Stochastic Game Formulation for Cognitive Radio Networks- Short Paper

Size: px
Start display at page:

Download "Stochastic Game Formulation for Cognitive Radio Networks- Short Paper"

Transcription

1 Sochasc Game Formulaon for Cognve Rado Neworks- Shor Paper Fangwen Fu and haela van der Schaar Elecrcal Engneerng Deparmen Unversy of Calforna Los Angeles (UCLA) Los Angeles Calforna USA {fwfu Absrac In hs paper we model he varous wreless users n a cognve rado nework as a collecon of selfsh auonomous agens ha sraegcally nerac n order o compee for he dynamcally avalable specrum opporunes. We propose a sochasc game framework o model how he compeon among users for specrum opporunes evolves over me. A each sage of he dynamc resource allocaon a specrum moderaor aucons he avalable resources and he users sraegcally bd for he requred resources. Based on he observed resource allocaon and correspondng rewards from prevous allocaons we propose a bes response learnng algorhm ha can be deployed by wreless users o mprove her bddng polcy a each sage. The smulaon resuls show ha by deployng he proposed bes response learnng algorhm he wreless users can sgnfcanly mprove her own performance n erms of boh he packe loss rae and he ncurred cos for he used resources. Keywords- ul-user Resource anagemen; Ineracve Learnng Cognve Rado Neworks Sochasc game I. INTRODUCTION One vson for emergng cognve rado neworks assumes ha ceran porons of he specrum wll be opened up for secondary users (SUs) whch can auonomously and opporunscally share he specrum once prmary users (PUs) are no acve [3][4][5]. Imporanly n cognve rado neworks heerogeneous wreless users wh dfferen ules delay olerances raffc characerscs nerference avodance knowledge and ably o adap wll need o coexs n he same band. Curren soluons do no provde far or effcen resource managemen for delay-sensve applcaons such as mulmeda sreamng n he cognve rado neworks. Thus o enable he prolferaon of mulmeda applcaons over cognve rado neworks wreless soluons for dynamc specrum access and resource managemen wll need o consder he sysem dynamcs as well as he heerogeney of wreless users. oreover SUs wll need o possess learnng ables o be able o sraegcally nfluence and adap o he dynamc specrum dvson. Usng her knowledge SU can proacvely harves resources based on her dynamc resource requremens as well as opmally adap her cross-layer ransmsson sraeges o he envronmen dynamcs and mevaryng gahered resources. Such dynamc and compeve soluons for specrum access and proocol desgn lead o more effcen and far wreless neworks han curren soluons whch requre SUs o blndly follow predeermned or sac proocol rules []. In our consdered cognve rado neworks he SUs are modeled as raonal and sraegc. We model he specrum managemen as a sochasc game [6] n whch he SUs smulaneously and repeaedly compee for he avalable Ths work was suppored n par by NSF CAREER Award CCF and n par by grans from ONR. nework resources. The compeon for he dynamc resources s asssed by a cenral coordnaor (smlar o ha n exsng wreless LAN sandards such as 802.e HCF [7]). We refer o hs coordnaor as he cenral specrum moderaor (CS). The role of he CS s o allocae resources o he SUs based on pre-deermned uly maxmzaon rule. In hs paper o explcly consder he sraegc behavor of he auonomous SUs and he nformaonally-decenralzed naure of he compeon for wreless resources we assume ha he CS deploys an aucon mechansm for dynamcally allocang resources. In order o capure he nework dynamcs we allow he CS o repeaedly aucon he avalable specrum opporunes based on he PUs behavors. eanwhle each SU s allowed o sraegcally adap s bddng sraegy based on nformaon abou he avalable specrum opporunes s source and channel characerscs and he mpac of he oher SUs bddng acons. Usng hs sochasc wreless allocaon framework we can develop a learnng mehodology for SUs o mprove her polces for playng he aucon game.e. he polces for generang he bds o compee for he avalable resources. The dealed learnng algorhm s presened n [2]. Specfcally durng he repeaed mul-user neracon he SUs can observe paral hsorc nformaon of he oucome of he aucon game hrough whch he SUs can esmae he mpac on her fuure rewards and hen adop her bes response n order o effecvely compee for he channel opporunes. The paper s organzed as follows. In Secon II we nroduce a sochasc game formulaon for mul-user neracon n he cognve rado neworks. In Secon III we specfy he deals of he sochasc game n our cognve rado neworks and characerze he bes response o play hs game. In Secon IV we presen he smulaon resuls followed by he conclusons n Secon V. II. DYNAIC ULTI-USER WIRELESS RESOURCE GAE FORULATION As menoned n he nroducon we focus n hs paper on developng wreless resource markes for secondary neworks (SN). In SN he SUs can opporunscally ulze he nework resources ha are vacaed by he PUs. For llusraon purposes we assume ha he SN consss of SUs whch are ndexed by { }. The SUs compee for he dynamcally avalable ransmsson opporunes based on her own prvae nformaon and knowledge abou oher SUs and avalable resources (and/or PUs behavors). In each me slo Δ T he SUs compee wh each oher for specrum access and gven he allocaed ransmsson opporunes hey deploy opmzed cross-layer sraeges o ransm her delay-sensve bsreams /08/$ IEEE

