Delay-cost Optimal Coupon Delivery in Mobile Opportunistic Networks
|
|
- Allen David Griffith
- 7 years ago
- Views:
Transcription
1 Delay-cost Optimal Coupon Delivery in Mobile Opportunistic Networks Srinivasan Venkatramanan Joint work with Prof. Anurag Kumar Department of ECE, IISc. January 9, 214
2 Mobile Opportunistic Networks (MON) Proliferation of smart mobile devices Smartphones, tablets, wearable computing devices, etc. Mobile content delivery - a challenge Direct delivery - not scalable Alternative: p2p delivery (via Bluetooth, WiFi-Direct, etc.) A single item of content may be of interest to several co-located users e.g., slides of a conference keynote/ course lecture The item can be forwarded between devices when their p2p radio interfaces make contact Akin to epidemic spread A multi-hop opportunistic mobile network Provides an approach to delay tolerant networking
3 Mobile Coupon Delivery Ecosystem Scenario: Pre-release promotions of a product (movie, book, etc.) Content: discount coupon for pre-ordering the product Mobile users can maintain a wishlist of products of interest share wishlists with peers receive coupons from peers or central server wishlists + peer recommendation + coupon delivery
4 A Possible Application Framework node A node B node C node D want reco have want reco have want reco have want reco have Wishlist Exchange Wishlist Exchange Popularity Spread ÛºÔº Γ Ø Û ÒØ ½ Ö Ó ½ No state change Popularity Spread Update Wishlist Û Òص ½ ÓÔÝ ÓÒØ ÒØ Ð ÓÔÝ ÓÒØ ÒØ ÛºÔº σ Digital Coupon Content Spread ÓÔÝ ÓÒØ ÒØ Ò Û Òص ½ Digital Coupon Content Spread
5 Content Popularity and Dissemination: SIR-SI model Population size: N (xed) Pairwise meetings at points of independent Poisson processes The coupon needs to reach certain destination nodes Some destination nodes are given the coupon initially The set of destination nodes grows, as more nodes express their interest Do-not-want nodes could help in forwarding (relays) Objective: Quickly spread content to a large fraction of destinations nodes while minimizing the residual number of relays that have the content
6 SIR-SI States and Evolution have don t have don t want (relays) want (infectious destinations) want (non infectious destinations) Y X d X b S Y D X d B X b λ N : Poisson meeting rate for each pair of nodes; λ N = λ N β N : Recovery rate of infectious destinations; β N = β Γ: Inuence probability σ: Copying probability to a relay (control) Influence spread (SIR Model) Content spread (SI Model) Influence & Content spread
7 Fluid Limits - Kurtz Theorem 1 λ λ µ(1 λ) 1 λ(1 µ) λ(1 µ) λ(1 µ) λ(1 µ) λ(1 µ) 2 n 1 n n+1 µ(1 λ) µ(1 λ) µ(1 λ) 1 µ(1 λ) λ(1 µ) Queue length process, X (k), k, X (N) (t) := 1 N X ( Nt ) ODE: ẋ(t) = (λ µ)i {x(t)>} with x() = X (N) (), for each N (1/n)X( nt ), x(t) x(t) n=1 n=1 n=1 (1/n)X( nt ), x(t) x(t) n=1 n=1 n= t t
8 SIR-SI CTMC Markov Chain: Transitions at Meeting Epochs Let k =, 1, 2, index the meeting/recovery epochs at times t k System state: Z(k) = (B(k), D(k), X b (k), X d (k), Y (k)) Epoch type Rate State update δ k D X d recovers β N(D(k) X d (k)) (1,-1,,,) X d recovers β N X d (k) (1,-1,1,-1,) B X b meets X + Y λ N(B(k) X b (k))(x (k) + Y (k)) (,,1,,) D X d meets Y λ N(D(k) X d (k))y (k) (,,,1,) + (,1,,1,-1) w.p. Γ D X d meets X λ N(D(k) X d (k))x (k) (,,,1,) X d meets Y λ N X d (k)y (k) (,1,,1,-1) w.p Γ S Y meets X b + Y λ N(X b (k) + Y (k))(s(k) Y (k)) (,,,,1) w.p. σ S Y meets D X d λ N(D(k) X d (k))(s(k) Y (k)) (,1,,,) w.p. Γ S Y meets X d λ N(X d (k))(s(k) Y (k)) (,1,,1,) w.p. Γ (,,,,1) w.p(1 Γ)σ ḃ = βd ḋ = βd + λγds ẋ b = βx d + λ(b x b )(x + y) ẋ d = λ(d x d )(x + y) + λγdy + Γλx d (s y) βx d ẏ = Γλdy + λσ(s y)(x b + y + (1 Γ)x d ) where s(t) = 1 b(t) d(t)
9 Convergence of the CTMC to O.D.E. Limit Population fraction Population fraction a(t) x(t) y(t) N=1 N=1 N=5 o.d.e. Γ =.9, β =.3, λ =.3 d() =.2, x d () =.1 σ = Time (t) λ=.3, β =.3, Γ =.9 a(t) d() =.2, x d () =.1.6 x(t) σ =.3 y(t) N=1 N=1 N=5 o.d.e Time (t)
