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In this paper, we present an analysis on optimization and risk management in Communication Networks (CNs). The model is proposed for offline traffic engineering optimization, which takes a centralized view of bandwidth allocation, performance control, and risk control of network profit shortfall. First, we introduce a linear penalty cost in the CN optimization model and derive the optimal bandwidth capacity with the penalty cost. Then, we use the mean-variance approach to analyze the profit shortfall risk in CNs. Finally, numerical results are shown to reveal the impact of the penalty cost on the CNs performance.
 
In this paper, we present an analysis on optimization and risk management in Communication Networks (CNs). The model is proposed for offline traffic engineering optimization, which takes a centralized view of bandwidth allocation, performance control, and risk control of network profit shortfall. First, we introduce a linear penalty cost in the CN optimization model and derive the optimal bandwidth capacity with the penalty cost. Then, we use the mean-variance approach to analyze the profit shortfall risk in CNs. Finally, numerical results are shown to reveal the impact of the penalty cost on the CNs performance.
 
Document type: Part of book or chapter of book
 
 
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* [https://link.springer.com/content/pdf/10.1007%2F11428862_74.pdf https://link.springer.com/content/pdf/10.1007%2F11428862_74.pdf]
 
* [https://link.springer.com/content/pdf/10.1007%2F11428862_74.pdf https://link.springer.com/content/pdf/10.1007%2F11428862_74.pdf]
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* [http://link.springer.com/content/pdf/10.1007/11428862_74 http://link.springer.com/content/pdf/10.1007/11428862_74],
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: [http://dx.doi.org/10.1007/11428862_74 http://dx.doi.org/10.1007/11428862_74]
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* [https://dblp.uni-trier.de/db/conf/iccS/iccS2005-3.html#WuYW05 https://dblp.uni-trier.de/db/conf/iccS/iccS2005-3.html#WuYW05],
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: [https://link.springer.com/chapter/10.1007/11428862_74 https://link.springer.com/chapter/10.1007/11428862_74],
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: [https://www.scipedia.com/public/Wu_et_al_2010a https://www.scipedia.com/public/Wu_et_al_2010a],
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: [https://www.researchgate.net/profile/Shouyang_Wang/publication/220858831_Optimization_of_Bandwidth_Allocation_in_Communication_Networks_with_Penalty_Cost/links/02e7e5160efb9b5042000000.pdf https://www.researchgate.net/profile/Shouyang_Wang/publication/220858831_Optimization_of_Bandwidth_Allocation_in_Communication_Networks_with_Penalty_Cost/links/02e7e5160efb9b5042000000.pdf],
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: [https://academic.microsoft.com/#/detail/1533327852 https://academic.microsoft.com/#/detail/1533327852]

Latest revision as of 14:55, 21 January 2021

Abstract

In this paper, we present an analysis on optimization and risk management in Communication Networks (CNs). The model is proposed for offline traffic engineering optimization, which takes a centralized view of bandwidth allocation, performance control, and risk control of network profit shortfall. First, we introduce a linear penalty cost in the CN optimization model and derive the optimal bandwidth capacity with the penalty cost. Then, we use the mean-variance approach to analyze the profit shortfall risk in CNs. Finally, numerical results are shown to reveal the impact of the penalty cost on the CNs performance.


Original document

The different versions of the original document can be found in:

http://dx.doi.org/10.1007/11428862_74
https://link.springer.com/chapter/10.1007/11428862_74,
https://www.scipedia.com/public/Wu_et_al_2010a,
https://www.researchgate.net/profile/Shouyang_Wang/publication/220858831_Optimization_of_Bandwidth_Allocation_in_Communication_Networks_with_Penalty_Cost/links/02e7e5160efb9b5042000000.pdf,
https://academic.microsoft.com/#/detail/1533327852
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Published on 01/01/2010

Volume 2010, 2010
DOI: 10.1007/11428862_74
Licence: CC BY-NC-SA license

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