2,024 research outputs found
Ergodic Randomized Algorithms and Dynamics over Networks
Algorithms and dynamics over networks often involve randomization, and
randomization may result in oscillating dynamics which fail to converge in a
deterministic sense. In this paper, we observe this undesired feature in three
applications, in which the dynamics is the randomized asynchronous counterpart
of a well-behaved synchronous one. These three applications are network
localization, PageRank computation, and opinion dynamics. Motivated by their
formal similarity, we show the following general fact, under the assumptions of
independence across time and linearities of the updates: if the expected
dynamics is stable and converges to the same limit of the original synchronous
dynamics, then the oscillations are ergodic and the desired limit can be
locally recovered via time-averaging.Comment: 11 pages; submitted for publication. revised version with fixed
technical flaw and updated reference
Dynamic Product Assembly and Inventory Control for Maximum Profit
We consider a manufacturing plant that purchases raw materials for product
assembly and then sells the final products to customers. There are M types of
raw materials and K types of products, and each product uses a certain subset
of raw materials for assembly. The plant operates in slotted time, and every
slot it makes decisions about re-stocking materials and pricing the existing
products in reaction to (possibly time-varying) material costs and consumer
demands. We develop a dynamic purchasing and pricing policy that yields time
average profit within epsilon of optimality, for any given epsilon>0, with a
worst case storage buffer requirement that is O(1/epsilon). The policy can be
implemented easily for large M, K, yields fast convergence times, and is robust
to non-ergodic system dynamics.Comment: 32 page
Novel Multidimensional Models of Opinion Dynamics in Social Networks
Unlike many complex networks studied in the literature, social networks
rarely exhibit unanimous behavior, or consensus. This requires a development of
mathematical models that are sufficiently simple to be examined and capture, at
the same time, the complex behavior of real social groups, where opinions and
actions related to them may form clusters of different size. One such model,
proposed by Friedkin and Johnsen, extends the idea of conventional consensus
algorithm (also referred to as the iterative opinion pooling) to take into
account the actors' prejudices, caused by some exogenous factors and leading to
disagreement in the final opinions.
In this paper, we offer a novel multidimensional extension, describing the
evolution of the agents' opinions on several topics. Unlike the existing
models, these topics are interdependent, and hence the opinions being formed on
these topics are also mutually dependent. We rigorous examine stability
properties of the proposed model, in particular, convergence of the agents'
opinions. Although our model assumes synchronous communication among the
agents, we show that the same final opinions may be reached "on average" via
asynchronous gossip-based protocols.Comment: Accepted by IEEE Transaction on Automatic Control (to be published in
May 2017
Scalable Approach to Uncertainty Quantification and Robust Design of Interconnected Dynamical Systems
Development of robust dynamical systems and networks such as autonomous
aircraft systems capable of accomplishing complex missions faces challenges due
to the dynamically evolving uncertainties coming from model uncertainties,
necessity to operate in a hostile cluttered urban environment, and the
distributed and dynamic nature of the communication and computation resources.
Model-based robust design is difficult because of the complexity of the hybrid
dynamic models including continuous vehicle dynamics, the discrete models of
computations and communications, and the size of the problem. We will overview
recent advances in methodology and tools to model, analyze, and design robust
autonomous aerospace systems operating in uncertain environment, with stress on
efficient uncertainty quantification and robust design using the case studies
of the mission including model-based target tracking and search, and trajectory
planning in uncertain urban environment. To show that the methodology is
generally applicable to uncertain dynamical systems, we will also show examples
of application of the new methods to efficient uncertainty quantification of
energy usage in buildings, and stability assessment of interconnected power
networks
- …