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27 Presman, E. , “Risk-Aversion Behavior in Consumption/Investment Problems,” Mathematical Finance, 1, 1, 1991, 101-124; “Erratum,“ 1, 3, July 1991, p. 86. P. , “An Exercise in Modeling of Consumption, Import, and Export of an Exhaustible Resource,” Optimal Control Applications & Methods, 11, 1990, 191-196. P. , “A Note on Merton’s ‘Optimum Consumption and Portfolio Rules in a Continuous-Time Model’,” Journal of Economic Theory, 46, 1988, 395-401. P. , “Optimal Consumption and Investment Policies with Bankruptcy Modelled by a Diffusion with Delayed Reflection,” Proceedings of 25th IEEE Conference on Decision and Control, Athens, Greece, Dec.

TCP controls the sending rate with which the data is injected into the network and AQM generates control signals based on the congestion level. For a given TCP version, we define the optimal strategy for the AQM router as a solution of a nonlinear periodic optimization problem, and we find this solution using a linear programming approach. We show that depending on the choice of the utility function for the sending rate, the optimal control is either periodic or steady state. Keywords: Transmission Control Protocol (TCP), Active Queue Management (AQM), Deterministic Long-Run Average Optimal Control, Periodic Optimization, Linear Programming Approach.

Optimal and Market Control in a Dynamic Economic System with Endogenous Heterogeneous Labor,” Proceedings of the IFORS/IFAC International Conference, Coventry, England, July 9-12, 1973, IEE Conference Publication No. 101, 172-185. , “The Management of a Polluting Firm,” Proceedings of the Ninth Annual Meeting of TIMS Southeastern Chapter, Atlanta, GA, Oct. 18-19, 1973, 264-270. , “A Useful Transformation of Hamiltonians Occurring in Optimal Control Problems in Economic Analyses,” Journal of Management Science and Applied Cybernetics, 2, 3, 1973, 115-131.

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