10 SIR-SI Model: Dynamic Control of Copying Dynamic control σ : Z(k) [, 1] CTMDP for each N: Obtaining optimal control is dicult Replace probabilistic control σ in the ODE by σ(t) (controlled ODE) Optimal (deterministic, open-loop) control for the controlled ODE Can be shown to be asymptotically optimal for the nite size problem Population fraction a(t) x(t) y(t) N=1 N=1 N=5 o.d.e. λ =.3, β =.3, Γ =.9 d()=.2, x d () =.1 Time threshold τ = Time (t)
11 Optimal Control Target time:t σ = inf{t : x σ (t) αa( )} a( ) = b( ) + d( ): terminal fraction of destinations x σ (t): fraction of destinations that have the coupon at time t Cost function: C σ = ψy σ (T σ ) + T σ = ψy σ (T σ ) + T σ 1dt y σ (T σ ) : fraction of relays that have the coupon at time T σ Theorem For the above o.d.e. system, for the cost function displayed earlier, there exists an optimal control of the form, σ τ (t) = { 1, < t < τ, t τ Distributed implementation: Time stamping of the coupon
12 Optimality of a Time Threshold Control: Sketch of Proof Dene Kamke dominance: extension of Kamke condition for o.d.e.s Here Kamke dominance holds, hence t, σ (1) (t) σ (2) (t), and (x (1) (1) (), x (), b d y (1) ()) (x (2) (2) (), x (), b d y (2) ()), implies that, t, (x (1) (1) (t), x b d (t), y (1) (t)) (x (2) b (2) (t), x (t), d y (2) (t)) Consider σ(t) (any action function) and σ τ (t) (a time threshold action function) such that y σ (T σ ) = y στ (T στ ) = ρ We can show that Tσ τ Tσ and hence the time threshold action function is optimal in {σ( ) : yσ(tσ) = ρ} Dene ρ max = max{y στ (T στ ) : τ } Consider an action function σ(t) with yσ(tσ) > ρ max The threshold policy with τ := sup{t : σ(t) > } has lower cost
13 Optimal Control for the Running Example C σ T σ y σ (T σ ) α =.95, ψ =6 λ=.3, β=.3, Γ=.9 d()=.2, x d ()= τ * Time threshold (τ) α =.95, C σ = 6y σ (T σ ) + T σ The optimal control is to copy until τ = 1.1 and then stop copying
14 Conclusion and Future Work A possible application framework for coupon delivery Delay-cost optimal forwarding Joint evolution of content delivery and popularity Modeled as CTMC and obtained the uid limits Existence of Time-threshold control which is delay-cost optimal Performance of optimal uid policy for the nite N case Possible extensions: Multiple items of content; communities of interest Large content: divided into several chunks Service pricing, and incentive mechanisms for relays
15 References Chandramani Singh, Anurag Kumar, Rajesh Sundaresan and Eitan Altman, Optimal Forwarding in Delay Tolerant Networks with Multiple Destinations, IEEE/ACM Transactions on Networking (TON) 213. SV and Anurag Kumar, Coevolution of Content Popularity and Delivery in Mobile P2P Networks, IEEE Infocom'12 (mini-conference) Shakkottai, S. and Johari, R., Demand-aware content distribution on the internet, IEEE/ACM Transactions on Networking (TON) 21 Thomas G. Kurtz, Solutions of Ordinary Dierential Equations as Limits of Pure Jump Markov Processes, J. Appl. Prob. 7, (197) N. Gast, B. Gaujal, and J. Boudec, Mean eld for Markov decision processes: from discrete to continuous optimization, Arxiv preprint arxiv: , 21. H. Smith, Monotone dynamical systems: An introduction to the theory of competitive and cooperative systems. American Mathematical Soc., 1995.
Pull versus Push Mechanism in Large Distributed Networks: Closed Form Results
Pull versus Push Mechanism in Large Distributed Networks: Closed Form Results Wouter Minnebo, Benny Van Houdt Dept. Mathematics and Computer Science University of Antwerp - iminds Antwerp, Belgium Wouter
More informationLoad Balancing with Memory
Load Balancing with Memory Michael Mitzenmacher Harvard University michaelm@eecs.harvard.edu Balaji Prabhakar Stanford University balaji@stanford.edu Devavrat Shah Stanford University devavrat@cs.stanford.edu
More informationA Game Theoretic Model for Network Virus Protection
A Game Theoretic Model for Network Virus Protection Iyed Khammassi, Rachid Elazouzi, Majed Haddad and Issam Mabrouki University of Avignon, 84 Avignon, FRANCE Email: firstname.lastname@univ-avignon.fr
More informationOn Load Balancing in Erlang Networks. The dynamic resource allocation problem arises in a variety of applications.
