Stable Wireless Network Control Under Service Constraints

We consider the design of wireless queueing network control policies with particular focus on combining stability with additional application-dependent requirements. Thereby, we consequently pursue a cost function based approach that provides the flexibility to incorporate constraints and requirements of particular services or applications. As typical examples of such requirements, we consider the reduction of buffer underflows in case of streaming traffic, and energy efficiency in networks of battery powered nodes. Compared to the classical throughput optimal control problem, such requirements significantly complicate the control problem. We provide easily verifyable theoretical conditions for stability, and, additionally, compare various candidate cost functions applied to wireless networks with streaming media traffic. Moreover, we demonstrate how the framework can be applied to the problem of energy efficient routing, and we demonstrate the aplication of our framework in cross-layer control problems for wireless multihop networks, using an advanced power control scheme for interference mitigation, based on successive convex approximation. In all scenarios, the performance of our control framework is evaluated using extensive numerical simulations.Comment: Accepted for publication in IEEE Transactions on Control of Network Systems. arXiv admin note: text overlap with arXiv:1208.297

Optimal Control of Software Ensuring Safety and Functionality

Existing verification and validation methodologies can detect software violations very effectively but fail to provide any mechanism for correcting faults once they are detected. Detection of faults, their diagnosis and corrective actions are all essential components of any software rectification framework. In this paper, we propose a framework for correction of violations in software systems ensuring that the desired goals of the system are achieved. We describe a stochastic finite state machine used to abstract a software system along with the uncertainty in its operating environment. Safety property violations and satisfaction of functionalities are abstracted using penalties and rewards on the states, respectively. Rectification of software is then formulated as a stochastic optimal control problem over this abstraction. Algorithms polynomial in the size of the abstraction have been developed for solving this optimization problem exactly. The paper also applies the developed framework to a variety of examples from different domains

On Resource Allocation in Fading Multiple Access Channels - An Efficient Approximate Projection Approach

We consider the problem of rate and power allocation in a multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a general concave utility function of average transmission rates on the information theoretic capacity region of the multiple-access channel. Our policies does not require queue-length information. We consider several different scenarios. First, we address the utility maximization problem in a nonfading channel to obtain the optimal operating rates, and present an iterative gradient projection algorithm that uses approximate projection. By exploiting the polymatroid structure of the capacity region, we show that the approximate projection can be implemented in time polynomial in the number of users. Second, we consider resource allocation in a fading channel. Optimal rate and power allocation policies are presented for the case that power control is possible and channel statistics are available. For the case that transmission power is fixed and channel statistics are unknown, we propose a greedy rate allocation policy and provide bounds on the performance difference of this policy and the optimal policy in terms of channel variations and structure of the utility function. We present numerical results that demonstrate superior convergence rate performance for the greedy policy compared to queue-length based policies. In order to reduce the computational complexity of the greedy policy, we present approximate rate allocation policies which track the greedy policy within a certain neighborhood that is characterized in terms of the speed of fading.Comment: 32 pages, Submitted to IEEE Trans. on Information Theor

A rolling-horizon quadratic-programming approach to the signal control problem in large-scale congested urban road networks

The paper investigates the efficiency of a recently developed signal control methodology, which offers a computationally feasible technique for real-time network-wide signal control in large-scale urban traffic networks and is applicable also under congested traffic conditions. In this methodology, the traffic flow process is modeled by use of the store-and-forward modeling paradigm, and the problem of network-wide signal control (including all constraints) is formulated as a quadratic-programming problem that aims at minimizing and balancing the link queues so as to minimize the risk of queue spillback. For the application of the proposed methodology in real time, the corresponding optimization algorithm is embedded in a rolling-horizon (model-predictive) control scheme. The control strategy’s efficiency and real-time feasibility is demonstrated and compared with the Linear-Quadratic approach taken by the signal control strategy TUC (Traffic-responsive Urban Control) as well as with optimized fixed-control settings via their simulation-based application to the road network of the city centre of Chania, Greece, under a number of different demand scenarios. The comparative evaluation is based on various criteria and tools including the recently proposed fundamental diagram for urban network traffic

Efficient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks

The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture form. We exploit our methodology to achieve two types of results. First, we construct Monte Carlo estimators that are strongly efficient (i.e. have bounded relative mean squared error as the event of interest becomes rare). These estimators are used to estimate both rare-event probabilities of interest and associated conditional expectations. We emphasize that our techniques allow us to control the expected termination time of the Monte Carlo algorithm even if the conditional expected stopping time (under the original distribution) given the event of interest is infinity -- a situation that sometimes occurs in heavy-tailed settings. Second, the mixture family serves as a good approximation (in total variation) of the conditional distribution of the whole process given the rare event of interest. The convenient form of the mixture family allows us to obtain, as a corollary, functional conditional central limit theorems that extend classical results in the literature. We illustrate our methodology in the context of the ruin probability $P(\sup_n S_n >b)$, where $S_n$ is a random walk with heavy-tailed increments that have negative drift. Our techniques are based on the use of Lyapunov inequalities for variance control and termination time. The conditional limit theorems combine the application of Lyapunov bounds with coupling arguments