Partial Diffusion Markov Model of Heterogeneous TCP Link: Optimization with Incomplete Information

• Main Authors: Andrey Borisov, Alexey Bosov, Gregory Miller, Igor Sokolov
• Format: Article
• Language: English
• Published: MDPI AG 2021-07-01
• Series: Mathematics
• Subjects: controllable Markov jump processes; compound Poisson processes; diffusion limits; stochastic control problem with incomplete information; novel queuing models in applications
• Online Access: https://www.mdpi.com/2227-7390/9/14/1632

The paper presents a new mathematical model of TCP (Transmission Control Protocol) link functioning in a heterogeneous (wired/wireless) channel. It represents a controllable, partially observable stochastic dynamic system. The system state describes the status of the modeled TCP link and expresses it via an unobservable controllable MJP (Markov jump process) with finite-state space. Observations are formed by low-frequency counting processes of packet losses and timeouts and a high-frequency compound Poisson process of packet acknowledgments. The information transmission through the TCP-equipped channel is considered a stochastic control problem with incomplete information. The main idea to solve it is to impose the separation principle on the problem. The paper proposes a mathematical framework and algorithmic support to implement the solution. It includes a solution to the stochastic control problem with complete information, a diffusion approximation of the high-frequency observations, a solution to the MJP state filtering problem given the observations with multiplicative noises, and a numerical scheme of the filtering algorithm. The paper also contains the results of a comparative study of the proposed state-based congestion control algorithm with the contemporary TCP versions: Illinois, CUBIC, Compound, and BBR (Bottleneck Bandwidth and RTT).