1 On Load Balancing in Erlang Networks 1.1 Introduction The dynamic resource allocation problem arises in a variety of applications. The generic resource allocation setting involves a number of locations
More informationFluid Limits Applied to Peer to Peer Network Analysis
Fluid Limits Applied to Peer to Peer etwork Analysis Laura Aspirot Universidad de la República Montevideo, Uruguay aspirot@fing.edu.uy Ernesto Mordecki Universidad de la República Montevideo, Uruguay mordecki@cmat.edu.uy
More informationSTABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING
Applied Probability Trust (28 December 2012) STABILITY OF LU-KUMAR NETWORKS UNDER LONGEST-QUEUE AND LONGEST-DOMINATING-QUEUE SCHEDULING RAMTIN PEDARSANI and JEAN WALRAND, University of California, Berkeley
More informationHow To Order Infection Rates Based On Degree Distribution In A Network
Relating Network Structure to Di usion Properties through Stochastic Dominance by Matthew O. Jackson and Brian W. Rogers Draft: December 15, 2006 Forthcoming in Advances in Economic Theory y Abstract We
More informationM/M/1 and M/M/m Queueing Systems
M/M/ and M/M/m Queueing Systems M. Veeraraghavan; March 20, 2004. Preliminaries. Kendall s notation: G/G/n/k queue G: General - can be any distribution. First letter: Arrival process; M: memoryless - exponential
More informationStaffing and Control of Instant Messaging Contact Centers
OPERATIONS RESEARCH Vol. 61, No. 2, March April 213, pp. 328 343 ISSN 3-364X (print) ISSN 1526-5463 (online) http://dx.doi.org/1.1287/opre.112.1151 213 INFORMS Staffing and Control of Instant Messaging
More informationThe integrating factor method (Sect. 2.1).
The integrating factor method (Sect. 2.1). Overview of differential equations. Linear Ordinary Differential Equations. The integrating factor method. Constant coefficients. The Initial Value Problem. Variable
More informationPricing Barrier Options under Local Volatility
Abstract Pricing Barrier Options under Local Volatility Artur Sepp Mail: artursepp@hotmail.com, Web: www.hot.ee/seppar 16 November 2002 We study pricing under the local volatility. Our research is mainly
More informationStudy of Virus Propagation Model Under the Cloud
Tongrang Fan, Yanjing Li, Feng Gao School of Information Science and Technology, Shijiazhuang Tiedao University, Shijiazhuang, 543, China Fantr29@26.com, 532465444 @qq.com, f.gao@live.com bstract. The
More informationA Token Pricing Scheme for Internet Services
A Token Pricing Scheme for Internet Services Dongmyung Lee 1, Jeonghoon Mo 2, Jean Walrand 3, and Jinwoo Park 1 1 Dept. of Industrial Engineering, Seoul National University, Seoul, Korea {leoleo333,autofact}@snu.ac.kr
More informationAnalysis of an Artificial Hormone System (Extended abstract)
c 2013. This is the author s version of the work. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purpose or for creating
More informationDATA RECOVERY SOLUTIONS EXPERT DATA RECOVERY SOLUTIONS FOR ALL DATA LOSS SCENARIOS.