2 Durng each me slo a sae of nework resources can be defned o represen he avalable ransmsson opporunes n a SN whch s denoed by w W where W s he se of possble resource saes. We can also defne saes for he SUs. For nsance he saes may represen her prvae nformaon whch ncludes he raffc and channel characerscs. The curren sae of a SU s denoed by s S where S s he se of possble saes of SU. A each me slo SU wll deploy an acon o compee for he nework resources. Ths acon s denoed by a A where A s he se of possble acons. An example of he acons n wreless neworks s he seleced ransm power n nerference channels or he declared resource reques lke he TSPEC n 802.e WLANs. In hs paper we formulae he mul-user wreless cognve resource compeon as a sochasc game. Formally he sochasc game s defned as a uple ( I SWA P s P w R) where I s he se of agens (SUs).e. I ={... } S s he se of sae profles of all SUs.e. S = S S wh S beng he sae se of SU W s he se of nework resource sae. A s he jon acon space A = A A wh A beng he acon se avalable for SU o play he resource sharng game P s s a ranson probably funcon defned as a mappng from he curren sae profle s S correspondng jon acons a A and he nex sae profle s ' S o a real number beween 0 and.e. P s: S A S [0]. P w s a ranson probably funcon defned as a mappng from he curren resource sae w W and he nex sae w W o a real number beween 0 and.e. P w: W W [0]. R s a reward vecor funcon defned as a mappng from he avalable resource w he curren sae profle s S and correspondng jon acons a A o an -dmensonal real vecor wh each elemen beng he reward o a parcular agen.e. RW : S A. The sae ranson P w for he nework resource sae s deermned by he PUs and no by he SUs. In oher words he SUs acons wll no affec he nework resource sae ranson. Ths srucure acually opens an opporuny o allow he PUs o be agens wh hgher prores n hs sochasc game. III. SPECIFICATION OF STOCHASTIC GAE FOR COGINITVE RADIO NETWORKS As an llusraon example we consder ha he SN can be formed across N channels each ndexed by j {... N}. A each me slo each channel s assumed o be n one of he followng wo saes: ON (hs channel s currenly used by he PUs) or OFF (hs channel s no used by he PUs and hence s an opporuny for he SUs o use). Whn each me slo he channel s only OFF or ON [8]. A me slo he avalably of each channel j s denoed by w j { 0} wh w j beng 0 f he channel s n ON sae and beng f s n OFF sae. The channel avalably profle for he N channels s represened by w = [ w... w ] whch s he N sae of he nework resource a me slo. A. Saes for each SU We assume ha he SU deploys a delay-sensve applcaon. The daa of he applcaon layer s packezed wh an average packe lengh. In hs paper we consder mulmeda applcaons where he applcaon packes have a hard delay deadlne.e. he packes wll expre n J sages afer hey are ready for ransmsson. Then we can defne he T sae of he buffer as v = [ v vj ] where v j ( j J ) s he number of packes wang for ransmsson ha have a remanng lfe me of j me slos. The condon of channel j experenced by SU s represened by he Sgnal-o-Nose Rao (SNR) and s denoed as c j n db. The channel condon profle s gven by c = [ c cn ]. To model he dynamcs experenced by SU a me n he cognve rado nework we defne a sae s = ( v c ) S whch encapsulaes he curren buffer sae as well as he sae of each channel. The envronmen experenced by each SU s characerzed by he packe arrvals from he (mulmeda) source (.e. source/raffc characerzaon) conneced wh he ransmer he specrum opporunes released by PUs and he channel condons. Dfferen models can be used by a SU o characerze he envronmen. However he accuracy of he deployed models wll only affec he performance of he proposed soluon and no he general framework for muluser sochasc game model presened here. B. Sae ranson and sage reward Snce he nework resource sae s no affeced by he acons performed by he SUs he ranson of w can be modeled as a fne sae arkov chan [8]. The ranson probably s denoed by ( p w w w ). In hs example we assume ha he ranson probably ( p w w w ) s known by all he SUs and CS. However more complcaed models for he nework resource sae ranson can also be nvolved n our sochasc game framework [9]. When SU receves he resource allocaon z can ransm n packes durng me slo whch s denoed as Ψ( ) T n( s ) = c z z () where Ψ( ) s he effecve rae funcon he form of whch depends on he proocols mplemened a he SU. Then he buffer sae can be updaed as v2 max ( n v 0) v j v j = v( j ) max n vm 0 (2) m= v J Y where Y s he random varable represenng he number of packes arrvng a me slo havng lfe me J. The dsrbuon of Y s denoed by p Y ( l ). Hence he ranson probable s gven by f v.( 2) sasfes eq P () Y l p( v v z ) = & Y = l (3) 0 ow.. The channel condon c depends on he channel gan and he power level for ransmsson. The channel gan s generally modeled as a FSC [0]. In hs example we also consder ha he power allocaon s consan durng he daa ransmsson and hence he channel condon c can be formulaed as a FSC wh ranson probably c c. ( ) p

