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Restart Strategies and Internet Congestion

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Sebastian M. Maurer and Bernardo A. Huberman


We recently presented a methodology to quantitatively reduce the average time and variance in the time required to execute electronic transactions in a 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 when everybody uses it.

Journal of Economic Dynamics & Control 25 (2001) 641-654
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