More information
Role of Clusterhead in Load Balancing of Clusters Used in Wireless Adhoc Network
International Journal of Electronics Engineering, 3 (2), 2011, pp. 283 286 Serials Publications, ISSN : 0973-7383 Role of Clusterhead in Load Balancing of Clusters Used in Wireless Adhoc Network Gopindra
More informationON SUPERCYCLICITY CRITERIA. Nuha H. Hamada Business Administration College Al Ain University of Science and Technology 5-th st, Abu Dhabi, 112612, UAE
International Journal of Pure and Applied Mathematics Volume 101 No. 3 2015, 401-405 ISSN: 1311-8080 (printed version); ISSN: 1314-3395 (on-line version) url: http://www.ijpam.eu doi: http://dx.doi.org/10.12732/ijpam.v101i3.7
More informationWe study cross-selling operations in call centers. The following questions are addressed: How many
MANUFACTURING & SERVICE OPERATIONS MANAGEMENT Vol. 12, No. 3, Summer 2010, pp. 470 488 issn 1523-4614 eissn 1526-5498 10 1203 0470 informs doi 10.1287/msom.1090.0281 2010 INFORMS When Promotions Meet Operations:
More informationApplying Mean-field Approximation to Continuous Time Markov Chains
#08 2013 IMT LUCCA CSA TECHNICAL REPORT SERIES 08 June 2013 RA Computer Science and Applications Applying Mean-field Approximation to Continuous Time Markov Chains Anna Kolesnichenko Alireza Pourranjabar
More informationComparison of WCA with AODV and WCA with ACO using clustering algorithm
Comparison of WCA with AODV and WCA with ACO using clustering algorithm Deepthi Hudedagaddi, Pallavi Ravishankar, Rakesh T M, Shashikanth Dengi ABSTRACT The rapidly changing topology of Mobile Ad hoc networks
More informationCapacity of the Multiple Access Channel in Energy Harvesting Wireless Networks
Capacity of the Multiple Access Channel in Energy Harvesting Wireless Networks R.A. Raghuvir, Dinesh Rajan and M.D. Srinath Department of Electrical Engineering Southern Methodist University Dallas, TX
More informationOptimal Charging Strategies for Electrical Vehicles under Real Time Pricing
1 Optimal Charging Strategies for Electrical Vehicles under Real Time Pricing Mohammad M. Karbasioun, Ioannis Lambadaris, Gennady Shaikhet, Evangelos Kranakis Carleton University, Ottawa, ON, Canada E-mails:
More informationStochastic Models for Inventory Management at Service Facilities
Stochastic Models for Inventory Management at Service Facilities O. Berman, E. Kim Presented by F. Zoghalchi University of Toronto Rotman School of Management Dec, 2012 Agenda 1 Problem description Deterministic
More informationLoad Balancing with Migration Penalties
Load Balancing with Migration Penalties Vivek F Farias, Ciamac C Moallemi, and Balaji Prabhakar Electrical Engineering, Stanford University, Stanford, CA 9435, USA Emails: {vivekf,ciamac,balaji}@stanfordedu
More informationThe Joint Distribution of Server State and Queue Length of M/M/1/1 Retrial Queue with Abandonment and Feedback
The Joint Distribution of Server State and Queue Length of M/M/1/1 Retrial Queue with Abandonment and Feedback Hamada Alshaer Université Pierre et Marie Curie - Lip 6 7515 Paris, France Hamada.alshaer@lip6.fr
More informationLoad Balancing and Switch Scheduling
EE384Y Project Final Report Load Balancing and Switch Scheduling Xiangheng Liu Department of Electrical Engineering Stanford University, Stanford CA 94305 Email: liuxh@systems.stanford.edu Abstract Load
More informationPreparation course MSc Business&Econonomics: Economic Growth
Preparation course MSc Business&Econonomics: Economic Growth Tom-Reiel Heggedal Economics Department 2014 TRH (Institute) Solow model 2014 1 / 27 Theory and models Objective of this lecture: learn Solow
More informationLecture 13 Linear quadratic Lyapunov theory
EE363 Winter 28-9 Lecture 13 Linear quadratic Lyapunov theory the Lyapunov equation Lyapunov stability conditions the Lyapunov operator and integral evaluating quadratic integrals analysis of ARE discrete-time
More informationFluid Approximation of Smart Grid Systems: Optimal Control of Energy Storage Units
Fluid Approximation of Smart Grid Systems: Optimal Control of Energy Storage Units by Rasha Ibrahim Sakr, B.Sc. A thesis submitted to the Faculty of Graduate and Postdoctoral Affairs in partial fulfillment
More informationLecture 7: Finding Lyapunov Functions 1
Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.243j (Fall 2003): DYNAMICS OF NONLINEAR SYSTEMS by A. Megretski Lecture 7: Finding Lyapunov Functions 1
More informationload sharing features (see Ganger et al. (1993), and Willebeck-LeMair and Reeves
1 On Load Balancing in Erlang Networks Murat Alanyali and Bruce Hajek University of Illinois at Urbana Champaign 1 Abstract This chapter summarizes our recent work on the dynamic resource allocation problem.
