Restart Strategies and Internet Congestion
| dc.creator | Maurer, Sebastian M. | |
| dc.creator | Huberman, Bernardo A. | |
| dc.date | 1999-05-21 | |
| dc.date.accessioned | 2026-07-07T02:35:44Z | |
| dc.date.available | 2026-07-07T02:35:44Z | |
| dc.description | We recently presented a methodology for quantitatively reducing the risk and cost of executing electronic transactions in a bursty network environment such as the Internet. In the language of portfolio theory, time to complete a transaction and its variance replace the expected return and risk associated with a security, whereas restart times replace combinations of securities. While such a strategy works well with single users, the question remains as to its usefulness when used by many. By using mean field arguments and agent-based simulations, we determine that a restart strategy remains advantageous even if everybody uses it. | |
| dc.description | 15 pages, 8 figures | |
| dc.identifier | https://arxiv.org/abs/chao-dyn/9905036 | |
| dc.identifier | http://arxiv.org/abs/chao-dyn/9905036 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/15720 | |
| dc.subject | Chaotic Dynamics | |
| dc.subject | Adaptation and Self-Organizing Systems | |
| dc.subject | Networking and Internet Architecture | |
| dc.title | Restart Strategies and Internet Congestion | |
| dc.type | text |