Dynamic Policies for Cooperative Networked Systems

A set of economic entities embedded in a network graph collaborate by opportunistically exchanging their resources to satisfy their dynamically generated needs. Under what conditions their collaboration leads to a sustainable economy? Which online policy can ensure a feasible resource exchange point will be attained, and what information is needed to implement it? Furthermore, assuming there are different resources and the entities have diverse production capabilities, which production policy each entity should employ in order to maximize the economy's sustainability? Importantly, can we design such policies that are also incentive compatible even when there is no a priori information about the entities' needs? We introduce a dynamic production scheduling and resource exchange model to capture this fundamental problem and provide answers to the above questions. Applications range from infrastructure sharing, trade and organisation management, to social networks and sharing economy services.Comment: 6-page version appeared at ACM NetEcon' 1

Exchange of Services in Networks: Competition, Cooperation, and Fairness

Exchange of services and resources in, or over, networks is attracting nowadays renewed interest. However, despite the broad applicability and the extensive study of such models, e.g., in the context of P2P networks, many fundamental questions regarding their properties and efficiency remain unanswered. We consider such a service exchange model and analyze the users' interactions under three different approaches. First, we study a centrally designed service allocation policy that yields the fair total service each user should receive based on the service it others to the others. Accordingly, we consider a competitive market where each user determines selfishly its allocation policy so as to maximize the service it receives in return, and a coalitional game model where users are allowed to coordinate their policies. We prove that there is a unique equilibrium exchange allocation for both game theoretic formulations, which also coincides with the central fair service allocation. Furthermore, we characterize its properties in terms of the coalitions that emerge and the equilibrium allocations, and analyze its dependency on the underlying network graph. That servicing policy is the natural reference point to the various mechanisms that are currently proposed to incentivize user participation and improve the efficiency of such networked service (or, resource) exchange markets.Comment: to appear in ACM Sigmetrics 201

A Framework for Routing and Congestion Control for Multicast Information Flows

We propose a new multicast routing and scheduling algorithm called multipurpose multicast routing and scheduling algorithm (MMRS). The routing policy load balances among various possible routes between the source and the destinations, basing its decisions on the message queue lengths at the source node. The scheduling is such that the flow of a session depends on the congestion of the next hop links. MMRS is throughput optimal. In addition, it has several other attractive features. It is computationally simple and can be implemented in a distributed, asynchronous manner. It has several parameters which can be suitably modified to control the end-to-end delay and packet loss in a topology-specific manner. These parameters can be adjusted to offer limited priorities to some desired sessions. MMRS is expected to play a significant role in end-to-end congestion control in the multicast scenario

Adaptive Graph Spatial-Temporal Transformer Network for Traffic Flow Forecasting

Traffic flow forecasting on graphs has real-world applications in many fields, such as transportation system and computer networks. Traffic forecasting can be highly challenging due to complex spatial-temporal correlations and non-linear traffic patterns. Existing works mostly model such spatial-temporal dependencies by considering spatial correlations and temporal correlations separately and fail to model the direct spatial-temporal correlations. Inspired by the recent success of transformers in the graph domain, in this paper, we propose to directly model the cross-spatial-temporal correlations on the spatial-temporal graph using local multi-head self-attentions. To reduce the time complexity, we set the attention receptive field to the spatially neighboring nodes, and we also introduce an adaptive graph to capture the hidden spatial-temporal dependencies. Based on these attention mechanisms, we propose a novel Adaptive Graph Spatial-Temporal Transformer Network (ASTTN), which stacks multiple spatial-temporal attention layers to apply self-attention on the input graph, followed by linear layers for predictions. Experimental results on public traffic network datasets, METR-LA PEMS-BAY, PeMSD4, and PeMSD7, demonstrate the superior performance of our model

Deep Reinforcement Learning-based Rebalancing Policies for Profit Maximization of Relay Nodes in Payment Channel Networks

Payment channel networks (PCNs) are a layer-2 blockchain scalability solution, with its main entity, the payment channel, enabling transactions between pairs of nodes "off-chain," thus reducing the burden on the layer-1 network. Nodes with multiple channels can serve as relays for multihop payments by providing their liquidity and withholding part of the payment amount as a fee. Relay nodes might after a while end up with one or more unbalanced channels, and thus need to trigger a rebalancing operation. In this paper, we study how a relay node can maximize its profits from fees by using the rebalancing method of submarine swaps. We introduce a stochastic model to capture the dynamics of a relay node observing random transaction arrivals and performing occasional rebalancing operations, and express the system evolution as a Markov Decision Process. We formulate the problem of the maximization of the node's fortune over time over all rebalancing policies, and approximate the optimal solution by designing a Deep Reinforcement Learning (DRL)-based rebalancing policy. We build a discrete event simulator of the system and use it to demonstrate the DRL policy's superior performance under most conditions by conducting a comparative study of different policies and parameterizations. Our work is the first to introduce DRL for liquidity management in the complex world of PCNs.Comment: Best Paper Award at the 4th International Conference on Mathematical Research for the Blockchain Economy (MARBLE 2023). 28 pages; minor language edits and fixes; acknowledgments added; results unchange

Fair Bandwidth Allocation for Multicasting in Networks with Discrete Feasible Set

We study fairness in allocating bandwidth for loss-tolerant real-time multicast applications. We assume that the traffic is encoded in several layers so that the network can adapt to the available bandwidth and receiver processing capabilities by varying the number of layers delivered. We consider the case where receivers cannot subscribe to fractional layers. Therefore, the network can allocate only a discrete set of bandwidth to a receiver, whereas a continuous set of rates can be allocated when receivers can subscribe to fractional layers. Fairness issues differ vastly in these two different cases. Computation of lexicographic optimal rate allocation becomes NP-hard in this case, while lexicographic optimal rate allocation is polynomial complexity computable when fractional layers can be allocated. Furthermore, maxmin fair rate vector may not exist in this case. We introduce a new notion of fairness, maximal fairness. Even though maximal fairness is a weaker notion of fairness, it has many intuitively appealing fairness properties. For example, it coincides with lexicographic optimality and maxmin fairness, when maxmin fair rate allocation exists. We propose a polynomial complexity algorithm for computation of maximally fair rates allocated to various source-destination pairs, which incidentally computes the maxmin fair rate allocation, when the latter exists