More informationHomework #2 Solutions
MAT Spring Problems Section.:, 8,, 4, 8 Section.5:,,, 4,, 6 Extra Problem # Homework # Solutions... Sketch likely solution curves through the given slope field for dy dx = x + y...8. Sketch likely solution
More informationSimple epidemic models
Simple epidemic models Construct ODE (Ordinary Differential Equation) models Relationship between the diagram and the equations Alter models to include other factors. Simple epidemics SIS model Diagram
More informationModeling and Performance Analysis of Telephony Gateway REgistration Protocol
Modeling and Performance Analysis of Telephony Gateway REgistration Protocol Kushal Kumaran and Anirudha Sahoo Kanwal Rekhi School of Information Technology Indian Institute of Technology, Bombay, Powai,
More information19 LINEAR QUADRATIC REGULATOR
19 LINEAR QUADRATIC REGULATOR 19.1 Introduction The simple form of loopshaping in scalar systems does not extend directly to multivariable (MIMO) plants, which are characterized by transfer matrices instead
More informationCONTINUED FRACTIONS AND FACTORING. Niels Lauritzen
CONTINUED FRACTIONS AND FACTORING Niels Lauritzen ii NIELS LAURITZEN DEPARTMENT OF MATHEMATICAL SCIENCES UNIVERSITY OF AARHUS, DENMARK EMAIL: niels@imf.au.dk URL: http://home.imf.au.dk/niels/ Contents
More informationElements of probability theory
2 Elements of probability theory Probability theory provides mathematical models for random phenomena, that is, phenomena which under repeated observations yield di erent outcomes that cannot be predicted
More information14.451 Lecture Notes 10
14.451 Lecture Notes 1 Guido Lorenzoni Fall 29 1 Continuous time: nite horizon Time goes from to T. Instantaneous payo : f (t; x (t) ; y (t)) ; (the time dependence includes discounting), where x (t) 2
More informationEfficient Scheduling Of On-line Services in Cloud Computing Based on Task Migration
Efficient Scheduling Of On-line Services in Cloud Computing Based on Task Migration 1 Harish H G, 2 Dr. R Girisha 1 PG Student, 2 Professor, Department of CSE, PESCE Mandya (An Autonomous Institution under
More informationThesis Title. A. U. Thor. A.A.S., University of Southern Swampland, 1988 M.S., Art Therapy, University of New Mexico, 1991 THESIS
Thesis Title by A. U. Thor A.A.S., University of Southern Swampland, 1988 M.S., Art Therapy, University of New Mexico, 1991 THESIS Submitted in Partial Fulllment of the Requirements for the Degree of Master
More informationStochastic volatility: option pricing using a multinomial recombining tree
Stochastic volatility: option pricing using a multinomial recombining tree Ionuţ Florescu 1,3 and Frederi G. Viens,4 1 Department of Mathematical Sciences, Stevens Institute of Technology, Castle Point
More informationDisability insurance: estimation and risk aggregation
Disability insurance: estimation and risk aggregation B. Löfdahl Department of Mathematics KTH, Royal Institute of Technology May 2015 Introduction New upcoming regulation for insurance industry: Solvency
More informationPeer-Assisted Online Storage and Distribution: Modeling and Server Strategies
Peer-Assisted Online Storage and Distribution: Modeling and Server Strategies Ye Sun, Fangming Liu, Bo Li Hong Kong University of Science & Technology {yesun, lfxad, bli}@cse.ust.hk Baochun Li University
More informationInsensitive Load Balancing
Insensitive Load Balancing T Bonald, M Jonckheere and A routière France Telecom R&D 38-4 rue du Général Leclerc 92794 Issy-les-Moulineaux, France {thomasbonald,matthieujonckheere,alexandreproutiere}@francetelecomcom
More informationNumerical methods for American options
Lecture 9 Numerical methods for American options Lecture Notes by Andrzej Palczewski Computational Finance p. 1 American options The holder of an American option has the right to exercise it at any moment
More informationDiusion processes. Olivier Scaillet. University of Geneva and Swiss Finance Institute
Diusion processes Olivier Scaillet University of Geneva and Swiss Finance Institute Outline 1 Brownian motion 2 Itô integral 3 Diusion processes 4 Black-Scholes 5 Equity linked life insurance 6 Merton
More informationThe Analysis of Dynamical Queueing Systems (Background)
The Analysis of Dynamical Queueing Systems (Background) Technological innovations are creating new types of communication systems. During the 20 th century, we saw the evolution of electronic communication
More informationMATH 425, PRACTICE FINAL EXAM SOLUTIONS.
MATH 45, PRACTICE FINAL EXAM SOLUTIONS. Exercise. a Is the operator L defined on smooth functions of x, y by L u := u xx + cosu linear? b Does the answer change if we replace the operator L by the operator
More informationManaging the Adoption of Asymmetric Bidirectional Firewalls: Seeding and Mandating
Managing the Adoption of Asymmetric Bidirectional Firewalls: Seeding and Mandating MHR. Khouzani The Ohio State University, ECE khouzani@ece.osu.edu Soumya Sen Princeton University, EE soumyas@princeton.edu
More informationIEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 16, NO. 1, FEBRUARY 2008 63 1063-6692/$25.00 2008 IEEE
IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 16, NO. 1, FEBRUARY 2008 63 Efficient Routing in Intermittently Connected Mobile Networks: The Single-Copy Case Thrasyvoulos Spyropoulos, Student Member, IEEE,
More information6.263/16.37: Lectures 5 & 6 Introduction to Queueing Theory
6.263/16.37: Lectures 5 & 6 Introduction to Queueing Theory Massachusetts Institute of Technology Slide 1 Packet Switched Networks Messages broken into Packets that are routed To their destination PS PS
More informationCS556 Course Project Performance Analysis of M-NET using GSPN
Performance Analysis of M-NET using GSPN CS6 Course Project Jinchun Xia Jul 9 CS6 Course Project Performance Analysis of M-NET using GSPN Jinchun Xia. Introduction Performance is a crucial factor in software
More informationSpread-Based Credit Risk Models
Spread-Based Credit Risk Models Paul Embrechts London School of Economics Department of Accounting and Finance AC 402 FINANCIAL RISK ANALYSIS Lent Term, 2003 c Paul Embrechts and Philipp Schönbucher, 2003
More informationNonlinear Systems and Control Lecture # 15 Positive Real Transfer Functions & Connection with Lyapunov Stability. p. 1/?
