• Journal of applied mathematics & informatics
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• v.15 no.1_2
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• pp.185-200
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• 2004

A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.7B
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• pp.685-696
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• 2004

Real-time multimedia applications that require large amount of bandwidth need resource reservation before starting service for providing the QoS(i.e., Quality of Service). To reserve resources in advance, each reservation request has to notify its expectation on the required amount of resources and service duration. Using this information, a resource manager can schedule advance reservations. However, most existing resource management systems are adopting straightforward call admission control process (i.e., only immediate reservation) by checking currently available resources without considering the service duration. Hence, the resource management system that supports advance reservation has to manage confliction caused by indefinite service duration of immediate reservation. Even though the separation of resource pool according to type of reservation can prevent the confliction, it causes low resource utilization. In this paper, we propose an effective resource management scheme that supports both immediate and advance reservations by sharing resources dynamically. Using network cost function, the proposed scheme determines and adaptively adjusts resource boundary according to the confliction rate by varying weight parameters. And also, we define user utility function to quantify user satisfaction based on how well the reserved resource is guaranteed during service time. Simulation results using NS-2 network simulator show that the proposed scheme can achieve better resource utilization with preferable QoS than other schemes like static resource partitioning.