KELLY, FRANK P. / Mathematics / Researchers

International Center for Scientific Research


Mathematics / KELLY, FRANK P.


Professor, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics (DPMMS), Faculty of Mathematics at the University of Cambridge, Cambridge, Great Britain.

Research interests

His research interests are in random processes, networks and optimization, and especially in applications to the design and control of communication networks.


Stability of end-to-end algorithms for joint routing and rate control.
Frank Kelly and Thomas Voice
ACM SIGCOMM Computer Communication Review, Volume 35 Issue 2 (April 2005)

Fluid and Brownian approximations for an Internet congestion control model.
W. Kang, F. P. Kelly, N. H. Lee and R. J. Williams
Proceedings of the 43rd IEEE Conference on Decision and Control (2004).

Network dimensioning, service costing and pricing in a packet switched environment.
Gareth Davies, Michael Hardt and Frank Kelly
Telecommunications Policy 28 (2004) 391-412.

Modelling incentives for collaboration in mobile ad hoc networks.
Jon Crowcroft, Richard Gibbens, Frank Kelly and Sven Östring
Performance Evaluation 57 (2004) 427-439.

Fair Internet traffic integration: network flow models and analysis.
Intégration équitable du trafic dans l'Internet: modèles fluides de flots et leur analyse.
Peter Key, Laurent Massoulié, Alan Bain and Frank Kelly
Annales des Télécommunications 59 (2004) 1338-1352.

Fluid model for a network operating under a fair bandwidth-sharing policy.
F.P. Kelly and R. J. Williams
Annals of Applied Probability 14 (2004) 1055-1083.

Fairness and stability of end-to-end congestion control.
European Journal of Control 9 (2003) 159-176.

A contract and balancing mechanism for sharing capacity in a communication network.
Edward Anderson, Frank Kelly and Richard Steinberg

On packet marking at priority queues.
R.J. Gibbens and F.P. Kelly
IEEE Transactions on Automatic Control 47 (2002) 1016-1020.

Mathematical modelling of the Internet.
In "Mathematics Unlimited - 2001 and Beyond" (Editors B. Engquist and W. Schmid). Springer-Verlag, Berlin, 2001. 685-702.

Fixed-point models for the end-to-end performance analysis of IP networks.
R.J. Gibbens, S.K. Sargood, C. Van Eijl, F.P. Kelly, H. Azmoodeh, R.N. Macfadyen, N.W. Macfadyen
13th ITC Specialist Seminar: IP Traffic Measurement, Modeling and Management, Sept 2000, Monterey, California

Models for a self-managed Internet .
Philosophical Transactions of the Royal Society A358 (2000) 2335-2348.

Distributed admission control.
F.P. Kelly, P.B. Key and S. Zachary
IEEE Journal on Selected Areas in Communications 18 (2000) 2617-2628.

A combinatorial auction with multiple winners for universal service .
Frank Kelly and Richard Steinberg
Management Science 46 (2000) 586-596.

A study of simple usage-based charging schemes for broadband networks.
C. Courcoubetis, F.P. Kelly, V.A. Siris and R. Weber
Telecommunications Systems 15 (2000) 323-343.

An intelligent agent for optimizing QoS-for-money in priced ABR connections .
C. Courcoubetis, G.D. Stamoulis, C. Manolakis and F.P. Kelly
Telecommunications Systems, Special Issue on Network Economics.

Measurement-based usage charges in communication networks.
Costas Courcoubetis, Frank Kelly and Richard Weber
Operations Research 48 (2000) 535-548.

Distributed connection acceptance control for a connectionless network.
R.J. Gibbens and F.P. Kelly
In "Teletraffic Engineering in a Competitive World" (Editors P. Key and D. Smith), ITC16. Elsevier, Amsterdam, 1999. 941-952.

Resource pricing and the evolution of congestion control .
R.J. Gibbens and F.P. Kelly
Automatica 35 (1999) 1969-1985.

Rate control in communication networks: shadow prices, proportional fairness and stability.
Frank Kelly, Aman Maulloo and David Tan
Journal of the Operational Research Society 49 (1998) 237-252.

Measurement-based connection admission control
R. J. Gibbens and F. P. Kelly
In "Teletraffic Contributions for the Information Age" (Editors V. Ramaswami and P.E. Wirth), ITC15. Elsevier, Amsterdam, 1997. 879-888.

Charging schemes for multiservice networks
David Songhurst and Frank Kelly
In "Teletraffic Contributions for the Information Age" (Editors V. Ramaswami and P.E. Wirth), ITC15. Elsevier, Amsterdam, 1997. 781-790.

Tariffing in the new IP/ATM environment .
Dawson Walker, Frank Kelly and Jonathan Solomon
Telecommunications Policy 21 (1997) 283-295.
Charging and rate control for elastic traffic .
European Transactions on Telecommunications, volume 8 (1997) pages 33-37.

Charging and accounting for bursty connections
In "Internet Economics" (Editors Lee W. McKnight and Joseph P. Bailey) MIT Press, 1997. 253-278.

Braess' paradox in a loss network .
N.G Bean, F.P. Kelly, and P.G. Taylor
Journal of Applied Probability 34 (1997) 155-9.

Notes on effective bandwidths .
In "Stochastic Networks: Theory and Applications" (Editors F.P. Kelly, S. Zachary and I.B. Ziedins) Royal Statistical Society Lecture Notes Series, 4. Oxford University Press, 1996. 141-168.