3 The sae ranson probably for SU s gven by ps( s s z ) = p( v v z ) p( c c ). (4) Here we assume ha he ranson of he channel condon s ndependen of he ranson of buffer sae. The uly for he delay-sensve applcaon a me slo s defned here as J u( s z ) = mn n v j λg max { v n0} (5) j = where λ g s he parameer o rade-off he receved and los packes. ore sophscaed uly formulaons for mulmeda ransmsson whch consder he explc mpac on he mulmeda qualy (e.g. PSNR) can be found n []. C. Resource allocaon rule We model he mul-user wreless resource allocaon as an aucon for specrum opporunes held by he CS durng each me slo. The SUs calculae he acon a based on he nformaon abou he nework resources and her own prvae nformaon abou he envronmen hey experence. In hs aucon game he acon s he compeon bd.e. a s he amoun of bd submed o he CS. We use he acon and bd nerchangeably. Subsequenly each SU subms he bd a o he CS. Afer recevng he bd vecors from he SUs he CS compues he channel allocaon z for each SU based on he submed bds. To compel he SUs o declare her bds ruhfully [] he CS also compues he paymen τ ha he SUs have o pay for he use of resources durng he curren sage of he game. The negave value of he paymen means he absolue value ha SU has o pay he CS for he used resources. The aucon resul s hen ransmed back o he SUs whch can deploy her ransmsson sraeges n dfferen layers and send daa over he assgned channel. Afer he daa ransmsson anoher aucon sars a he nex me slo. The compuaon of he allocaon z and paymen τ s descrbed as follows. Afer each SU subms he bd vecor he CS performs wo compuaons: () channel allocaon and () paymen compuaon. Durng he frs phase he CS allocaes he resources o SUs based on s adoped farness rule e.g. maxmzng he oal socal welfare : op z = arg max ( ) h a z w (6) z = where h ( ) s he uly funcon of SU seen by he CS. Noe ha hs uly can be represened by eher he effecve rae or me on he nework allocaed o each user or can be deermned n he uly doman by consderng he resulng uly-rae funcons of he deployed mulmeda coders []. Unlke he aucons n [4][5] We wll consder n hs paper a second prce aucon mechansm [2] for deermnng he ax ha needs o be pad by SU based on he above op opmal channel assgnmen z. Ths aucon mechansm enables each SU o ruhfully declare her resource requremen a each sage. Ths ax equals: τ op j j j j z j= j j= j = h ( a z w) max h ( a z w). (7) For smplcy we can denoe he oupu of he resource allocaon game as r = ( z τ ) = Ω( a w ). D. Selecng he Polcy for Playng he Resource anagemen Game In he cognve rado nework we assume ha he sochasc game s played by all SUs for an nfne number of sages. Ths assumpon s reasonable for applcaons havng a long duraon such as vdeo sreamng vdeoconferencng ec. In our nework seng we defne a hsory of he sochasc game up o me as h = { s w a b z τ... s w a b z τ s } H whch summarzes all prevous saes and he acons aken by he SUs as well as he oucomes a each sage of he aucon game and H s he se of all possble hsory up o me. However durng he sochasc game each SU canno observe he enre hsory bu raher par of he hsory h. The observaon of SU s denoed as o O and o h. Noe ha he curren sae s can be always observed.e. s o. Then a bddng polcy π : O A for SU a he me s defned as a mappng from he observaons up o he me no he specfc acon.e. a = π( o ). Furhermore a polcy profle π for SU aggregaes he bddng polces abou how o play he game over he enre course of he sochasc game.e. 0 π = ( π... π...). The polcy profle for all he SUs a me slo s denoed as π = ( π... π ) = ( π π ). The reward for SU a he me slo s R( s r ) = u( s z ) τ. Snce he resource allocaon also depends on oher SUs saes and acons he reward s furher expressed by R( s Ω( a a w )). We defne he bes response β for SU o oher SUs polces π as β ( π ) arg max Q (( π π ) ) (8) = s w - π where Q( π π - s w ) s he oal dscouned sum of rewards whch s defned as k k k k k - k k= The facor α ( 0 α ) ( ( )) Q (( π π ) s w ) = ( α ) R s Ω a a w (9) < s he dscouned facor deermned by a specfc applcaon (for nsance for vdeo sreamng applcaons hs facor can be se based on he olerable delay). The oal dscouned sum of rewards n Eq. (9) consss of wo pars: () he curren sage reward and () he expeced fuure reward dscouned by α. Noe ha SU canno ndependenly deermne he above value whou explcly knowng he polces and saes of oher SUs. The SU maxmzes he oal dscouned sum of fuure rewards n order o selec he bddng polcy whch explcly consders he mpac of he curren bd vecor on he expeced fuure rewards. The cenral ssue n he sochasc game s how he bes response polces can be deermned by he SUs. Ths wll be dscussed n Secon III.E. E. Characerzng he bes response polcy Recall ha durng each me slo he CS announces an aucon based on he avalable resources and hen SUs bd for he resources. To enable he successful deploymen of hs resource aucon mechansm we can prove smlarly o our pror work n [] ha SUs have no ncenve o msrepresen her nformaon.e. hey adhere o he ruh ellng polcy. We assume ha a each me slo SU has preference U j over he channel j whch capure he benef derved when usng ha channel. The preference U j s nerpreed as he benef obaned by SU when usng channel j compared o he benef when hs channel s no used. Noe ha hs benef

4 ( ) also ncludes he expeced fuure rewards. The opmal bd op a j ha SU can ake on he channel j a me s he bd maxmzng he ne benef U j τ. In he aucon dscussed n Secon III.C he opmal bd ha SU can make s op a j = U j.e. he opmal bd for SU s o announces s rue preference o he CS []. The proof s omed here due o space lmaons snce s smlar o ha n []. The paymen made by SU s compued by he CS based on he nconvenence ncurred by oher SUs due o SU durng ha me slo []. Nex we defne he preference U j n he conex of he sochasc game model. Usng he channel j when s avalable SU obans he mmedae gan u( s e j ) by ransmng he packes n s buffer where e j ndcaes ha channel j s allocaed o SU durng he curren me slo. SU hen moves no nex sae s from whch may oban he fuure reward Q ( π s w ). On he oher hand f no channel s assgned o SU receves he mmedae gan u( s 0 ) and hen moves no he nex sae s from whch may oban he fuure reward Q ( π s w ). We defne a feasble se of channel assgnmens o SU s opponens gven SU s channel allocaon z as Z -( z ) wh Z -( z ) = { Z N z {0}} kj = y k k j z j z j kj k z = = kj. The preference over he curren sae can be hen compued as U ( s w ) = j u ( s ej ) α p ( ) ( ) s s s ej pw w w (0) p ( ) ( ) s sk sk k Q s S z π s w w W Z ( ) Z ej k = u ( ) s 0 α p ( ) ( ) s s s 0 pw w w s S p ( ) s sk sk zk Q w W Z Z 0 k = ( π s w ) From hs equaon s clear ha he rue value U j depends on s own curren sae s bu also he oher SUs saes s he channel allocaons Z ( e j ) o he oher users when channel j s assgned o SU Z ( 0) when SU s no assgned o any channel and he sae ranson models ( ps sk sk z k ) k. However he oher SUs saes he channel allocaons and he sae ranson models of oher SUs are no known o SU and s hus mpossble for each SU o deermne s preference Uj ( s w ). Whou knowng he oher SUs saes and sae ranson models SU canno derve s opmal bddng sraegy op a j = Uj ( s w ). However f SU chooses he bd vecor by only maxmzng he mmedae reward u ( s z ) τ.e. he oal dscouned sum of reward degeneraes n Q( s w π ) = u ( s z ) τ by seng α = 0. Then he preference over channel j becomes Uj ( s y ) = u ( s e j ) u ( s 0). Snce now U j only depends on he sae s SU can compue boh he opmal bd vecor as well as he opmal bddng polcy. We refer o hs opmal bddng polcy as he myopc polcy snce only akes he mmedae reward no consderaon and gnores he fuure mpac. The myopc polcy s referred o as myopc π. To solve he dffcul problem of opmal bddng polcy selecon when α 0 an SU needs o forecas he mpac of s curren bddng acons on he expeced fuure rewards dscouned by α. The forecas can be performed usng learnng from s pas experences. F. Learnng for playng he game A key queson s wha needs o be learned whn a wreless sochasc game n order o mprove he polcy of an SU. Recall ha he opmal bddng polcy for SU s o generae a bd vecor ha represens s preferences U j j for usng dfferen channels. From III.E we can see ha SU needs o learn: () he sae space of oher SUs.e. S ; () he curren sae of oher SUs.e. s ; () he ranson probably of oher SUs.e. p ( s sk sk z k ); (v) he k resource allocaon Z-( e j ) j and Z -() 0 ; and (v) he dscouned sum of rewards Q ( π ( s s ) w ). However SU can only observes he nformaon ο = { s w a b z τ... s w a b z τ s } from whch SU canno accuraely nfer he oher SUs sae space and ranson probably. oreover capurng he exac nformaon abou oher SUs requres heavy compuaonal and sorage complexy. Insead we allow SU o classfy he space S no H classes each of whch s represened by a represenave sae s h h {... H}. By dvdng he sae space S he ranson probably p ( s sk sk z k ) s approxmaed k by ( ps s s z ) where s and s are he represenave saes of he classes ha s and s belong o. Ths approxmaon s performed by aggregang all oher SUs saes no one represenave sae and assumng ha he ranson depends on he resource allocaon z. Noe ha he classfcaon on he sae space S and approxmaon of he ranson probably and dscouned sum of rewards affecs he learnng performance. Hence a user should radeoff an ncreased learnng complexy for an ncreased learnng performance. The ranson probably ( p s s ) s z can be approxmaed usng occurrence frequency and he average rewards V (( s s )) can be learned usng he algorhm smlar o he Q-learnng [3]. The dealed learnng algorhm s presened n [2]. IV. SIULATION RESULTS In hs secon we am a quanfyng he performance of our proposed sochasc neracon and learnng framework. We assume ha he SUs compee for he avalable specrum opporunes n order o ransm delay-sensve mulmeda daa. In hs smulaon we consder fve SUs compeng for he avalable channel opporunes n he WLAN-lke cognve rado nework. The packe arrvals of all he fve SUs are modeled usng a Posson process wh he same average arrval rae of 2bps. The number of channels s 3 and he channel condon of all he fve SUs on each channel akes only hree values ( K = 3 ) whch are 8dB 23dB and 26dB. The ranson probables are l l 2 pj = pj = 0.4 pj = 0.2 pj = pj = 0.4 l 3 p j = 0.2 j l. The parameers of he model of he avalably of he channels o he SUs are NF FN pj = 0.7 pj = 0.3. The lengh of he me slo Δ T s 2 also 0 s. Smlar parameers are used for he fve SUs n order o clearly llusrae he performance dfferences obaned based on he dfferen sraeges.

