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

Competitive Charging Station Pricing for Plug-in Electric Vehicles

This paper considers the problem of charging station pricing and plug-in electric vehicles (PEVs) station selection. When a PEV needs to be charged, it selects a charging station by considering the charging prices, waiting times, and travel distances. Each charging station optimizes its charging price based on the prediction of the PEVs' charging station selection decisions and the other station's pricing decision, in order to maximize its profit. To obtain insights of such a highly coupled system, we consider a one-dimensional system with two competing charging stations and Poisson arriving PEVs. We propose a multi-leader-multi-follower Stackelberg game model, in which the charging stations (leaders) announce their charging prices in Stage I, and the PEVs (followers) make their charging station selections in Stage II. We show that there always exists a unique charging station selection equilibrium in Stage II, and such equilibrium depends on the charging stations' service capacities and the price difference between them. We then characterize the sufficient conditions for the existence and uniqueness of the pricing equilibrium in Stage I. We also develop a low complexity algorithm that efficiently computes the pricing equilibrium and the subgame perfect equilibrium of the two-stage Stackelberg game.Comment: 15 pages, 21 figure

A Novel Multiobjective Cell Switch-Off Framework for Cellular Networks

Cell Switch-Off (CSO) is recognized as a promising approach to reduce the energy consumption in next-generation cellular networks. However, CSO poses serious challenges not only from the resource allocation perspective but also from the implementation point of view. Indeed, CSO represents a difficult optimization problem due to its NP-complete nature. Moreover, there are a number of important practical limitations in the implementation of CSO schemes, such as the need for minimizing the real-time complexity and the number of on-off/off-on transitions and CSO-induced handovers. This article introduces a novel approach to CSO based on multiobjective optimization that makes use of the statistical description of the service demand (known by operators). In addition, downlink and uplink coverage criteria are included and a comparative analysis between different models to characterize intercell interference is also presented to shed light on their impact on CSO. The framework distinguishes itself from other proposals in two ways: 1) The number of on-off/off-on transitions as well as handovers are minimized, and 2) the computationally-heavy part of the algorithm is executed offline, which makes its implementation feasible. The results show that the proposed scheme achieves substantial energy savings in small cell deployments where service demand is not uniformly distributed, without compromising the Quality-of-Service (QoS) or requiring heavy real-time processing

Rational bidding using reinforcement learning: an application in automated resource allocation

The application of autonomous agents by the provisioning and usage of computational resources is an attractive research field. Various methods and technologies in the area of artificial intelligence, statistics and economics are playing together to achieve i) autonomic resource provisioning and usage of computational resources, to invent ii) competitive bidding strategies for widely used market mechanisms and to iii) incentivize consumers and providers to use such market-based systems. The contributions of the paper are threefold. First, we present a framework for supporting consumers and providers in technical and economic preference elicitation and the generation of bids. Secondly, we introduce a consumer-side reinforcement learning bidding strategy which enables rational behavior by the generation and selection of bids. Thirdly, we evaluate and compare this bidding strategy against a truth-telling bidding strategy for two kinds of market mechanisms – one centralized and one decentralized

Automated and dynamic multi-level negotiation framework applied to an efficient cloud provisioning

