Stochastic dominance and expected utility: survey and analysis
Management Science
Self-similarity in World Wide Web traffic: evidence and possible causes
IEEE/ACM Transactions on Networking (TON)
Use of &agr;-stable self-similar stochastic processes for modeling traffic in broadband networks
Performance Evaluation - Special issue on performance and control of network systems
Self-Similar Network Traffic and Performance Evaluation
Self-Similar Network Traffic and Performance Evaluation
Stochastic traffic engineering for demand uncertainty and risk-aware network revenue management
IEEE/ACM Transactions on Networking (TON)
RATES: a server for MPLS traffic engineering
IEEE Network: The Magazine of Global Internetworking
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We consider the problem of maximizing network revenue from the perspective of bandwidth allocation and route selection. The objective is to perform offline maximization of revenue from served demands in the context of self-similar (long range dependent) traffic. We use an alpha-stable distribution for the aggregate demand volume to capture the appropriate level of traffic burstiness. We take a centralized view of the network topology, link capacity and demand. We use a new mean-risk modeling approach to that considers both the mean and the risk of bandwidth allocation. We also propose a risk measure appropriate for infinite variance alpha-stable distribution.