5 In hs smulaon we consder only wo scenaros. In scenaro () all SUs deploy a myopc bddng sraegy myopc π = whle n scenaro (2) SU 5 deploys he mul-user learnng-based bddng sraegy π L 5 wh he dsc and he oher SUs deploy he myopc bddng myopc sraegy π = The packe loss rae and cos per me slo ncurred by he SUs are presened n Table. The accumulaed packe loss and cos of SU 5 for he fve scenaros are ploed n Fgure (a) and (b) respecvely. The average ax and cos s agan compued whn a me wndow of T = 000 slos. From Table we noe ha SU 5 sgnfcanly reduces he packe loss rae by 4.6% and average cos by 6.% by adopng he bes response learnng-based bddng sraegy. Fgure (a) and (b) furher verfy he mprovemen of he performance for SU 5. However oher SUs performances are decreased as hey need now o compee agans a learnng SU (.e. SU 5) whch s able o make beer bds for he avalable resources. V. CONCLUSION In hs paper we model he cognve rado resource allocaon problem as a sochasc game played among sraegc SUs. A each sage of he game he CS deploys a generalzed second prce aucon mechansm o allocae he avalable specrum resource. The SUs are allowed o smulaneously and ndependenly make bd decson on ha resource by consderng her curren saes experenced envronmen as well as he esmaed fuure reward. To mprove he bd decson a each sage we propose a bes response learnng algorhm o predc he possble fuure reward a each sae. The smulaon resuls show ha our proposed learnng algorhm can sgnfcanly mprove he SUs performance. Our fuure work wll focus on analyzng he performance of cognve rado neworks where mulple SUs are deployng varous learnng sraeges and proocols. Table. Performance of SU ~5 n he fve SUs nework SU SU 2 Packe Loss Average Packe Loss Average Rae (%) cos Rae (%) cos SU3 SU SU Accumulaed packe loss Learnng-based bddng sraegy yopc bddng sraegy Tme slo (a) Accumulaed cos Learnng-based bddng sraegy yopc bddng sraegy Tme slo (b) Fgure. The accumulaed packe loss and cos of SU 5 n he wo scenaros (a) accumulaed packe loss over he me slo; (b) accumulaed cos over he me slo REFERENCES [] F. Fu and. van der Schaar Non-collaborave resource managemen for wreless mulmeda applcaons usng mechansm desgn IEEE Transacon on ulmeda vol. 9 no. 4 pp Jun [2] F. Fu and. van der Schaar Learnng o Compee for Resources n Wreless Sochasc Games IEEE Transacons on Vehcular Technology o appear. [3] Federal Communcaons Commsson Specrum Polcy Task Force Rep. ET Docke No Nov [4] S. Haykn Cognve rado: Bran-empowered wreless communcaons IEEE J. Sel. Areas Commun. vol. 23 no. 2 Feb [5] F. A. Ian W.Y. Lee.C. Vuran and S. ohany NeX generaon/dynamc specrum access/cognve rado wreless nework: a survey Compuer Neworks vol 50 no. 3 Sep [6] D. Fudenberg and D. K. Levne The heory of learnng n games Cambrdge A: IT Press 999. [7] IEEE 802.e/D5.0 wreless medum access conrol (AC) and physcal layer (PHY) specfcaons: edum access conrol (AC) enhancemens for Qualy of Servce (QoS) draf supplemen June [8] S. Shankar C.T. Chou K. Challapal and S. angold Specrum agle rado: capacy and QoS mplcaons of dynamc specrum assgnmen Global Telecommuncaons Conference Nov [9] L. Kaelblng. Lman and A. Cassandra. Plannng and acng n parally observable sochasc domans. Arfcal Inellgence Volume 0 pp [0] Q. Zhang and S.A. Kassam Fne-sae arkov model for Raylegh fadng channels IEEE Transacon on Communcaons vol. 47 no. Nov []. Jackson echansm heory In he Encyclopeda of Lfe Suppor Sysems [2] P. Klemperer Aucon heory: A gude o he leraure J. Economcs Surveys vol. 3 no. 3 pp Jul [3] C. Wakns and P. Dayan Q-learnng. Techncal Noe achne Learnng vol [4] C. Kloeck H. Jaekel and F. Jondral Dynamc and Local Combned Prcng Allocaon and Bllng Sysem wh Cognve Rados IEEE DySpan [5] N. Amay and L. J. Greensen Resource aucon mulple access (RAA) n he cellular envronmen IEEE Transacons on Vehcular Technology Nov. 994.

