Drift rate control of a Brownian processing system

A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves according to the differential relationship dZ=dX-\theta(Z) dt+dL-dU, where X is a (0,\sigma) Brownian motion, and L and U are increasing processes that enforce a lower reflecting barrier at Z=0 and an upper reflecting barrier at Z=b, respectively. The cumulative cost process increases according to the differential relationship d\xi =c(\theta(Z)) dt+p dU, where c(\cdot) is a nondecreasing cost of control and p>0 is a penalty rate associated with displacement at the upper boundary. The objective is to minimize long-run average cost. This problem is solved explicitly, which allows one to also solve the following, essentially equivalent formulation: minimize the long-run average cost of control subject to an upper bound constraint on the average rate at which U increases. The two special problem features that allow an explicit solution are the use of a long-run average cost criterion, as opposed to a discounted cost criterion, and the lack of state-related costs other than boundary displacement penalties. The application of this theory to power control in wireless communication is discussed.Comment: Published at http://dx.doi.org/10.1214/105051604000000855 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

FLEET: Butterfly Estimation from a Bipartite Graph Stream

We consider space-efficient single-pass estimation of the number of butterflies, a fundamental bipartite graph motif, from a massive bipartite graph stream where each edge represents a connection between entities in two different partitions. We present a space lower bound for any streaming algorithm that can estimate the number of butterflies accurately, as well as FLEET, a suite of algorithms for accurately estimating the number of butterflies in the graph stream. Estimates returned by the algorithms come with provable guarantees on the approximation error, and experiments show good tradeoffs between the space used and the accuracy of approximation. We also present space-efficient algorithms for estimating the number of butterflies within a sliding window of the most recent elements in the stream. While there is a significant body of work on counting subgraphs such as triangles in a unipartite graph stream, our work seems to be one of the few to tackle the case of bipartite graph streams.Comment: This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in Seyed-Vahid Sanei-Mehri, Yu Zhang, Ahmet Erdem Sariyuce and Srikanta Tirthapura. "FLEET: Butterfly Estimation from a Bipartite Graph Stream". The 28th ACM International Conference on Information and Knowledge Managemen