A distributed auctioneer for resource allocation in decentralized systems

In decentralized systems, nodes often need to coordinate to access shared resources in a fair manner. One approach to perform such arbitration is to rely on auction mechanisms. Although there is an extensive literature that studies auctions, most of these works assume the existence of a central, trusted auctioneer. Unfortunately, in fully decentralized systems, where the nodes that need to cooperate operate under separate spheres of control, such central trusted entity may not exist. Notable examples of such decentralized systems include community networks, clouds of clouds, cooperative nano data centres, among others. In this paper, we make theoretical and practical contributions to distribute the role of the auctioneer. From the theoretical perspective, we propose a framework of distributed simulations of the auctioneer that are Nash equilibria resilient to coalitions and asynchrony. From the practical perspective, our protocols leverage the distributed nature of the simulations to parallelise the execution. We have implemented a prototype that instantiates the framework for bandwidth allocation in community networks, and evaluated it in a real distributed setting.Peer ReviewedPostprint (author's final draft

Evaluating the effectiveness of explanations for recommender systems : Methodological issues and empirical studies on the impact of personalization

Peer reviewedPostprin

Enhancing cooperation in wireless networks using different concepts of game theory

PhDOptimizing radio resource within a network and across cooperating heterogeneous networks is the focus of this thesis. Cooperation in a multi-network environment is tackled by investigating network selection mechanisms. These play an important role in ensuring quality of service for users in a multi-network environment. Churning of mobile users from one service provider to another is already common when people change contracts and in a heterogeneous communication environment, where mobile users have freedom to choose the best wireless service-real time selection is expected to become common feature. This real time selection impacts both the technical and the economic aspects of wireless network operations. Next generation wireless networks will enable a dynamic environment whereby the nodes of the same or even different network operator can interact and cooperate to improve their performance. Cooperation has emerged as a novel communication paradigm that can yield tremendous performance gains from the physical layer all the way up to the application layer. Game theory and in particular coalitional game theory is a highly suited mathematical tool for modelling cooperation between wireless networks and is investigated in this thesis. In this thesis, the churning behaviour of wireless service users is modelled by using evolutionary game theory in the context of WLAN access points and WiMAX networks. This approach illustrates how to improve the user perceived QoS in heterogeneous networks using a two-layered optimization. The top layer views the problem of prediction of the network that would be chosen by a user where the criteria are offered bit rate, price, mobility support and reputation. At the second level, conditional on the strategies chosen by the users, the network provider hypothetically, reconfigures the network, subject to the network constraints of bandwidth and acceptable SNR and optimizes the network coverage to support users who would otherwise not be serviced adequately. This forms an iterative cycle until a solution that optimizes the user satisfaction subject to the adjustments that the network provider can make to mitigate the binding constraints, is found and applied to the real network. The evolutionary equilibrium, which is used to 3 compute the average number of users choosing each wireless service, is taken as the solution. This thesis also proposes a fair and practical cooperation framework in which the base stations belonging to the same network provider cooperate, to serve each other‘s customers. How this cooperation can potentially increase their aggregate payoffs through efficient utilization of resources is shown for the case of dynamic frequency allocation. This cooperation framework needs to intelligently determine the cooperating partner and provide a rational basis for sharing aggregate payoff between the cooperative partners for the stability of the coalition. The optimum cooperation strategy, which involves the allocations of the channels to mobile customers, can be obtained as solutions of linear programming optimizations

Resource Allocation and Pricing in Secondary Dynamic Spectrum Access Networks

The paradigm shift from static spectrum allocation to a dynamic one has opened many challenges that need to be addressed for the true vision of Dynamic Spectrum Access (DSA) to materialize. This dissertation proposes novel solutions that include: spectrum allocation, routing, and scheduling in DSA networks. First, we propose an auction-based spectrum allocation scheme in a multi-channel environment where secondary users (SUs) bid to buy channels from primary users (PUs) based on the signal to interference and noise ratio (SINR). The channels are allocated such that i) the SUs get their preferred channels, ii) channels are re-used, and iii) there is no interference. Then, we propose a double auction-based spectrum allocation technique by considering multiple bids from SUs and heterogeneity of channels. We use virtual grouping of conflict-free buyers to transform multi-unit bids to single-unit bids. For routing, we propose a market-based model where the PUs determine the optimal price based on the demand for bandwidth by the SUs. Routes are determined through a series of price evaluations between message senders and forwarders. Also, we consider auction-based routing for two cases where buyers can bid for only one channel or they could bid for a combination of non-substitutable channels. For a centralized DSA, we propose two scheduling algorithms-- the first one focuses on maximizing the throughput and the second one focuses on fairness. We extend the scheduling algorithms to multi-channel environment. Expected throughput for every channel is computed by modelling channel state transitions using a discrete-time Markov chain. The state transition probabilities are calculated which occur at the frame/slot boundaries. All proposed algorithms are validated using simulation experiments with different network settings and their performance are studied

A new mixed multiplicative-additive model for seasonal adjusment

Usually, seasonal adjustment is based on time series models which decompose an unadjusted series into the sum or the product of four unobservable components (trendcycle, seasonal, working-day and irregular components). In the case of clearly weatherdependent output in the west German construction industry, traditional considerations lead to an additive model. However, this results in an over-adjustment of calendar effects. An alternative is a multiplicative-additive mixed model, the estimation of which is illustrated using X-12-ARIMA. Finally, the relevance of the new model is shown by analysing selected time series for different countries. --Seasonal adjustment,calendar adjustment,over-adjustment,multiplicative-additive model,X-12-ARIMA

Monopolistic product line competition with ex post consumer heterogeneity

We model monopolistic competition in product lines, assuming that consumer heterogeneity is the result rather than the cause of product variety. Our results contradict some well-known policy implications yielded by the standard monopolistic competition framework

Risk measure changes and portfolio optimization theory

Imperial Users onl