Restless bandit marginal productivity indices I: singleproject case and optimal control of a make-to-stock M/G/1 queue

This paper develops a framework based on convex optimization and economic ideas to formulate and solve by an index policy the problem of optimal dynamic effort allocation to a generic discrete-state restless bandit (i.e. binary-action: work/rest) project, elucidating a host of issues raised by Whittle (1988)Žs seminal work on the topic. Our contributions include: (i) a unifying definition of a projectŽs marginal productivity index (MPI), characterizing optimal policies; (ii) a complete characterization of indexability (existence of the MPI) as satisfaction by the project of the law of diminishing returns (to effort); (iii) sufficient indexability conditions based on partial conservation laws (PCLs), extending previous results of the author from the finite to the countable state case; (iv) application to a semi-Markov project, including a new MPI for a mixed longrun-average (LRA)/ bias criterion, which exists in relevant queueing control models where the index proposed by Whittle (1988) does not; and (v) optimal MPI policies for service-controlled make-to-order (MTO) and make-to-stock (MTS) M/G/1 queues with convex back order and stock holding cost rates, under discounted and LRA criteria

A Taxonomy of Data Grids for Distributed Data Sharing, Management and Processing

Data Grids have been adopted as the platform for scientific communities that need to share, access, transport, process and manage large data collections distributed worldwide. They combine high-end computing technologies with high-performance networking and wide-area storage management techniques. In this paper, we discuss the key concepts behind Data Grids and compare them with other data sharing and distribution paradigms such as content delivery networks, peer-to-peer networks and distributed databases. We then provide comprehensive taxonomies that cover various aspects of architecture, data transportation, data replication and resource allocation and scheduling. Finally, we map the proposed taxonomy to various Data Grid systems not only to validate the taxonomy but also to identify areas for future exploration. Through this taxonomy, we aim to categorise existing systems to better understand their goals and their methodology. This would help evaluate their applicability for solving similar problems. This taxonomy also provides a "gap analysis" of this area through which researchers can potentially identify new issues for investigation. Finally, we hope that the proposed taxonomy and mapping also helps to provide an easy way for new practitioners to understand this complex area of research.Comment: 46 pages, 16 figures, Technical Repor

Extending snBench to Support Hierarchical and Configurable Scheduling

It is useful in systems that must support multiple applications with various temporal requirements to allow application-specific policies to manage resources accordingly. However, there is a tension between this goal and the desire to control and police possibly malicious programs. The Java-based Sensor Execution Environment (SXE) in snBench presents a situation where such considerations add value to the system. Multiple applications can be run by multiple users with varied temporal requirements, some Real-Time and others best effort. This paper outlines and documents an implementation of a hierarchical and configurable scheduling system with which different applications can be executed using application-specific scheduling policies. Concurrently the system administrator can define fairness policies between applications that are imposed upon the system. Additionally, to ensure forward progress of system execution in the face of malicious or malformed user programs, an infrastructure for execution using multiple threads is described

Restless bandit marginal productivity indices II: multiproject case and scheduling a multiclass make-to-order/-stock M/G/1 queue

This paper develops a framework based on convex optimization and economic ideas to formulate and solve approximately a rich class of dynamic and stochastic resource allocation problems, fitting in a generic discrete-state multi-project restless bandit problem (RBP). It draws on the single-project framework in the author's companion paper "Restless bandit marginal productivity indices I: Single-project case and optimal control of a make-to-stock M/G/1 queue", based on characterization of a project's marginal productivity index (MPI). Our framework significantly expands the scope of Whittle (1988)'s seminal approach to the RBP. Contributions include: (i) Formulation of a generic multi-project RBP, and algorithmic solution via single-project MPIs of a relaxed problem, giving a lower bound on optimal cost performance; (ii) a heuristic MPI-based hedging point and index policy; (iii) application of the MPI policy and bound to the problem of dynamic scheduling for a multiclass combined MTO/MTS M/G/1 queue with convex backorder and stock holding cost rates, under the LRA criterion; and (iv) results of a computational study on the MPI bound and policy, showing the latter's near-optimality across the cases investigated

Multi-objective model for optimizing railway infrastructure asset renewal

Trabalho inspirado num problema real da empresa Infraestruturas de Portugal, EP.A multi-objective model for managing railway infrastructure asset renewal is presented. The model aims to optimize three objectives, while respecting operational constraints: levelling investment throughout multiple years, minimizing total cost and minimizing work start postponements. Its output is an optimized intervention schedule. The model is based on a case study from a Portuguese infrastructure management company, which specified the objectives and constraints, and reflects management practice on railway infrastructure. The results show that investment levelling greatly influences the other objectives and that total cost fluctuations may range from insignificant to important, depending on the condition of the infrastructure. The results structure is argued to be general and suggests a practical methodology for analysing trade-offs and selecting a solution for implementation.info:eu-repo/semantics/publishedVersio

Towards a Simple Relationship to Estimate the Capacity of Static and Mobile Wireless Networks

Extensive research has been done on studying the capacity of wireless multi-hop networks. These efforts have led to many sophisticated and customized analytical studies on the capacity of particular networks. While most of the analyses are intellectually challenging, they lack universal properties that can be extended to study the capacity of a different network. In this paper, we sift through various capacity-impacting parameters and present a simple relationship that can be used to estimate the capacity of both static and mobile networks. Specifically, we show that the network capacity is determined by the average number of simultaneous transmissions, the link capacity and the average number of transmissions required to deliver a packet to its destination. Our result is valid for both finite networks and asymptotically infinite networks. We then use this result to explain and better understand the insights of some existing results on the capacity of static networks, mobile networks and hybrid networks and the multicast capacity. The capacity analysis using the aforementioned relationship often becomes simpler. The relationship can be used as a powerful tool to estimate the capacity of different networks. Our work makes important contributions towards developing a generic methodology for network capacity analysis that is applicable to a variety of different scenarios.Comment: accepted to appear in IEEE Transactions on Wireless Communication