Nash and Wardrop equilibria in aggregative games with coupling constraints

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equilibrium. By exploiting a characterization of the two equilibria as solutions of variational inequalities, we bound their distance with a decreasing function of the population size. As second contribution, we propose two decentralized algorithms that converge to such equilibria and are capable of coping with constraints coupling the strategies of different agents. Finally, we study the applications of charging of electric vehicles and of route choice on a road network.Comment: IEEE Trans. on Automatic Control (Accepted without changes). The first three authors contributed equall

Analyzing Linear Communication Networks using the Ribosome Flow Model

The Ribosome Flow Model (RFM) describes the unidirectional movement of interacting particles along a one-dimensional chain of sites. As a site becomes fuller, the effective entry rate into this site decreases. The RFM has been used to model and analyze mRNA translation, a biological process in which ribosomes (the particles) move along the mRNA molecule (the chain), and decode the genetic information into proteins. Here we propose the RFM as an analytical framework for modeling and analyzing linear communication networks. In this context, the moving particles are data-packets, the chain of sites is a one dimensional set of ordered buffers, and the decreasing entry rate to a fuller buffer represents a kind of decentralized backpressure flow control. For an RFM with homogeneous link capacities, we provide closed-form expressions for important network metrics including the throughput and end-to-end delay. We use these results to analyze the hop length and the transmission probability (in a contention access mode) that minimize the end-to-end delay in a multihop linear network, and provide closed-form expressions for the optimal parameter values

Perfect simulation, monotonicity and finite queueing networks

International audienceTutorial on perfect sampling with applications to queueing network

Exact Simulation for Fork-Join Networks with Heterogeneous Service

This paper considers a fork-join network with a group of heterogeneous servers in each service station, e.g. servers having different service rate. The main research interests are the properties of such fork-join networks in equilibrium, such as distributions of response times, maximum queue lengths and load carried by servers. This paper uses exact Monte-Carlo simulation methods to estimate the characteristics of heterogeneous fork-join networks in equilibrium, for which no explicit formulas are available. The algorithm developed is based on coupling from the past. The efficiency of the sampling algorithm is shown theoretically and via simulation

PERTS: A Prototyping Environment for Real-Time Systems

PERTS is a prototyping environment for real-time systems. It is being built incrementally and will contain basic building blocks of operating systems for time-critical applications, tools, and performance models for the analysis, evaluation and measurement of real-time systems and a simulation/emulation environment. It is designed to support the use and evaluation of new design approaches, experimentations with alternative system building blocks, and the analysis and performance profiling of prototype real-time systems

Dynamic Online-Advertising Auctions as Stochastic Scheduling

We study dynamic models of online-advertising auctions in the Internet: advertisers compete for space on a web page over multiple time periods, and the web page displays ads in differentiated slots based on their bids and other considerations. The complex interactions between the advertisers and the website (which owns the web page) is modeled as a dynamic game. Our goal is to derive ad-slot placement and pricing strategies which maximize the expected revenue of the website. We show that the problem can be transformed into a scheduling problem familiar to queueing theorists. When only one advertising slot is available on a webpage, we derive the optimal revenue-maximizing solution by making connections to the familiar cμ rule used in queueing theory. More generally, we show that a cμ-like rule can serve as a good suboptimal solution, while the optimal solution itself may be computed using dynamic programming techniques