A Systematic Framework for Dynamically Optimizing Multi-User Wireless Video Transmission

A Systematic Framework for Dynamically Optimizing Multi-User Wireless Video Transmission A Sysemac Framework for Dynamcally Opmzng ul-user Wreless Vdeo Transmsson Fangwen Fu, haela van der Schaar Elecrcal Engneerng Deparmen, UCLA {fwfu, mhaela}@ee.ucla.edu Absrac In hs paper, we formulae he

More information

CS 268: Packet Scheduling

CS 268: Packet Scheduling Pace Schedulng Decde when and wha pace o send on oupu ln - Usually mplemened a oupu nerface CS 68: Pace Schedulng flow Ion Soca March 9, 004 Classfer flow flow n Buffer managemen Scheduler soca@cs.bereley.edu

More information

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon

More information

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times

Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times Reacve Mehods o Solve he Berh AllocaonProblem wh Sochasc Arrval and Handlng Tmes Nsh Umang* Mchel Berlare* * TRANSP-OR, Ecole Polyechnque Fédérale de Lausanne Frs Workshop on Large Scale Opmzaon November

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION INTERNATIONAL TRADE T. J. KEHOE UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 27 EXAMINATION Please answer wo of he hree quesons. You can consul class noes, workng papers, and arcles whle you are workng on he

More information

Modeling and Solving of Multi-Product Inventory Lot-Sizing with Supplier Selection under Quantity Discounts

Modeling and Solving of Multi-Product Inventory Lot-Sizing with Supplier Selection under Quantity Discounts nernaonal ournal of Appled Engneerng Research SSN 0973-4562 Volume 13, Number 10 (2018) pp. 8708-8713 Modelng and Solvng of Mul-Produc nvenory Lo-Szng wh Suppler Selecon under Quany Dscouns Naapa anchanaruangrong

More information

Graduate Macroeconomics 2 Problem set 5. - Solutions

Graduate Macroeconomics 2 Problem set 5. - Solutions Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluon o he Hea Equaon ME 448/548 Noes Gerald Reckenwald Porland Sae Unversy Deparmen of Mechancal Engneerng gerry@pdxedu ME 448/548: FTCS Soluon o he Hea Equaon Overvew Use he forward fne d erence

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

Political Economy of Institutions and Development: Problem Set 2 Due Date: Thursday, March 15, 2019.

Political Economy of Institutions and Development: Problem Set 2 Due Date: Thursday, March 15, 2019. Polcal Economy of Insuons and Developmen: 14.773 Problem Se 2 Due Dae: Thursday, March 15, 2019. Please answer Quesons 1, 2 and 3. Queson 1 Consder an nfne-horzon dynamc game beween wo groups, an ele and

More information

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading Onlne Supplemen for Dynamc Mul-Technology Producon-Invenory Problem wh Emssons Tradng by We Zhang Zhongsheng Hua Yu Xa and Baofeng Huo Proof of Lemma For any ( qr ) Θ s easy o verfy ha he lnear programmng

More information

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks

Efficient Asynchronous Channel Hopping Design for Cognitive Radio Networks Effcen Asynchronous Channel Hoppng Desgn for Cognve Rado Neworks Chh-Mn Chao, Chen-Yu Hsu, and Yun-ng Lng Absrac In a cognve rado nework (CRN), a necessary condon for nodes o communcae wh each oher s ha

More information

Lecture 2 M/G/1 queues. M/G/1-queue

Lecture 2 M/G/1 queues. M/G/1-queue Lecure M/G/ queues M/G/-queue Posson arrval process Arbrary servce me dsrbuon Sngle server To deermne he sae of he sysem a me, we mus now The number of cusomers n he sysems N() Tme ha he cusomer currenly

More information

( ) () we define the interaction representation by the unitary transformation () = ()

( ) () we define the interaction representation by the unitary transformation () = () Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger

More information

Demand Side Management in Smart Grids using a Repeated Game Framework

Demand Side Management in Smart Grids using a Repeated Game Framework Demand Sde Managemen n Smar Grds usng a Repeaed Game Framework Lnq Song, Yuanzhang Xao and Mhaela van der Schaar, Fellow, IEEE Absrac Demand sde managemen (DSM) s a key soluon for reducng he peak-me power

More information

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim Korean J. Mah. 19 (2011), No. 3, pp. 263 272 GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS Youngwoo Ahn and Kae Km Absrac. In he paper [1], an explc correspondence beween ceran

More information

Bandlimited channel. Intersymbol interference (ISI) This non-ideal communication channel is also called dispersive channel

Bandlimited channel. Intersymbol interference (ISI) This non-ideal communication channel is also called dispersive channel Inersymol nererence ISI ISI s a sgnal-dependen orm o nererence ha arses ecause o devaons n he requency response o a channel rom he deal channel. Example: Bandlmed channel Tme Doman Bandlmed channel Frequency

More information

Epistemic Game Theory: Online Appendix

Epistemic Game Theory: Online Appendix Epsemc Game Theory: Onlne Appendx Edde Dekel Lucano Pomao Marcano Snscalch July 18, 2014 Prelmnares Fx a fne ype srucure T I, S, T, β I and a probably µ S T. Le T µ I, S, T µ, βµ I be a ype srucure ha

More information

Shannon revisited: New separation principles for wireless multimedia

Shannon revisited: New separation principles for wireless multimedia Shannon revsed: New separaon prncples for wreless mulmeda Prof. Mhaela van der Schaar Mulmeda Communcaons and Sysems Lab Elecrcal Engneerng Deparmen, UCLA hp://medanelab.ee.ucla.edu/ UCLA Mulmeda communcaons

More information

Robustness Experiments with Two Variance Components

Robustness Experiments with Two Variance Components Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Lnear Response Theory: The connecon beween QFT and expermens 3.1. Basc conceps and deas Q: ow do we measure he conducvy of a meal? A: we frs nroduce a weak elecrc feld E, and hen measure

More information

Department of Economics University of Toronto

Department of Economics University of Toronto Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of

More information

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore.

