1,231 research outputs found

    Proportional fairness in wireless powered CSMA/CA based IoT networks

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    This paper considers the deployment of a hybrid wireless data/power access point in an 802.11-based wireless powered IoT network. The proportionally fair allocation of throughputs across IoT nodes is considered under the constraints of energy neutrality and CPU capability for each device. The joint optimization of wireless powering and data communication resources takes the CSMA/CA random channel access features, e.g. the backoff procedure, collisions, protocol overhead into account. Numerical results show that the optimized solution can effectively balance individual throughput across nodes, and meanwhile proportionally maximize the overall sum throughput under energy constraints.Comment: Accepted by Globecom 201

    Modeling the performance of distributed fiber optical sensor based on spontaneous Brillouin scattering

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    An optical model to simulate the distributed fiber optical sensor based on spontaneous Brillouin spectrum is derived. The reliability of this model is validated with experimental measurements. Using this analytical expression, parametric studies are conducted to investigate impacts of key factors including fiber loss, signal to noise ratio, bandwidth and scanning step on the optical fiber sensor measurement error. The simulation results exhibit good agreement with previous published calculation results. Applying this novel model into the data interpretation, measurement error of distributed fiber optical sensor based on spontaneous Brillouin scattering can be better controlled

    Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control

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    In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and completely different from the existing results for one-dimensional case. Using these and other delicate tools, we then construct solutions to coupled two-dimensional stochastic Riccati equation with jumps in both standard and singular cases. In the end, these results are applied to solve a cone-constrained stochastic linear-quadratic and a mean-variance portfolio selection problem with jumps. Different from no jump problems, the optimal (relative) state processes may change their signs, which is of course due to the presence of jumps

    Constrained monotone mean-variance problem with random coefficients

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    This paper studies the monotone mean-variance (MMV) problem and the classical mean-variance (MV) problem with convex cone trading constraints in a market with random coefficients. We provide semiclosed optimal strategies and optimal values for both problems via certain backward stochastic differential equations (BSDEs). After noting the links between these BSDEs, we find that the two problems share the same optimal portfolio and optimal value. This generalizes the result of Shen and Zou [[ SIAM J. Financial Math., 13 (2022), pp. SC99-SC112]] from deterministic coefficients to random ones
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