Nonlinear Systems and Control Lecture # 15 Positive Real Transfer Functions & Connection with Lyapunov Stability p. 1/? p. 2/? Definition: A p p proper rational transfer function matrix G(s) is positive
More informationWireless Sensor Networks M
Wireless Sensor Networks M c.buratti@unibo.it +39 051 20 93147 Office Hours: Tuesday 3 5 pm @ Main Building, third floor Tutor: Danilo Abrignani Email: danilo.abrignani@unibo.it Credits: 6 Syllabus WSNs
More informationFast Multipole Method for particle interactions: an open source parallel library component
Fast Multipole Method for particle interactions: an open source parallel library component F. A. Cruz 1,M.G.Knepley 2,andL.A.Barba 1 1 Department of Mathematics, University of Bristol, University Walk,
More informationInternet Traffic Variability (Long Range Dependency Effects) Dheeraj Reddy CS8803 Fall 2003
Internet Traffic Variability (Long Range Dependency Effects) Dheeraj Reddy CS8803 Fall 2003 Self-similarity and its evolution in Computer Network Measurements Prior models used Poisson-like models Origins
More informationUsing the Theory of Reals in. Analyzing Continuous and Hybrid Systems
Using the Theory of Reals in Analyzing Continuous and Hybrid Systems Ashish Tiwari Computer Science Laboratory (CSL) SRI International (SRI) Menlo Park, CA 94025 Email: ashish.tiwari@sri.com Ashish Tiwari
More informationA Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails
12th International Congress on Insurance: Mathematics and Economics July 16-18, 2008 A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails XUEMIAO HAO (Based on a joint
More informationDelay-Based Back-Pressure Scheduling in Multi-Hop Wireless Networks
Delay-Based Back-Pressure Scheduling in Multi-Hop Wireless Networks Bo Ji Department of ECE The Ohio State University Email: ji@ece.osu.edu Changhee Joo Department of EECE Korea University of Technology
More informationIEOR 6711: Stochastic Models, I Fall 2012, Professor Whitt, Final Exam SOLUTIONS
IEOR 6711: Stochastic Models, I Fall 2012, Professor Whitt, Final Exam SOLUTIONS There are four questions, each with several parts. 1. Customers Coming to an Automatic Teller Machine (ATM) (30 points)
More informationDistributed Synchronization
CIS 505: Software Systems Lecture Note on Physical Clocks Insup Lee Department of Computer and Information Science University of Pennsylvania Distributed Synchronization Communication between processes
More informationECG590I Asset Pricing. Lecture 2: Present Value 1
ECG59I Asset Pricing. Lecture 2: Present Value 1 2 Present Value If you have to decide between receiving 1$ now or 1$ one year from now, then you would rather have your money now. If you have to decide
More informationProbability and Statistics Prof. Dr. Somesh Kumar Department of Mathematics Indian Institute of Technology, Kharagpur
Probability and Statistics Prof. Dr. Somesh Kumar Department of Mathematics Indian Institute of Technology, Kharagpur Module No. #01 Lecture No. #15 Special Distributions-VI Today, I am going to introduce
More informationFurther Analysis Of A Framework To Analyze Network Performance Based On Information Quality
Further Analysis Of A Framework To Analyze Network Performance Based On Information Quality A Kazmierczak Computer Information Systems Northwest Arkansas Community College One College Dr. Bentonville,
More informationPareto Set, Fairness, and Nash Equilibrium: A Case Study on Load Balancing
Pareto Set, Fairness, and Nash Equilibrium: A Case Study on Load Balancing Atsushi Inoie, Hisao Kameda, Corinne Touati Graduate School of Systems and Information Engineering University of Tsukuba, Tsukuba
