2,436 research outputs found
Optimal Pricing Effect on Equilibrium Behaviors of Delay-Sensitive Users in Cognitive Radio Networks
This paper studies price-based spectrum access control in cognitive radio
networks, which characterizes network operators' service provisions to
delay-sensitive secondary users (SUs) via pricing strategies. Based on the two
paradigms of shared-use and exclusive-use dynamic spectrum access (DSA), we
examine three network scenarios corresponding to three types of secondary
markets. In the first monopoly market with one operator using opportunistic
shared-use DSA, we study the operator's pricing effect on the equilibrium
behaviors of self-optimizing SUs in a queueing system. %This queue represents
the congestion of the multiple SUs sharing the operator's single \ON-\OFF
channel that models the primary users (PUs) traffic. We provide a queueing
delay analysis with the general distributions of the SU service time and PU
traffic using the renewal theory. In terms of SUs, we show that there exists a
unique Nash equilibrium in a non-cooperative game where SUs are players
employing individual optimal strategies. We also provide a sufficient condition
and iterative algorithms for equilibrium convergence. In terms of operators,
two pricing mechanisms are proposed with different goals: revenue maximization
and social welfare maximization. In the second monopoly market, an operator
exploiting exclusive-use DSA has many channels that will be allocated
separately to each entering SU. We also analyze the pricing effect on the
equilibrium behaviors of the SUs and the revenue-optimal and socially-optimal
pricing strategies of the operator in this market. In the third duopoly market,
we study a price competition between two operators employing shared-use and
exclusive-use DSA, respectively, as a two-stage Stackelberg game. Using a
backward induction method, we show that there exists a unique equilibrium for
this game and investigate the equilibrium convergence.Comment: 30 pages, one column, double spac
A minimal model for congestion phenomena on complex networks
We study a minimal model of traffic flows in complex networks, simple enough
to get analytical results, but with a very rich phenomenology, presenting
continuous, discontinuous as well as hybrid phase transitions between a
free-flow phase and a congested phase, critical points and different scaling
behaviors in the system size. It consists of random walkers on a queueing
network with one-range repulsion, where particles can be destroyed only if they
can move. We focus on the dependence on the topology as well as on the level of
traffic control. We are able to obtain transition curves and phase diagrams at
analytical level for the ensemble of uncorrelated networks and numerically for
single instances. We find that traffic control improves global performance,
enlarging the free-flow region in parameter space only in heterogeneous
networks. Traffic control introduces non-linear effects and, beyond a critical
strength, may trigger the appearance of a congested phase in a discontinuous
manner. The model also reproduces the cross-over in the scaling of traffic
fluctuations empirically observed in the Internet, and moreover, a conserved
version can reproduce qualitatively some stylized facts of traffic in
transportation networks
Numerical methods for queues with shared service
A queueing system is a mathematical abstraction of a situation where elements, called customers, arrive in a system and wait until they receive some kind of service. Queueing systems are omnipresent in real life. Prime examples include people waiting at a counter to be served, airplanes waiting to take off, traffic jams during rush hour etc. Queueing theory is the mathematical study of queueing phenomena. As often neither the arrival instants of the customers nor their service times are known in advance, queueing theory most often assumes that these processes are random variables. The queueing process itself is then a stochastic process and most often also a Markov process, provided a proper description of the state of the queueing process is introduced.
This dissertation investigates numerical methods for a particular type of Markovian queueing systems, namely queueing systems with shared service. These queueing systems differ from traditional queueing systems in that there is simultaneous service of the head-of-line customers of all queues and in that there is no service if there are no customers in one of the queues. The absence of service whenever one of the queues is empty yields particular dynamics which are not found in traditional queueing systems.
These queueing systems with shared service are not only beautiful mathematical objects in their own right, but are also motivated by an extensive range of applications. The original motivation for studying queueing systems with shared service came from a particular process in inventory management called kitting. A kitting process collects the necessary parts for an end product in a box prior to sending it to the assembly area. The parts and their inventories being the customers and queues, we get ``shared service'' as kitting cannot proceed if some parts are absent. Still in the area of inventory management, the decoupling inventory of a hybrid make-to-stock/make-to-order system exhibits shared service. The production process prior to the decoupling inventory is make-to-stock and driven by demand forecasts. In contrast, the production process after the decoupling inventory is make-to-order and driven by actual demand as items from the decoupling inventory are customised according to customer specifications. At the decoupling point, the decoupling inventory is complemented with a queue of outstanding orders. As customisation only starts when the decoupling inventory is nonempty and there is at least one order, there is again shared service. Moving to applications in telecommunications, shared service applies to energy harvesting sensor nodes. Such a sensor node scavenges energy from its environment to meet its energy expenditure or to prolong its lifetime. A rechargeable battery operates very much like a queue, customers being discretised as chunks of energy. As a sensor node requires both sensed data and energy for transmission, shared service can again be identified.
In the Markovian framework, "solving" a queueing system corresponds to finding the steady-state solution of the Markov process that describes the queueing system at hand. Indeed, most performance measures of interest of the queueing system can be expressed in terms of the steady-state solution of the underlying Markov process. For a finite ergodic Markov process, the steady-state solution is the unique solution of balance equations complemented with the normalisation condition, being the size of the state space. For the queueing systems with shared service, the size of the state space of the Markov processes grows exponentially with the number of queues involved. Hence, even if only a moderate number of queues are considered, the size of the state space is huge. This is the state-space explosion problem. As direct solution methods for such Markov processes are computationally infeasible, this dissertation aims at exploiting structural properties of the Markov processes, as to speed up computation of the steady-state solution.