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore. Ths documen s downloaded from DR-NTU, Nanyang Technologcal Unversy Lbrary, Sngapore. Tle A smplfed verb machng algorhm for word paron n vsual speech processng( Acceped verson ) Auhor(s) Foo, Say We; Yong,

More information

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair TECHNI Inernaonal Journal of Compung Scence Communcaon Technologes VOL.5 NO. July 22 (ISSN 974-3375 erformance nalyss for a Nework havng Sby edundan Un wh ang n epar Jendra Sngh 2 abns orwal 2 Deparmen

More information

Advanced Macroeconomics II: Exchange economy

Advanced Macroeconomics II: Exchange economy Advanced Macroeconomcs II: Exchange economy Krzyszof Makarsk 1 Smple deermnsc dynamc model. 1.1 Inroducon Inroducon Smple deermnsc dynamc model. Defnons of equlbrum: Arrow-Debreu Sequenal Recursve Equvalence

More information

2 Aggregate demand in partial equilibrium static framework

2 Aggregate demand in partial equilibrium static framework Unversy of Mnnesoa 8107 Macroeconomc Theory, Sprng 2009, Mn 1 Fabrzo Perr Lecure 1. Aggregaon 1 Inroducon Probably so far n he macro sequence you have deal drecly wh represenave consumers and represenave

More information

Inter-Class Resource Sharing using Statistical Service Envelopes

Inter-Class Resource Sharing using Statistical Service Envelopes In Proceedngs of IEEE INFOCOM 99 Iner-Class Resource Sharng usng Sascal Servce Envelopes Jng-yu Qu and Edward W. Knghly Deparmen of Elecrcal and Compuer Engneerng Rce Unversy Absrac Neworks ha suppor mulple

More information

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model Probablsc Model for Tme-seres Daa: Hdden Markov Model Hrosh Mamsuka Bonformacs Cener Kyoo Unversy Oulne Three Problems for probablsc models n machne learnng. Compung lkelhood 2. Learnng 3. Parsng (predcon

More information

Increasing the Probablility of Timely and Correct Message Delivery in Road Side Unit Based Vehicular Communcation

Increasing the Probablility of Timely and Correct Message Delivery in Road Side Unit Based Vehicular Communcation Halmsad Unversy For he Developmen of Organsaons Producs and Qualy of Lfe. Increasng he Probablly of Tmely and Correc Message Delvery n Road Sde Un Based Vehcular Communcaon Magnus Jonsson Krsna Kuner and

More information

arxiv: v1 [cs.sy] 2 Sep 2014

arxiv: v1 [cs.sy] 2 Sep 2014 Noname manuscrp No. wll be nsered by he edor Sgnalng for Decenralzed Roung n a Queueng Nework Y Ouyang Demoshens Tenekezs Receved: dae / Acceped: dae arxv:409.0887v [cs.sy] Sep 04 Absrac A dscree-me decenralzed

More information

Delay-Constrainted Optimal Traffic Allocation in Heterogeneous Wireless Networks for Smart Grid

Delay-Constrainted Optimal Traffic Allocation in Heterogeneous Wireless Networks for Smart Grid elay-consraned Opmal Traffc Allocaon n Heerogeneous Wreless eworks for Smar Grd Sya Xu, ngzhe Xng, 3, Shaoyong Guo, and Luomng Meng Sae Key Laboraory of eworkng and Swchng Technology, Beng Unversy of Poss

More information

WITH the proliferation of smart wireless devices and mobile

WITH the proliferation of smart wireless devices and mobile Ths arcle has been acceped for publcaon n a fuure ssue of hs journal, bu has no been fully eded Conen may change pror o fnal publcaon Caon nformaon: DOI 1119/TMC18847337, I Transacons on Moble Compung

More information

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5 TPG460 Reservor Smulaon 08 page of 5 DISCRETIZATIO OF THE FOW EQUATIOS As we already have seen, fne dfference appromaons of he paral dervaves appearng n he flow equaons may be obaned from Taylor seres

More information

Optimal environmental charges under imperfect compliance

Optimal environmental charges under imperfect compliance ISSN 1 746-7233, England, UK World Journal of Modellng and Smulaon Vol. 4 (28) No. 2, pp. 131-139 Opmal envronmenal charges under mperfec complance Dajn Lu 1, Ya Wang 2 Tazhou Insue of Scence and Technology,

More information

P R = P 0. The system is shown on the next figure:

P R = P 0. The system is shown on the next figure: TPG460 Reservor Smulaon 08 page of INTRODUCTION TO RESERVOIR SIMULATION Analycal and numercal soluons of smple one-dmensonal, one-phase flow equaons As an nroducon o reservor smulaon, we wll revew he smples

More information

SUPPLEMENT TO EFFICIENT DYNAMIC MECHANISMS IN ENVIRONMENTS WITH INTERDEPENDENT VALUATIONS: THE ROLE OF CONTINGENT TRANSFERS

SUPPLEMENT TO EFFICIENT DYNAMIC MECHANISMS IN ENVIRONMENTS WITH INTERDEPENDENT VALUATIONS: THE ROLE OF CONTINGENT TRANSFERS SUPPLEMENT TO EFFICIENT DYNAMIC MECHANISMS IN ENVIRONMENTS WITH INTERDEPENDENT VALUATIONS: THE ROLE OF CONTINGENT TRANSFERS HENG LIU In hs onlne appendx, we dscuss budge balance and surplus exracon n dynamc

More information

An introduction to Support Vector Machine

An introduction to Support Vector Machine An nroducon o Suppor Vecor Machne 報告者 : 黃立德 References: Smon Haykn, "Neural Neworks: a comprehensve foundaon, second edon, 999, Chaper 2,6 Nello Chrsann, John Shawe-Tayer, An Inroducon o Suppor Vecor Machnes,

More information

National Exams December 2015 NOTES: 04-BS-13, Biology. 3 hours duration

National Exams December 2015 NOTES: 04-BS-13, Biology. 3 hours duration Naonal Exams December 205 04-BS-3 Bology 3 hours duraon NOTES: f doub exss as o he nerpreaon of any queson he canddae s urged o subm wh he answer paper a clear saemen of any assumpons made 2 Ths s a CLOSED

More information

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β

SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β SARAJEVO JOURNAL OF MATHEMATICS Vol.3 (15) (2007), 137 143 SOME NOISELESS CODING THEOREMS OF INACCURACY MEASURE OF ORDER α AND TYPE β M. A. K. BAIG AND RAYEES AHMAD DAR Absrac. In hs paper, we propose