More informationIN THIS PAPER, we study the delay and capacity trade-offs
IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 15, NO. 5, OCTOBER 2007 981 Delay and Capacity Trade-Offs in Mobile Ad Hoc Networks: A Global Perspective Gaurav Sharma, Ravi Mazumdar, Fellow, IEEE, and Ness
More informationNote on Negative Probabilities and Observable Processes
Note on Negative Probabilities and Observable Processes Ulrich Faigle and Alexander Schönhuth 2 1 Mathematisches Institut/ZAIK, Universität zu Köln Weyertal 80, 50931 Köln, Germany faigle@zpr.uni-koeln.de
More informationValuation of the Surrender Option in Life Insurance Policies
Valuation of the Surrender Option in Life Insurance Policies Hansjörg Furrer Market-consistent Actuarial Valuation ETH Zürich, Frühjahrssemester 2010 Valuing Surrender Options Contents A. Motivation and
More informationNetwork Coding for Distributed Storage
Network Coding for Distributed Storage Alex Dimakis USC Overview Motivation Data centers Mobile distributed storage for D2D Specific storage problems Fundamental tradeoff between repair communication and
More informationSystem of First Order Differential Equations
CHAPTER System of First Order Differential Equations In this chapter, we will discuss system of first order differential equations. There are many applications that involving find several unknown functions
More informationMonte Carlo Methods in Finance
Author: Yiyang Yang Advisor: Pr. Xiaolin Li, Pr. Zari Rachev Department of Applied Mathematics and Statistics State University of New York at Stony Brook October 2, 2012 Outline Introduction 1 Introduction
More informationDifferenciated Bandwidth Allocation in P2P Layered Streaming
Differenciated Bandwidth Allocation in P2P Layered Streaming Abbas Bradai, Toufik Ahmed CNRS-LaBRI University of Bordeaux- 5, Cours de la libération. Talence, 45 {bradai, tad} @labri.fr Abstract There
More informationCooperative Multiple Access for Wireless Networks: Protocols Design and Stability Analysis
Cooperative Multiple Access for Wireless Networks: Protocols Design and Stability Analysis Ahmed K. Sadek, K. J. Ray Liu, and Anthony Ephremides Department of Electrical and Computer Engineering, and Institute
More informationOn the (S, 1;S) lost sales inventory model with priority. October 1997. Abstract
On the (S, 1;S) lost sales inventory model with priority demand classes R. Dekker R.M. Hill y M.J. Kleijn October 1997 Abstract In this paper an inventory model with several demand classes, prioritised
More informationALGORITHMIC TRADING WITH MARKOV CHAINS
June 16, 2010 ALGORITHMIC TRADING WITH MARKOV CHAINS HENRIK HULT AND JONAS KIESSLING Abstract. An order book consists of a list of all buy and sell offers, represented by price and quantity, available
More informationInvariant Option Pricing & Minimax Duality of American and Bermudan Options
Invariant Option Pricing & Minimax Duality of American and Bermudan Options Farshid Jamshidian NIB Capital Bank N.V. FELAB, Applied Math Dept., Univ. of Twente April 2005, version 1.0 Invariant Option
More informationA Leftover Service Curve Approach to Analyze Demultiplexing in Queueing Networks
A Leftover Service Curve Approach to Analyze Demultiplexing in Queueing Networks Hao Wang University of Kaiserslautern Email: wang@informatik.uni-kl.de Florin Ciucu T-Labs / TU Berlin Email: florin@net.t-labs.tu-berlin.de
More informationComparison of different classes of service curves in Network Calculus
Comparison of different classes of service curves in Network Calculus nne Bouillard Laurent Jouhet Éric Thierry ENS Cachan (Bretagne) / IRIS, Rennes, France (e-mail: anne.bouillard@bretagne.ens-cachan.fr).
