Stochastic Sensor Scheduling via Distributed Convex Optimization

In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical resource constraints. The idea of our stochastic strategy is that a system is randomly selected for observation at each time instant according to a pre-assigned probability distribution. We aim to find the optimal pre-assigned probability in order to minimize the maximal estimate error covariance among dynamic systems. We first show that under mild conditions, the stochastic scheduling problem gives an upper bound on the performance of the optimal sensor selection problem, notoriously difficult to solve. We next relax the stochastic scheduling problem into a tractable suboptimal quasi-convex form. We then show that the new problem can be decomposed into coupled small convex optimization problems, and it can be solved in a distributed fashion. Finally, for scheduling implementation, we propose centralized and distributed deterministic scheduling strategies based on the optimal stochastic solution and provide simulation examples.Comment: Proof errors and typos are fixed. One section is removed from last versio

Dynamic agent prioritisation with penalties in distributed local search.

Distributed Constraint Satisfaction Problems (DisCSPs) solving techniques solve problems which are distributed over a number of agents.The distribution of the problem is required due to privacy, security or cost issues and, therefore centralised problem solving is inappropriate. Distributed local search is a framework that solves large combinatorial and optimization problems. For large problems it is often faster than distributed systematic search methods. However, local search techniques are unable to detect unsolvability and have the propensity of getting stuck at local optima. Several strategies such as weights on constraints, penalties on values and probability have been used to escape local optima. In this paper, we present an approach for escaping local optima called Dynamic Agent Prioritisation and Penalties (DynAPP) which combines penalties on variable values and dynamic variable prioritisation for the resolution of distributed constraint satisfaction problems. Empirical evaluation with instances of random, meeting scheduling and graph colouring problems have shown that this approach solved more problems in less time at the phase transition when compared with some state of the art algorithms. Further evaluation of the DynAPP approach on iteration-bounded optimisation problems showed that DynAPP is competitive

Optimal Payoffs under State-dependent Preferences

Most decision theories, including expected utility theory, rank dependent utility theory and cumulative prospect theory, assume that investors are only interested in the distribution of returns and not in the states of the economy in which income is received. Optimal payoffs have their lowest outcomes when the economy is in a downturn, and this feature is often at odds with the needs of many investors. We introduce a framework for portfolio selection within which state-dependent preferences can be accommodated. Specifically, we assume that investors care about the distribution of final wealth and its interaction with some benchmark. In this context, we are able to characterize optimal payoffs in explicit form. Furthermore, we extend the classical expected utility optimization problem of Merton to the state-dependent situation. Some applications in security design are discussed in detail and we also solve some stochastic extensions of the target probability optimization problem

A Low-Complexity Approach to Distributed Cooperative Caching with Geographic Constraints

We consider caching in cellular networks in which each base station is equipped with a cache that can store a limited number of files. The popularity of the files is known and the goal is to place files in the caches such that the probability that a user at an arbitrary location in the plane will find the file that she requires in one of the covering caches is maximized. We develop distributed asynchronous algorithms for deciding which contents to store in which cache. Such cooperative algorithms require communication only between caches with overlapping coverage areas and can operate in asynchronous manner. The development of the algorithms is principally based on an observation that the problem can be viewed as a potential game. Our basic algorithm is derived from the best response dynamics. We demonstrate that the complexity of each best response step is independent of the number of files, linear in the cache capacity and linear in the maximum number of base stations that cover a certain area. Then, we show that the overall algorithm complexity for a discrete cache placement is polynomial in both network size and catalog size. In practical examples, the algorithm converges in just a few iterations. Also, in most cases of interest, the basic algorithm finds the best Nash equilibrium corresponding to the global optimum. We provide two extensions of our basic algorithm based on stochastic and deterministic simulated annealing which find the global optimum. Finally, we demonstrate the hit probability evolution on real and synthetic networks numerically and show that our distributed caching algorithm performs significantly better than storing the most popular content, probabilistic content placement policy and Multi-LRU caching policies.Comment: 24 pages, 9 figures, presented at SIGMETRICS'1