1,382 research outputs found
Boltzmann meets Nash: Energy-efficient routing in optical networks under uncertainty
Motivated by the massive deployment of power-hungry data centers for service
provisioning, we examine the problem of routing in optical networks with the
aim of minimizing traffic-driven power consumption. To tackle this issue,
routing must take into account energy efficiency as well as capacity
considerations; moreover, in rapidly-varying network environments, this must be
accomplished in a real-time, distributed manner that remains robust in the
presence of random disturbances and noise. In view of this, we derive a pricing
scheme whose Nash equilibria coincide with the network's socially optimum
states, and we propose a distributed learning method based on the Boltzmann
distribution of statistical mechanics. Using tools from stochastic calculus, we
show that the resulting Boltzmann routing scheme exhibits remarkable
convergence properties under uncertainty: specifically, the long-term average
of the network's power consumption converges within of its
minimum value in time which is at most ,
irrespective of the fluctuations' magnitude; additionally, if the network
admits a strict, non-mixing optimum state, the algorithm converges to it -
again, no matter the noise level. Our analysis is supplemented by extensive
numerical simulations which show that Boltzmann routing can lead to a
significant decrease in power consumption over basic, shortest-path routing
schemes in realistic network conditions.Comment: 24 pages, 4 figure
Adaptive Contract Design for Crowdsourcing Markets: Bandit Algorithms for Repeated Principal-Agent Problems
Crowdsourcing markets have emerged as a popular platform for matching
available workers with tasks to complete. The payment for a particular task is
typically set by the task's requester, and may be adjusted based on the quality
of the completed work, for example, through the use of "bonus" payments. In
this paper, we study the requester's problem of dynamically adjusting
quality-contingent payments for tasks. We consider a multi-round version of the
well-known principal-agent model, whereby in each round a worker makes a
strategic choice of the effort level which is not directly observable by the
requester. In particular, our formulation significantly generalizes the
budget-free online task pricing problems studied in prior work.
We treat this problem as a multi-armed bandit problem, with each "arm"
representing a potential contract. To cope with the large (and in fact,
infinite) number of arms, we propose a new algorithm, AgnosticZooming, which
discretizes the contract space into a finite number of regions, effectively
treating each region as a single arm. This discretization is adaptively
refined, so that more promising regions of the contract space are eventually
discretized more finely. We analyze this algorithm, showing that it achieves
regret sublinear in the time horizon and substantially improves over
non-adaptive discretization (which is the only competing approach in the
literature).
Our results advance the state of art on several different topics: the theory
of crowdsourcing markets, principal-agent problems, multi-armed bandits, and
dynamic pricing.Comment: This is the full version of a paper in the ACM Conference on
Economics and Computation (ACM-EC), 201
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