Nonhomogeneous Place-Dependent Markov Chains, Unsynchronised AIMD, and Network Utility Maximization

Abstract

We present a solution of a class of network utility maximization (NUM) problems using minimal communication. The constraints of the problem are inspired less by TCP-like congestion control but by problems in the area of internet of things and related areas in which the need arises to bring the behavior of a large group of agents to a social optimum. The approach uses only intermittent feedback, no inter-agent communication, and no common clock. The proposed algorithm is a combination of the classical AIMD algorithm in conjunction with a simple probabilistic rule for the agents to respond to a capacity signal. This leads to a nonhomogeneous Markov chain and we show almost sure convergence of this chain to the social optimum.