A restricted complete sharing policy for a stochastic knapsack problem in B-ISDN

Consider a circuit switched broadband ISDN network that support a variety of traffic classes (e.g., data, voice, video, facsimile), each of which has its own traffic requirement and reward function. We address the problem of dynamically allocating the capacity of each circuit among the traffic classes. As an optimal allocation policy is extremely hard to find, we apply a different methodology by which we bound from above the optimal expected reward, and propose a specific threshold policy-the restricted complete sharing (RCS)-that yields a reward sufficiently close to this bound. The initial parameters of the threshold policy are found with the aid of our bounding technique, and are improved by two iterative procedures. The quality of our policy is demonstrated by several numerical examples