On unique ergodicity of coupled AIMD flows

Pietro Ferraro, Jia Yuan Yu, Ramen Ghosh, Syed Eqbal Alam, Jakub Marecek, Fabian Wirth, Robert Shorten

Research output: Contribution to journalArticlepeer-review

Abstract

The AIMD algorithm, which underpins the Transmission Control Protocol (TCP) for transporting data packets in communication networks, is perhaps the most successful control algorithm ever deployed. Recently, its use has been extended beyond communication networks, and successful applications of the AIMD algorithm have been reported in transportation, energy, and mathematical biology. A very recent development in the use of AIMD is its application in solving large-scale optimisation and distributed control problems without the need for inter-agent communication. In this context, an interesting problem arises when multiple AIMD networks are coupled in some sense (usually through a nonlinearity). The purpose of this note is to prove that such systems in certain settings inherit the ergodic properties of individual AIMD networks. This result has important consequences for the convergence of the aforementioned optimisation algorithms. The arguments in the paper also correct conceptual and technical errors in Alam et al. (2020, The convergence of finite-averaging of AIMD for distributed heterogeneous resource allocations. arXiv:2001.08083 [math.OC].).

Original languageEnglish
JournalInternational Journal of Control
DOIs
Publication statusAccepted/In press - 2023
Externally publishedYes

Keywords

  • Stochastic control
  • ergodicity
  • hybrid system
  • network control

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