Samenvatting
We consider continuous-time robust network flows with capacity constraints and unknown but bounded time-varying demand. The problem of interest is to design a control strategy off-line with no knowledge of the demand realization. Such a control strategy regulates the flow on-line as a function of the realized demand.
We address both the case of systems without and with buffers. The main novelty in this work is that we consider a convex cost which is a function of the long-run average-flow and average-demand. We distinguish a worst-case scenario where the demand is the worst-one from a deterministic scenario where the demand has a neutral behavior. The resulting strategies are called min-max or deterministically optimal respectively. The main contribution are constructive methods to design either min-max or deterministically optimal strategies. We prove that while the min-max optimal strategy is memoryless, i.e., it is a piece-wise affine function of the current demand, deterministically optimal strategy must keep memory of the average flow up to the current time.
Originele taal-2 | English |
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Pagina's (van-tot) | 20-31 |
Aantal pagina's | 12 |
Tijdschrift | IEEE Transactions on Automatic Control |
Volume | 55 |
Nummer van het tijdschrift | 1 |
DOI's | |
Status | Published - jan.-2010 |
Extern gepubliceerd | Ja |