The first property that can be exploited is sparsity of the generator matrix of the Markov process. Indeed, the number of events that can occur in any state --- or equivalently, the number of transitions to other states --- is far smaller than the size of the state space. This means that the generator matrix of the Markov process is mainly filled with zeroes. Iterative methods for sparse linear systems --- in particular the Krylov subspace solver GMRES --- were found to be computationally efficient for studying kitting processes only if the number of queues is limited. For more queues (or a larger state space), the methods cannot calculate the steady-state performance measures sufficiently fast. The applications related to the decoupling inventory and the energy harvesting sensor node involve only two queues. In this case, the generator matrix exhibits a homogene block-tridiagonal structure. Such Markov processes can be solved efficiently by means of matrix-geometric methods, both in the case that the process has finite size and --- even more efficiently --- in the case that it has an infinite size and a finite block size. Neither of the former exact solution methods allows for investigating systems with many queues. Therefore we developed an approximate numerical solution method, based on Maclaurin series expansions. Rather than focussing on structural properties of the Markov process for any parameter setting, the series expansion technique exploits structural properties of the Markov process when some parameter is sent to zero. For the queues with shared exponential service and the service rate sent to zero, the resulting process has a single absorbing state and the states can be ordered such that the generator matrix is upper-diagonal. In this case, the solution at zero is trivial and the calculation of the higher order terms in the series expansion around zero has a computational complexity proportional to the size of the state space. This is a case of regular perturbation of the parameter and contrasts to singular perturbation which is applied when the service times of the kitting process are phase-type distributed. For singular perturbation, the Markov process has no unique steady-state solution when the parameter is sent to zero. However, similar techniques still apply, albeit at a higher computational cost.
Finally we note that the numerical series expansion technique is not limited to evaluating queues with shared service. Resembling shared queueing systems in that a Markov process with multidimensional state space is considered, it is shown that the regular series expansion technique can be applied on an epidemic model for opinion propagation in a social network. Interestingly, we find that the series expansion technique complements the usual fluid approach of the epidemic literature
Optimal Ensemble Control of Loads in Distribution Grids with Network Constraints
Flexible loads, e.g. thermostatically controlled loads (TCLs), are
technically feasible to participate in demand response (DR) programs. On the
other hand, there is a number of challenges that need to be resolved before it
can be implemented in practice en masse. First, individual TCLs must be
aggregated and operated in sync to scale DR benefits. Second, the uncertainty
of TCLs needs to be accounted for. Third, exercising the flexibility of TCLs
needs to be coordinated with distribution system operations to avoid
unnecessary power losses and compliance with power flow and voltage limits.
This paper addresses these challenges. We propose a network-constrained,
open-loop, stochastic optimal control formulation. The first part of this
formulation represents ensembles of collocated TCLs modelled by an aggregated
Markov Process (MP), where each MP state is associated with a given power
consumption or production level. The second part extends MPs to a multi-period
distribution power flow optimization. In this optimization, the control of TCL
ensembles is regulated by transition probability matrices and physically
enabled by local active and reactive power controls at TCL locations. The
optimization is solved with a Spatio-Temporal Dual Decomposition (ST-D2)
algorithm. The performance of the proposed formulation and algorithm is
demonstrated on the IEEE 33-bus distribution model.Comment: 7 pages, 6 figures, accepted PSCC 201
The MATSim Network Flow Model for Traffic Simulation Adapted to Large-Scale Emergency Egress and an Application to the Evacuation of the Indonesian City of Padang in Case of a Tsunami Warning
The evacuation of whole cities or even regions is an important problem, as demonstrated by recent events such as evacuation of Houston in the case of Hurricane Rita or the evacuation of coastal cities in the case of Tsunamis. This paper describes a complex evacuation simulation framework for the city of Pandang, with approximately 1,000,000 inhabitants. Padang faces a high risk of being inundated by a tsunami wave. The evacuation simulation is based on the MATSim framework for large-scale transport simulations. Different optimization parameters like evacuation distance, evacuation time, or the variation of the advance warning time are investigated. The results are given as overall evacuation times, evacuation curves, an detailed GIS analysis of the evacuation directions. All these results are discussed with regard to their usability for evacuation recommendations.BMBF, 03G0666E, Verbundprojekt FW: Last-mile Evacuation; Vorhaben: Evakuierungsanalyse und Verkehrsoptimierung, Evakuierungsplan einer Stadt - Sonderprogramm GEOTECHNOLOGIENBMBF, 03NAPAI4, Transport und Verkehr: Verbundprojekt ADVEST: Adaptive Verkehrssteuerung; Teilprojekt Verkehrsplanung und Verkehrssteuerung in Megacitie
Approximate performability and dependability analysis using generalized stochastic Petri Nets
Since current day fault-tolerant and distributed computer and communication systems tend to be large and complex, their corresponding performability models will suffer from the same characteristics. Therefore, calculating performability measures from these models is a difficult and time-consuming task.\ud
\ud
To alleviate the largeness and complexity problem to some extent we use generalized stochastic Petri nets to describe to models and to automatically generate the underlying Markov reward models. Still however, many models cannot be solved with the current numerical techniques, although they are conveniently and often compactly described.\ud
\ud
In this paper we discuss two heuristic state space truncation techniques that allow us to obtain very good approximations for the steady-state performability while only assessing a few percent of the states of the untruncated model. For a class of reversible models we derive explicit lower and upper bounds on the exact steady-state performability. For a much wider class of models a truncation theorem exists that allows one to obtain bounds for the error made in the truncation. We discuss this theorem in the context of approximate performability models and comment on its applicability. For all the proposed truncation techniques we present examples showing their usefulness
Self-Evaluation Applied Mathematics 2003-2008 University of Twente
This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008
- …