A model for data transmission and its optimization.

Motivated by modeling data transmission with optimization consideration, we investigate in this paper a class of stochastic recursive systems from the point of view of stochastic decision. By proving a law of large numbers for paths of the systems, we show that the control and optimization problem are closely linked to the solution of a differential equation. This differential equation may involve discontinuous function. Applications to a simple model of data transmission with optimal strategy is illustrated. [ABSTRACT FROM AUTHOR]