arrival rate vector lies inside Ξ (i.e., β π > 0 such that βπ β (1 β π)Ξ), we can ο¬nd the pair {π(π»π, π»π), π(π»π), πΌ(π, π»π)} such that the condi-
πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π β π οΏ½ π ππ[π‘] + 2 οΏ½ π ππ[π‘] (οΏ½ π(π»π, π»π)π π(π»π, π»π)) + 2 οΏ½ π ππ[π‘] (οΏ½ π(π»π) οΏ½π πΌ(π, π»π)πΌπβππ π(π»π)) β 2 οΏ½ π π(π»π)π πππ( βπ[π‘], π» π).
Using the inequality that relates the π(π»π) and π(., .), we have the
following, πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π β π οΏ½ π ππ[π‘] + 2 οΏ½ π ππ[π‘] (οΏ½ π(π»π, π»π)π π(π»π, π»π)) + 2 οΏ½ π ππ[π‘] (οΏ½ π(π»π) οΏ½π πΌ(π, π»π)πΌπβππ π(π»π)) β 2 οΏ½ π (οΏ½π π(π»π, π»π) + οΏ½π π(π»π, π»π) + π(π»π)) Γ ππππ( βπ[π‘], π» π).
πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π β π οΏ½ π ππ[π‘] + 2 οΏ½ π,π π(π»π, π»π) (οΏ½π ππ[π‘]π π(π»π, π»π) β π πππ( βπ[π‘], π» π) β ππππ( βπ[π‘], π»π)) + 2 οΏ½ π π(π»π) (οΏ½π πΌ(π, π»π) οΏ½πβπππ[π‘]π π(π»π) β π πππ( βπ[π‘], π» π))
Using the fact that ππ[π‘] β€ (ππ[π‘] β ππ»π π,π»,π) + + ππ»π,π»π π , we have the following, πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π β π οΏ½ π ππ[π‘] + 2 οΏ½ π,π π(π»π, π»π) (οΏ½π (ππ[π‘] β π π»π,π»π π ) + π π(π»π, π»π) β ππππ( βπ[π‘], π»π)) + 2 οΏ½ π,π π(π»π, π»π) (οΏ½π π π»π,π»π π [π‘]π π(π»π, π»π) β ππππ( βπ[π‘], π»π)) + 2 οΏ½ π π(π»π) (οΏ½π πΌ(π, π»π) οΏ½πβπππ[π‘]π π(π»π) β π πππ( βπ[π‘], π» π))
Since the last three quantities in the above inequality are negative for the proposed algorithm, we have that
πΈ [ΞπΏ( βπ[π‘])| βπ[π‘]] β€ π β π οΏ½
π ππ[π‘]
Thus, using the Foster-Lyapunov condition we have that the Markov chain βπ is positive recurrent.
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Vita
Akula Aneesh Reddy received the Bachelor of Technology degree in Electrical Engineering from the Indian Institute of Technology (IIT) Madras in May 2006 and M. S. E. degree in Electrical and Computer Engineering from The University of Texas at Austin in December 2008. He was awarded Young Engineering Fellowship from Indian Institute of Science (IISc) Bangalore in July 2005. He worked as summer intern at Qualcomm Corp. R&D in 2009 and at Texas Instruments in 2010. He is currently pursuing a Ph.D. under the supervision of Dr. Sanjay Shakkottai.
Permanent address: 3453 Lake Asutin Blvd Austin, Texas 78703
This dissertation was typeset with LATEXβ by the author.
β LATEX is a document preparation system developed by Leslie Lamport as a special