L’approvisionnement du Cloud est le processus de déploiement et de gestion des applications sur les infrastructures publiques du Cloud. Il est de plus en plus utilisé car il permet aux fournisseurs de services métiers de se concentrer sur leurs activités sans avoir à gérer et à investir dans l’infrastructure. Il comprend deux niveaux d’interaction : (1) entre les utilisateurs finaux et les fournisseurs de services pour l’approvisionnement des applications, et (2) entre les fournisseurs de services et les fournisseurs de ressources pour l’approvisionnement des ressources virtuelles. L’environnement Cloud est devenu un marché complexe où tout fournisseur veut maximiser son profit monétaire et où les utilisateurs finaux recherchent les services les plus efficaces tout en minimisant leurs coûts. Avec la croissance de la concurrence dans le Cloud, les fournisseurs de services métiers doivent assurer un approvisionnement efficace qui maximise la satisfaction de la clientèle et optimise leurs profits.Ainsi, les fournisseurs et les utilisateurs doivent être satisfaits en dépit de leurs besoins contradictoires. La négociation est une solution prometteuse qui permet de résoudre les conflits en comblant le gap entre les capacités des fournisseurs et les besoins des utilisateurs. Intuitivement, la négociation automatique des contrats (SLA) permet d’aboutir à un compromis qui satisfait les deux parties. Cependant, pour être efficace, la négociation automatique doit considérer les propriétés de l’approvisionnement du Cloud et les complexités liées à la dynamicité (dynamicité de la disponibilité des ressources, dynamicité des prix). En fait ces critères ont un impact important sur le succès de la négociation. Les principales contributions de cette thèse répondant au défi de la négociation multi-niveau dans un contexte dynamique sont les suivantes: (1) Nous proposons un modèle de négociateur générique qui considère la nature dynamique de l’approvisionnement du Cloud et son impact potentiel sur les résultats décisionnels. Ensuite, nous construisons un cadre de négociation multicouche fondé sur ce modèle en l’instanciant entre les couches du Cloud. Le cadre comprend des agents négociateurs en communication avec les modules en relation avec la qualité et le prix du service à fournir (le planificateur, le moniteur, le prospecteur de marché). (2) Nous proposons une approche de négociation bilatérale entre les utilisateurs finaux et les fournisseurs de service basée sur une approche d’approvisionnement existante. Les stratégies de négociation sont basées sur la communication avec les modules d’approvisionnement (le planificateur et l’approvisionneur de machines virtuelles) afin d’optimiser les bénéfices du fournisseur de service et de maximiser la satisfaction du client. (3) Afin de maximiser le nombre de clients, nous proposons une approche de négociation adaptative et simultanée comme extension de la négociation bilatérale. Nous proposons d’exploiter les changements de charge de travail en termes de disponibilité et de tarification des ressources afin de renégocier simultanément avec plusieurs utilisateurs non acceptés (c’est-à-dire rejetés lors de la première session de négociation) avant la création du contrat SLA. (4) Afin de gérer toute violation possible de SLA, nous proposons une approche proactive de renégociation après l’établissement de SLA. La renégociation est lancée lors de la détection d’un événement inattendu (par exemple, une panne de ressources) pendant le processus d’approvisionnement. Les stratégies de renégociation proposées visent à minimiser la perte de profit pour le fournisseur et à assurer la continuité du service pour le consommateur. Les approches proposées sont mises en œuvre et les expériences prouvent les avantages d’ajouter la (re)négociation au processus d’approvisionnement. L’utilisation de la (re)négociation améliore le bénéfice du fournisseur, le nombre de demandes acceptées et la satisfaction du client.Cloud provisioning is the process of deployment and management of applications on public cloud infrastructures. Cloud provisioning is used increasingly because it enables business providers to focus on their business without having to manage and invest in infrastructure. Cloud provisioning includes two levels of interaction: (1) between end-users and business providers for application provisioning; and (2) between business providers and resource providers for virtual resource provisioning.The cloud market nowadays is a complex environment where business providers need to maximize their monetary profit, and where end-users look for the most efficient services with the lowest prices. With the growth of competition in the cloud, business providers must ensure efficient provisioning that maximizes customer satisfaction and optimizes the providers’ profit. So, both providers and users must be satisfied in spite of their conflicting needs. Negotiation is an appealing solution to solve conflicts and bridge the gap between providers’ capabilities and users’ requirements. Intuitively, automated Service Level Agreement (SLA) negotiation helps in reaching an agreement that satisfies both parties. However, to be efficient, automated negotiation should consider the properties of cloud provisioning mainly the two interaction levels, and complexities related to dynamicity (e.g., dynamically-changing resource availability, dynamic pricing, dynamic market factors related to offers and demands), which greatly impact the success of the negotiation. The main contributions of this thesis tackling the challenge of multi-level negotiation in a dynamic context are as follows: (1) We propose a generic negotiator model that considers the dynamic nature of cloud provisioning and its potential impact on the decision-making outcome. Then, we build a multi-layer negotiation framework built upon that model by instantiating it among Cloud layers. The framework includes negotiator agents. These agents are in communication with the provisioning modules that have an impact on the quality and the price of the service to be provisioned (e.g, the scheduler, the monitor, the market prospector). (2) We propose a bilateral negotiation approach between end-users and business providers extending an existing provisioning approach. The proposed decision-making strategies for negotiation are based on communication with the provisioning modules (the scheduler and the VM provisioner) in order to optimize the business provider’s profit and maximize customer satisfaction. (3) In order to maximize the number of clients, we propose an adaptive and concurrent negotiation approach as an extension of the bilateral negotiation. We propose to harness the workload changes in terms of resource availability and pricing in order to renegotiate simultaneously with multiple non-accepted users (i.e., rejected during the first negotiation session) before the establishment of the SLA. (4) In order to handle any potential SLA violation, we propose a proactive renegotiation approach after SLA establishment. The renegotiation is launched upon detecting an unexpected event (e.g., resource failure) during the provisioning process. The proposed renegotiation decision-making strategies aim to minimize the loss in profit for the provider and to ensure the continuity of the service for the consumer. The proposed approaches are implemented and experiments prove the benefits of adding (re)negotiation to the provisioning process. The use of (re)negotiation improves the provider’s profit, the number of accepted requests, and the client’s satisfaction