Modelling communication networks, present and future .
Philosophical Transactions of the Royal Society A354 (1996) 437-463.

Network programming methods for loss networks.
R.J. Gibbens and F.P. Kelly
IEEE Journal on Selected Areas in Communications, 13 (1995), 1189-1198.

A decision-theoretic approach to call admission control in ATM networks .
R.J. Gibbens, F.P. Kelly, and P.B. Key
IEEE Journal on Selected Areas in Communications, 13 (1995), 1102-1114.

Dynamic Alternative Routing .
R.J. Gibbens, F.P. Kelly, and P.B. Key
In "Routing in Communication Networks" (Editor Martha Steenstrup ) Prentice Hall, Englewood Cliffs, 1995. 13-47.

Dynamic routing in stochastic networks.
In "Stochastic Networks" (Editors F.P. Kelly and R.J. Williams ) The IMA Volumes in Mathematics and its Applications, 71. Springer-Verlag, New York, 1995. 169-186.

Mathematical models of multiservice networks .
In "Complex Stochastic Systems and Engineering" (Editor D.M. Titterington ) Oxford University Press 1995, 221-234.

Computational complexity of loss networks.
Graham Louth, Michael Mitzenmacher and Frank Kelly
Theoretical Computer Science 125 (1994) 45-59.

Bounds on the performance of dynamic routing for highly connected networks.
Mathematics of Operations Research 19 (1994) 1-20.

On tariffs, policing and admission control for multiservice networks .
Operations Research Letters 15 (1994) 1-9.

Dynamic routing in multiparented networks.
R.J. Gibbens, F.P. Kelly, and S.R.E. Turner
IEEE/ACM Transactions on Networking 1 (1993) 261-270.

Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling .
F.P. Kelly and C.N. Laws
Queueing Systems 13 (1993) 47-86.

Network routing .
Philosophical Transactions of the Royal Society A337 (1991) 343-367.

Loss networks .
Annals of Applied Probability, 1 (1991), 319-378.
Effective bandwidths at multi-class queues.
Queueing Systems 9 (1991) 5-16.

Coalitions in the international network.
R.J. Gibbens, F.P. Kelly, G.A. Cope and M.J. Whitehead
In "Teletraffic and Datatraffic" (Editors A. Jensen and V.B. Iversen), ITC13. Elsevier, Amsterdam, 1991. 93-98.

Routing and capacity allocation in networks with trunk reservation.
Mathematics of Operations Research 15 (1990) 771-793.

A paradox of congestion in a queuing network.
J.E. Cohen and F.P. Kelly
Journal of Applied Probability 27 (1990) 730-734.

Asymptotic stationarity of queues in series and the heavy traffic approximation .
W. Szczotka and F.P. Kelly
Annals of Probability 18 (1990) 1232-1248.

Bistability in communication networks.
R.J. Gibbens, P.J. Hunt, and F.P. Kelly
In "Disorder in Physical Systems: a Volume in Honour of John M. Hammersley" (Editors Geoffrey Grimmett and Dominic Welsh), Oxford University Press, 1990, 113-127.

Dynamic routing in fully connected networks.
R.J. Gibbens and F.P. Kelly
IMA Journal of Mathematical Control and Information 7 (1990) 77-11.

Limit theorems for loss networks with diverse routing.
I.B. Ziedins and F.P. Kelly
Advances in Applied Probability 21 (1989), 804-830.

On a class of approximations for closed queueing networks.
Queueing Systems 4 (1989) 69-76.

Dynamic Alternative Routing - modelling and behaviour.
R.J. Gibbens, F.P. Kelly, and P.B. Key
In "Teletraffic Science" (Editor M. Bonatti), ITC12. Elsevier, Amsterdam, 1989. 1019-1025.

Routing in circuit-switched networks: optimization, shadow prices and decentralization .
Advances in Applied Probability 20 (1988), 112-144.

The number of packets transmitted by collision detect random access schemes.
F.P. Kelly and I.M. MacPhee
Annals of Probability 15 (1987) 1557-1568.

One-dimensional circuit-switched networks .
Annals of Probability 15 (1987) 1166-1179.

Blocking probabilities in large circuit-switched networks.
Advances in Applied Probability 18 (1986) 473-505.

Stochastic models of computer communication systems.
Journal of the Royal Statistical Society (Series B) 47 (1985) 379-395, with Discussion 415-428.

Multi-armed bandits with discount factor near one: the Bernoulli case.
Annals of Statistics 9 (1981) 987-1001.

A note on Strauss's model for clustering .
F.P. Kelly and B.D. Ripley
Biometrika, 63 (1976), 357-360.

Books :

Reversibility and Stochastic Networks
Wiley, Chichester, 1979, reprinted 1987, 1994.

Probability, Statistics and Optimization, A Tribute to Peter Whittle
Wiley Series in Probability and Mathematical Statistics
Editor: F.P. Kelly
Wiley, Chichester, 1994

Stochastic Networks
IMA Volumes in Mathematics and its Applications, Volume 71
Editors: F.P. Kelly and R.J. Williams
Springer-Verlag, New York 1995

Mathematical Models in Finance
Editors: S.D. Howison, F.P. Kelly and P. Wilmott
Chapman and Hall, 1995

Stochastic Networks: Theory and Applications
Royal Statistical Society Lecture Notes Series, 4.
Editors: F.P. Kelly, S. Zachary and I.B. Ziedins
Oxford University Press, 1996

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