On the Control of Agents Coupled through Shared Unit-demand Resources

We consider a control problem involving several agents coupled through multiple unit-demand resources. Such resources are indivisible, and each agent's consumption is modeled as a Bernoulli random variable. Controlling the number of such agents in a probabilistic manner, subject to capacity constraints, is ubiquitous in smart cities. For instance, such agents can be humans in a feedback loop---who respond to a price signal, or automated decision-support systems that strive toward system-level goals. In this paper, we consider both single feedback loop corresponding to a single resource and multiple coupled feedback loops corresponding to multiple resources consumed by the same population of agents. For example, when a network of devices allocates resources to deliver several services, these services are coupled through capacity constraints on the resources. We propose a new algorithm with fundamental guarantees of convergence and optimality, as well as present an example illustrating its performance.