EE 649 Course Webpage:
Stochastic Network Optimization

Michael J. Neely (mjneely AT usc DOT edu, 213-740-3505, EEB 520)

M. J. Neely. Stochastic Network Optimization with Application to Communication and Queueing Systems. Morgan & Claypool, 2010.

A PDF file for the book is available from the above web link. It is a free download from USC computers, and from any other institution that subscribes to the "Synthesis Lecture" series. A hardcopy of the book can be ordered from the same link.

A syllabus draft for Spring 2011 is here: EE 649 Course Syllabus (2011)

Brief Course Description:
This course presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future.

Course Topics:
Network Layer Capacity, Optimal Control of Wireless and Ad-Hoc Mobile Networks, Opportunistic Resource Allocation, Routing, Flow Control, Backpressure, Minimum Energy Networking, Pricing, General Utilities and Constraints, Queue Stability, Energy-Delay and Utility-Delay Tradeoffs, Complexity Issues and Imperfect Scheduling, Peer-to-Peer Networks, Stock Market Trading

EE 464 or 465. Familiarity with stochastic processes (as in one of the following: 465, 550, 562a, 562b, 549) is recommended but not required. There may be some computer problems in registering due to incorrect pre-reqs existing in the USC database for this course. If needed, I will approve enrollment for any student who has the 464 or 465 probability background. If this issue arises, please contact me as early as possible, with the subject of "Registering for EE649" in the email subject heading.

Quick Links:
  1. Link to Course Textbook.
  2. Foundations and Trends 2006 Text.
  3. 7 page tutorial (Asilomar 2008).
  4. PowerPoint Slides from UCSD ITA Short Course (2007).
  5. Stochastic Network Optimization (SNO) Homepage (with topical list of papers and Wiki Bibliography).

Some Course Handouts:
  1. This is a sample C program that implements a B/B/1 queue: BB1.c.

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