An algorithm for dynamic optimal bandwidth allocation in communication networks

We study the problem of optimal bandwidth allocation in\ud communication networks. We consider a queueing model\ud with two queues to which traffic from different competing\ud flows arrive. The queue length at the buffers is observed\ud every T instants of time, on the basis of which a decision\ud on the amount of bandwidth to be allocated to each buffer\ud for the next T instants is made. We consider a class of\ud closed-loop feedback policies for the system and use a twotimescale simultaneous perturbation stochastic approximation(SPSA) algorithm to find an optimal policy within the prescribed class. We study the performance of the proposed algorithm on a numerical setting. Our algorithm is found to exhibit good performance