Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access

Dynamic spectrum access is a new paradigm of secondary spectrum utilization and sharing. It allows unlicensed secondary users (SUs) to exploit opportunistically the under-utilized licensed spectrum. Market mechanism is a widely-used promising means to regulate the consuming behaviours of users and, hence, achieves the efficient allocation and consumption of limited resources. In this paper, we propose and study a hybrid secondary spectrum market consisting of both the futures market and the spot market, in which SUs (buyers) purchase under-utilized licensed spectrum from a spectrum regulator, either through predefined contracts via the futures market, or through spot transactions via the spot market. We focus on the optimal spectrum allocation among SUs in an exogenous hybrid market that maximizes the secondary spectrum utilization efficiency. The problem is challenging due to the stochasticity and asymmetry of network information. To solve this problem, we first derive an off-line optimal allocation policy that maximizes the ex-ante expected spectrum utilization efficiency based on the stochastic distribution of network information. We then propose an on-line VickreyCClarkeCGroves (VCG) auction that determines the real-time allocation and pricing of every spectrum based on the realized network information and the pre-derived off-line policy. We further show that with the spatial frequency reuse, the proposed VCG auction is NP-hard; hence, it is not suitable for on-line implementation, especially in a large-scale market. To this end, we propose a heuristics approach based on an on-line VCG-like mechanism with polynomial-time complexity, and further characterize the corresponding performance loss bound analytically. We finally provide extensive numerical results to evaluate the performance of the proposed solutions.Comment: This manuscript is the complete technical report for the journal version published in INFORMS Operations Researc

A Survey on Delay-Aware Resource Control for Wireless Systems --- Large Deviation Theory, Stochastic Lyapunov Drift and Distributed Stochastic Learning

In this tutorial paper, a comprehensive survey is given on several major systematic approaches in dealing with delay-aware control problems, namely the equivalent rate constraint approach, the Lyapunov stability drift approach and the approximate Markov Decision Process (MDP) approach using stochastic learning. These approaches essentially embrace most of the existing literature regarding delay-aware resource control in wireless systems. They have their relative pros and cons in terms of performance, complexity and implementation issues. For each of the approaches, the problem setup, the general solution and the design methodology are discussed. Applications of these approaches to delay-aware resource allocation are illustrated with examples in single-hop wireless networks. Furthermore, recent results regarding delay-aware multi-hop routing designs in general multi-hop networks are elaborated. Finally, the delay performance of the various approaches are compared through simulations using an example of the uplink OFDMA systems.Comment: 58 pages, 8 figures; IEEE Transactions on Information Theory, 201

Scheduling of data-intensive workloads in a brokered virtualized environment

Providing performance predictability guarantees is increasingly important in cloud platforms, especially for data-intensive applications, for which performance depends greatly on the available rates of data transfer between the various computing/storage hosts underlying the virtualized resources assigned to the application. With the increased prevalence of brokerage services in cloud platforms, there is a need for resource management solutions that consider the brokered nature of these workloads, as well as the special demands of their intra-dependent components. In this paper, we present an offline mechanism for scheduling batches of brokered data-intensive workloads, which can be extended to an online setting. The objective of the mechanism is to decide on a packing of the workloads in a batch that minimizes the broker's incurred costs, Moreover, considering the brokered nature of such workloads, we define a payment model that provides incentives to these workloads to be scheduled as part of a batch, which we analyze theoretically. Finally, we evaluate the proposed scheduling algorithm, and exemplify the fairness of the payment model in practical settings via trace-based experiments

Markov Decision Processes with Applications in Wireless Sensor Networks: A Survey

Wireless sensor networks (WSNs) consist of autonomous and resource-limited devices. The devices cooperate to monitor one or more physical phenomena within an area of interest. WSNs operate as stochastic systems because of randomness in the monitored environments. For long service time and low maintenance cost, WSNs require adaptive and robust methods to address data exchange, topology formulation, resource and power optimization, sensing coverage and object detection, and security challenges. In these problems, sensor nodes are to make optimized decisions from a set of accessible strategies to achieve design goals. This survey reviews numerous applications of the Markov decision process (MDP) framework, a powerful decision-making tool to develop adaptive algorithms and protocols for WSNs. Furthermore, various solution methods are discussed and compared to serve as a guide for using MDPs in WSNs

Scheduling Policies in Time and Frequency Domains for LTE Downlink Channel: A Performance Comparison

A key feature of the Long-Term Evolution (LTE) system is that the packet scheduler can make use of the channel quality information (CQI), which is periodically reported by user equipment either in an aggregate form for the whole downlink channel or distinguished for each available subchannel. This mechanism allows for wide discretion in resource allocation, thus promoting the flourishing of several scheduling algorithms, with different purposes. It is therefore of great interest to compare the performance of such algorithms under different scenarios. Here, we carry out a thorough performance analysis of different scheduling algorithms for saturated User Datagram Protocol (UDP) and Transmission Control Protocol (TCP) traffic sources, as well as consider both the time- and frequency-domain versions of the schedulers and for both flat and frequency-selective channels. The analysis makes it possible to appreciate the difference among the scheduling algorithms and to assess the performance gain, in terms of cell capacity, users' fairness, and packet service time, obtained by exploiting the richer, but heavier, information carried by subchannel CQI. An important part of this analysis is a throughput guarantee scheduler, which we propose in this paper. The analysis reveals that the proposed scheduler provides a good tradeoff between cell capacity and fairness both for TCP and UDP traffic sources