More information

CHAPTER 10: LINEAR DISCRIMINATION

CHAPTER 10: LINEAR DISCRIMINATION CHAPER : LINEAR DISCRIMINAION Dscrmnan-based Classfcaon 3 In classfcaon h K classes (C,C,, C k ) We defned dscrmnan funcon g j (), j=,,,k hen gven an es eample, e chose (predced) s class label as C f g

More information

Decentralized Trading and Demand Side Response in Inter-Intelligent Renewable Energy Network

Decentralized Trading and Demand Side Response in Inter-Intelligent Renewable Energy Network Decenralzed Tradng and Demand Sde Response n Iner-Inellgen Renewable Energy Nework Tadahro Tanguch Deparmen of Informaon Scence & Engneerng Rsumekan Unversy Shga, Japan Emal: anguch@rsume.ac.jp Shro Yano

More information

Multi-priority Online Scheduling with Cancellations

Multi-priority Online Scheduling with Cancellations Submed o Operaons Research manuscrp (Please, provde he manuscrp number!) Auhors are encouraged o subm new papers o INFORMS journals by means of a syle fle emplae, whch ncludes he journal le. However, use

More information

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model BGC1: Survval and even hsory analyss Oslo, March-May 212 Monday May 7h and Tuesday May 8h The addve regresson model Ørnulf Borgan Deparmen of Mahemacs Unversy of Oslo Oulne of program: Recapulaon Counng

More information

Chapter 6 DETECTION AND ESTIMATION: Model of digital communication system. Fundamental issues in digital communications are

Chapter 6 DETECTION AND ESTIMATION: Model of digital communication system. Fundamental issues in digital communications are Chaper 6 DEECIO AD EIMAIO: Fundamenal ssues n dgal communcaons are. Deecon and. Esmaon Deecon heory: I deals wh he desgn and evaluaon of decson makng processor ha observes he receved sgnal and guesses

More information

Dynamic Team Decision Theory

Dynamic Team Decision Theory Dynamc Team Decson Theory EECS 558 Proec Repor Shruvandana Sharma and Davd Shuman December, 005 I. Inroducon Whle he sochasc conrol problem feaures one decson maker acng over me, many complex conrolled

More information

Comb Filters. Comb Filters

Comb Filters. Comb Filters The smple flers dscussed so far are characered eher by a sngle passband and/or a sngle sopband There are applcaons where flers wh mulple passbands and sopbands are requred Thecomb fler s an example of

More information

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes.

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes. umercal negraon of he dffuson equaon (I) Fne dfference mehod. Spaal screaon. Inernal nodes. R L V For hermal conducon le s dscree he spaal doman no small fne spans, =,,: Balance of parcles for an nernal

More information

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6)

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6) Econ7 Appled Economercs Topc 5: Specfcaon: Choosng Independen Varables (Sudenmund, Chaper 6 Specfcaon errors ha we wll deal wh: wrong ndependen varable; wrong funconal form. Ths lecure deals wh wrong ndependen

More information

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov June 7 e-ournal Relably: Theory& Applcaons No (Vol. CONFIDENCE INTERVALS ASSOCIATED WITH PERFORMANCE ANALYSIS OF SYMMETRIC LARGE CLOSED CLIENT/SERVER COMPUTER NETWORKS Absrac Vyacheslav Abramov School

More information

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current :

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current : . A. IUITS Synopss : GOWTH OF UNT IN IUIT : d. When swch S s closed a =; = d. A me, curren = e 3. The consan / has dmensons of me and s called he nducve me consan ( τ ) of he crcu. 4. = τ; =.63, n one

More information

2 Aggregate demand in partial equilibrium static framework

2 Aggregate demand in partial equilibrium static framework Unversy of Mnnesoa 8107 Macroeconomc Theory, Sprng 2012, Mn 1 Fabrzo Perr Lecure 1. Aggregaon 1 Inroducon Probably so far n he macro sequence you have deal drecly wh represenave consumers and represenave

More information

Computing Relevance, Similarity: The Vector Space Model

Computing Relevance, Similarity: The Vector Space Model Compung Relevance, Smlary: The Vecor Space Model Based on Larson and Hears s sldes a UC-Bereley hp://.sms.bereley.edu/courses/s0/f00/ aabase Managemen Sysems, R. Ramarshnan ocumen Vecors v ocumens are

More information

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys Dual Approxmae Dynamc Programmng for Large Scale Hydro Valleys Perre Carpener and Jean-Phlppe Chanceler 1 ENSTA ParsTech and ENPC ParsTech CMM Workshop, January 2016 1 Jon work wh J.-C. Alas, suppored

More information

Fall 2010 Graduate Course on Dynamic Learning

Fall 2010 Graduate Course on Dynamic Learning Fall 200 Graduae Course on Dynamc Learnng Chaper 4: Parcle Flers Sepember 27, 200 Byoung-Tak Zhang School of Compuer Scence and Engneerng & Cognve Scence and Bran Scence Programs Seoul aonal Unversy hp://b.snu.ac.kr/~bzhang/

More information

Hidden Markov Models Following a lecture by Andrew W. Moore Carnegie Mellon University

Hidden Markov Models Following a lecture by Andrew W. Moore Carnegie Mellon University Hdden Markov Models Followng a lecure by Andrew W. Moore Carnege Mellon Unversy www.cs.cmu.edu/~awm/uorals A Markov Sysem Has N saes, called s, s 2.. s N s 2 There are dscree meseps, 0,, s s 3 N 3 0 Hdden

More information

12d Model. Civil and Surveying Software. Drainage Analysis Module Detention/Retention Basins. Owen Thornton BE (Mech), 12d Model Programmer

12d Model. Civil and Surveying Software. Drainage Analysis Module Detention/Retention Basins. Owen Thornton BE (Mech), 12d Model Programmer d Model Cvl and Surveyng Soware Dranage Analyss Module Deenon/Reenon Basns Owen Thornon BE (Mech), d Model Programmer owen.hornon@d.com 4 January 007 Revsed: 04 Aprl 007 9 February 008 (8Cp) Ths documen

More information

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS THE PREICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS INTROUCTION The wo dmensonal paral dfferenal equaons of second order can be used for he smulaon of compeve envronmen n busness The arcle presens he

More information

Time-interval analysis of β decay. V. Horvat and J. C. Hardy

Time-interval analysis of β decay. V. Horvat and J. C. Hardy Tme-nerval analyss of β decay V. Horva and J. C. Hardy Work on he even analyss of β decay [1] connued and resuled n he developmen of a novel mehod of bea-decay me-nerval analyss ha produces hghly accurae

