Online Multidimensional Packing Problems in the Random-Order Model

We study online multidimensional variants of the generalized assignment problem which are used to model prominent real-world applications, such as the assignment of virtual machines with multiple resource requirements to physical infrastructure in cloud computing. These problems can be seen as an extension of the well known secretary problem and thus the standard online worst-case model cannot provide any performance guarantee. The prevailing model in this case is the random-order model, which provides a useful realistic and robust alternative. Using this model, we study the d-dimensional generalized assignment problem, where we introduce a novel technique that achieves an O(d)-competitive algorithms and prove a matching lower bound of Omega(d). Furthermore, our algorithm improves upon the best-known competitive-ratio for the online (one-dimensional) generalized assignment problem and the online knapsack problem

How to Handle Assumptions in Synthesis

The increased interest in reactive synthesis over the last decade has led to many improved solutions but also to many new questions. In this paper, we discuss the question of how to deal with assumptions on environment behavior. We present four goals that we think should be met and review several different possibilities that have been proposed. We argue that each of them falls short in at least one aspect.Comment: In Proceedings SYNT 2014, arXiv:1407.493

Investing in times of inflation fears: Diversification properties of investments in liquid real assets

The financial crisis and the rescue measures taken by governments and central banks increased investors' interest in liquidity and in real assets supposed to offer a hedge against inflation. Against this background, we investigate empirically four real assets (real estate, commodities, infrastructure, and shipping) for which there are investment instruments available which trade in liquid markets. Our empirical study using data from 1999 to 2009 yields several results: First, in most cases, the addition of real assets improved portfolio performance (measured with Sharpe ratio, Sortino ratio, Omega ratio, and Modified Sharpe ratio) in comparison with a base portfolio consisting only of standard stocks and bonds. Among the four real assets, infrastructure and shipping clearly outperformed commodities and real estate. Second, the time frame chosen for the analysis matters very much. This is bad news for investors because there is no such thing as the single 'true' time frame for this purpose. Due to our analytical approach, we regard our conclusions, in spite of their general time dependence, as rather solid. Third, despite great conceptual differences, our four performance measures lead to the same conclusions. This result is interesting for investors beyond our specific setting because the selection of a specific performance measure from the vast supply of such measures does not seem to matter much. --diversification,inflation,portfolio choice,investments in real assets

Quantifying the efficiency of price-only contracts in push supply chains over demand distributions of known supports

In this paper, we quantify the efficiency of price-only contracts in supply chains with demand distributions by imposing prior knowledge only on the support, namely, those distributions with support [a, b] for 0 < a <_ b < +1. By characterizing the price of anarchy (PoA) under various push supply chain configurations, we enrich the application scope of the PoA concept in supply chain contracts along with complementary managerial insights. One of our major findings is that our quantitative analysis can identify scenarios where the price-only contract actually maintains its efficiency, namely, when the demand uncertainty, measured by the relative range b/a, is relatively low, entailing the price-only contract to be more attractive in this regard

Existence of Oscillations in Cyclic Gene Regulatory Networks with Time Delay

This paper is concerned with conditions for the existence of oscillations in gene regulatory networks with negative cyclic feedback, where time delays in transcription, translation and translocation process are explicitly considered. The primary goal of this paper is to propose systematic analysis tools that are useful for a broad class of cyclic gene regulatory networks, and to provide novel biological insights. To this end, we adopt a simplified model that is suitable for capturing the essence of a large class of gene regulatory networks. It is first shown that local instability of the unique equilibrium state results in oscillations based on a Poincare-Bendixson type theorem. Then, a graphical existence condition, which is equivalent to the local instability of a unique equilibrium, is derived. Based on the graphical condition, the existence condition is analytically presented in terms of biochemical parameters. This allows us to find the dimensionless parameters that primarily affect the existence of oscillations, and to provide biological insights. The analytic conditions and biological insights are illustrated with two existing biochemical networks, Repressilator and the Hes7 gene regulatory networks

Non-Zero Sum Games for Reactive Synthesis

In this invited contribution, we summarize new solution concepts useful for the synthesis of reactive systems that we have introduced in several recent publications. These solution concepts are developed in the context of non-zero sum games played on graphs. They are part of the contributions obtained in the inVEST project funded by the European Research Council.Comment: LATA'16 invited pape

Openess to trade and industry cost dispersion: Evidence from a panel of Italian firms

We use Italian firm-level data to investigate the impact of trade openness on the distribution of firms across marginal cost levels. In so doing, we implement a procedure that allows us to control not only for the standard transmission bias identified in firm-level TFP regressions but also for the omitted price bias due to imperfect competition. We find that more open industries are characterized by a smaller dispersion of costs across active firms. Moreover, in those industries the average cost is also smaller.Cost dispersion, openness to trade, firm-level data, firm selection, total factor productivity.

Linear quadratic servo control of a reusable rocket engine

A design method for a servo compensator is developed in the frequency domain using singular values. The method is applied to a reusable rocket engine. An intelligent control system for reusable rocket engines was proposed which includes a diagnostic system, a control system, and an intelligent coordinator which determines engine control strategies based on the identified failure modes. The method provides a means of generating various linear multivariable controllers capable of meeting performance and robustness specifications and accommodating failure modes identified by the diagnostic system. Command following with set point control is necessary for engine operation. A Kalman filter reconstructs the state while loop transfer recovery recovers the required degree of robustness while maintaining satisfactory rejection of sensor noise from the command error. The approach is applied to the design of a controller for a rocket engine satisfying performance constraints in the frequency domain. Simulation results demonstrate the performance of the linear design on a nonlinear engine model over all power levels during mainstage operation

Sequential Randomized Algorithms for Convex Optimization in the Presence of Uncertainty

In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full constraint satisfaction and partial constraint satisfaction, respectively, is given. The proposed methods allow to enlarge the applicability of the existing randomized methods to real-world applications involving a large number of design variables. Since the proposed approach does not provide a priori bounds on the sample complexity, extensive numerical simulations, dealing with an application to hard-disk drive servo design, are provided. These simulations testify the goodness of the proposed solution.Comment: 18 pages, Submitted for publication to IEEE Transactions on Automatic Contro