### Xinan Yang (University of Edinburgh)

#### Modelling and solving the top-percentile traffic routing problem by approximate dynamic programming technique

*Wednesday 30 March 2011 at 15.30, JCMB 6206*

##### Abstract

Multi-homing is used by Internet Service Provider (ISP) to connect to the
Internet via different network providers. This study investigates the optimal
routing strategy under multi-homing in the case where network providers charge
ISPs according to top-percentile pricing (i.e. based on the θ-th highest
volume of traffic shipped). We call this problem the Top-percentile Traffic
Routing Problem (TpTRP).

Solution approaches based on Stochastic Dynamic Programming require
discretization in state space, which introduces a large number of state
variables. This is known as the curse of dimensionality. To overcome this we
suggested to use Approximate Dynamic Programming (ADP) to construct
approximations of the value function in previous work, which works nicely for
medium size instances of TpTRP. In this work we keep working on the ADP model,
use Bézier Curves/Surfaces to do the aggregation over time. This
modification accelerates the efficiency of parameter training in the solution
of the ADP model, which makes the real-sized TpTRP tractable.

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