More informationGossiping using the Energy Map in Wireless Sensor Networks
Gossiping using the Energy Map in Wireless Sensor Networks Max do Val Machado 1, Raquel A.F. Mini 2, Antonio A.F. Loureiro 1, Daniel L. Guidoni 1 and Pedro O.S.V. de Melo 1 1 Federal University of Minas
More informationGeneral Theory of Differential Equations Sections 2.8, 3.1-3.2, 4.1
A B I L E N E C H R I S T I A N U N I V E R S I T Y Department of Mathematics General Theory of Differential Equations Sections 2.8, 3.1-3.2, 4.1 Dr. John Ehrke Department of Mathematics Fall 2012 Questions
More informationOnline Appendix to Social Network Formation and Strategic Interaction in Large Networks
Online Appendix to Social Network Formation and Strategic Interaction in Large Networks Euncheol Shin Recent Version: http://people.hss.caltech.edu/~eshin/pdf/dsnf-oa.pdf October 3, 25 Abstract In this
More informationEfficient Network Marketing Strategies For Secondary Users
Determining the Transmission Strategy of Cognitive User in IEEE 82. based Networks Rukhsana Ruby, Victor C.M. Leung, John Sydor Department of Electrical and Computer Engineering, The University of British
More informationReducibility of Second Order Differential Operators with Rational Coefficients
Reducibility of Second Order Differential Operators with Rational Coefficients Joseph Geisbauer University of Arkansas-Fort Smith Advisor: Dr. Jill Guerra May 10, 2007 1. INTRODUCTION In this paper we
More informationCITY UNIVERSITY LONDON. BEng Degree in Computer Systems Engineering Part II BSc Degree in Computer Systems Engineering Part III PART 2 EXAMINATION
No: CITY UNIVERSITY LONDON BEng Degree in Computer Systems Engineering Part II BSc Degree in Computer Systems Engineering Part III PART 2 EXAMINATION ENGINEERING MATHEMATICS 2 (resit) EX2005 Date: August
More informationOnline Appendix to Stochastic Imitative Game Dynamics with Committed Agents
Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents William H. Sandholm January 6, 22 O.. Imitative protocols, mean dynamics, and equilibrium selection In this section, we consider
More information1/1 7/4 2/2 12/7 10/30 12/25
Binary Heaps A binary heap is dened to be a binary tree with a key in each node such that: 1. All leaves are on, at most, two adjacent levels. 2. All leaves on the lowest level occur to the left, and all
More informationProbability Generating Functions
page 39 Chapter 3 Probability Generating Functions 3 Preamble: Generating Functions Generating functions are widely used in mathematics, and play an important role in probability theory Consider a sequence
More informationEntropy-Based Collaborative Detection of DDoS Attacks on Community Networks
Entropy-Based Collaborative Detection of DDoS Attacks on Community Networks Krishnamoorthy.D 1, Dr.S.Thirunirai Senthil, Ph.D 2 1 PG student of M.Tech Computer Science and Engineering, PRIST University,
More informationSocial Influence Analysis in Social Networking Big Data: Opportunities and Challenges. Presenter: Sancheng Peng Zhaoqing University
Social Influence Analysis in Social Networking Big Data: Opportunities and Challenges Presenter: Sancheng Peng Zhaoqing University 1 2 3 4 35 46 7 Contents Introduction Relationship between SIA and BD
More informationHydrodynamic Limits of Randomized Load Balancing Networks
Hydrodynamic Limits of Randomized Load Balancing Networks Kavita Ramanan and Mohammadreza Aghajani Brown University Stochastic Networks and Stochastic Geometry a conference in honour of François Baccelli
More informationOptimal Control of a Production-Inventory System with both Backorders and Lost Sales
Optimal Control of a Production-Inventory System with both Backorders and Lost Sales Saif Benjaafar, 1 Mohsen ElHafsi, 2 Tingliang Huang 3 1 Industrial and Systems Engineering, University of Minnesota,
More informationAdaptive Search with Stochastic Acceptance Probabilities for Global Optimization
Adaptive Search with Stochastic Acceptance Probabilities for Global Optimization Archis Ghate a and Robert L. Smith b a Industrial Engineering, University of Washington, Box 352650, Seattle, Washington,
More informationDynamic Load Balancing in Parallel Queueing Systems: Stability and Optimal Control
Dynamic Load Balancing in Parallel Queueing Systems: Stability and Optimal Control Douglas G. Down Department of Computing and Software McMaster University 1280 Main Street West, Hamilton, ON L8S 4L7,
More informationSupplement to Call Centers with Delay Information: Models and Insights
Supplement to Call Centers with Delay Information: Models and Insights Oualid Jouini 1 Zeynep Akşin 2 Yves Dallery 1 1 Laboratoire Genie Industriel, Ecole Centrale Paris, Grande Voie des Vignes, 92290
More informationOptimization and Inference for Cyber Security in Complex Engineered Networks
Optimization and Inference for Cyber Security in Complex Engineered Networks Chee Wei Tan City University of Hong Kong 28 August, 2014 2014 IEEE SPS Summer School on IoT and M2M National Taiwan University
More informationLecture 18: The Time-Bandwidth Product
WAVELETS AND MULTIRATE DIGITAL SIGNAL PROCESSING Lecture 18: The Time-Bandwih Product Prof.Prof.V.M.Gadre, EE, IIT Bombay 1 Introduction In this lecture, our aim is to define the time Bandwih Product,
More informationPricing Discrete Barrier Options
Pricing Discrete Barrier Options Barrier options whose barrier is monitored only at discrete times are called discrete barrier options. They are more common than the continuously monitored versions. The
More informationDiscussion on the paper Hypotheses testing by convex optimization by A. Goldenschluger, A. Juditsky and A. Nemirovski.
Discussion on the paper Hypotheses testing by convex optimization by A. Goldenschluger, A. Juditsky and A. Nemirovski. Fabienne Comte, Celine Duval, Valentine Genon-Catalot To cite this version: Fabienne
More information