More information

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s Ordnary Dfferenal Equaons n Neuroscence wh Malab eamples. Am - Gan undersandng of how o se up and solve ODE s Am Undersand how o se up an solve a smple eample of he Hebb rule n D Our goal a end of class

More information

Joint Channel Estimation and Resource Allocation for MIMO Systems Part I: Single-User Analysis

Joint Channel Estimation and Resource Allocation for MIMO Systems Part I: Single-User Analysis 624 IEEE RANSACIONS ON WIRELESS COUNICAIONS, VOL. 9, NO. 2, FEBRUARY 200 Jon Channel Esmaon and Resource Allocaon for IO Sysems Par I: Sngle-User Analyss Alkan Soysal, ember, IEEE, and Sennur Ulukus, ember,

More information

A Novel Efficient Stopping Criterion for BICM-ID System

A Novel Efficient Stopping Criterion for BICM-ID System A Novel Effcen Soppng Creron for BICM-ID Sysem Xao Yng, L Janpng Communcaon Unversy of Chna Absrac Ths paper devses a novel effcen soppng creron for b-nerleaved coded modulaon wh erave decodng (BICM-ID)

More information

Lecture 6: Learning for Control (Generalised Linear Regression)

Lecture 6: Learning for Control (Generalised Linear Regression) Lecure 6: Learnng for Conrol (Generalsed Lnear Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure 6: RLSC - Prof. Sehu Vjayakumar Lnear Regresson

More information

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts Onlne Appendx for Sraegc safey socs n supply chans wh evolvng forecass Tor Schoenmeyr Sephen C. Graves Opsolar, Inc. 332 Hunwood Avenue Hayward, CA 94544 A. P. Sloan School of Managemen Massachuses Insue

More information

On the Boyd- Kuramoto Model : Emergence in a Mathematical Model for Adversarial C2 Systems

On the Boyd- Kuramoto Model : Emergence in a Mathematical Model for Adversarial C2 Systems On he oyd- Kuramoo Model : Emergence n a Mahemacal Model for Adversaral C2 Sysems Alexander Kallonas DSTO, Jon Operaons Dvson C2 Processes: many are cycles! oyd s Observe-Oren-Decde-Ac Loop: Snowden s

More information

Sampling Coordination of Business Surveys Conducted by Insee

Sampling Coordination of Business Surveys Conducted by Insee Samplng Coordnaon of Busness Surveys Conduced by Insee Faben Guggemos 1, Olver Sauory 1 1 Insee, Busness Sascs Drecorae 18 boulevard Adolphe Pnard, 75675 Pars cedex 14, France Absrac The mehod presenly

More information

Robust and Accurate Cancer Classification with Gene Expression Profiling

Robust and Accurate Cancer Classification with Gene Expression Profiling Robus and Accurae Cancer Classfcaon wh Gene Expresson Proflng (Compuaonal ysems Bology, 2005) Auhor: Hafeng L, Keshu Zhang, ao Jang Oulne Background LDA (lnear dscrmnan analyss) and small sample sze problem

More information

EXECUTION COSTS IN FINANCIAL MARKETS WITH SEVERAL INSTITUTIONAL INVESTORS

EXECUTION COSTS IN FINANCIAL MARKETS WITH SEVERAL INSTITUTIONAL INVESTORS EXECUION COSS IN FINANCIAL MARKES WIH SEVERAL INSIUIONAL INVESORS Somayeh Moazen, Yuyng L, Kae Larson Cheron School of Compuer Scence Unversy of Waerloo, Waerloo, ON, Canada emal: {smoazen, yuyng, klarson}@uwaerlooca

More information

A Transparent Rate Adaptation Algorithm for Streaming Video over the Internet

A Transparent Rate Adaptation Algorithm for Streaming Video over the Internet A Transparen Rae Adapaon Algorhm for Sreamng Vdeo over he Inerne L. S. Lam, Jack Y. B. Lee, S. C. Lew, and W. Wang Deparmen of Informaon Engneerng The Chnese Unversy of Hong Kong Shan, N.T., Hong Kong,

More information

APOC #232 Capacity Planning for Fault-Tolerant All-Optical Network

APOC #232 Capacity Planning for Fault-Tolerant All-Optical Network APOC #232 Capacy Plannng for Faul-Toleran All-Opcal Nework Mchael Kwok-Shng Ho and Kwok-wa Cheung Deparmen of Informaon ngneerng The Chnese Unversy of Hong Kong Shan, N.T., Hong Kong SAR, Chna -mal: kwcheung@e.cuhk.edu.hk

More information

DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL

DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL Sco Wsdom, John Hershey 2, Jonahan Le Roux 2, and Shnj Waanabe 2 Deparmen o Elecrcal Engneerng, Unversy o Washngon, Seale, WA, USA

More information

Abstract This paper considers the problem of tracking objects with sparsely located binary sensors. Tracking with a sensor network is a

Abstract This paper considers the problem of tracking objects with sparsely located binary sensors. Tracking with a sensor network is a Trackng on a Graph Songhwa Oh and Shankar Sasry Deparmen of Elecrcal Engneerng and Compuer Scences Unversy of Calforna, Berkeley, CA 9470 {sho,sasry}@eecs.berkeley.edu Absrac Ths paper consders he problem

More information

Cubic Bezier Homotopy Function for Solving Exponential Equations

Cubic Bezier Homotopy Function for Solving Exponential Equations Penerb Journal of Advanced Research n Compung and Applcaons ISSN (onlne: 46-97 Vol. 4, No.. Pages -8, 6 omoopy Funcon for Solvng Eponenal Equaons S. S. Raml *,,. Mohamad Nor,a, N. S. Saharzan,b and M.

More information

Chapter 6: AC Circuits

Chapter 6: AC Circuits Chaper 6: AC Crcus Chaper 6: Oulne Phasors and he AC Seady Sae AC Crcus A sable, lnear crcu operang n he seady sae wh snusodal excaon (.e., snusodal seady sae. Complee response forced response naural response.

More information

Relative controllability of nonlinear systems with delays in control

Relative controllability of nonlinear systems with delays in control Relave conrollably o nonlnear sysems wh delays n conrol Jerzy Klamka Insue o Conrol Engneerng, Slesan Techncal Unversy, 44- Glwce, Poland. phone/ax : 48 32 37227, {jklamka}@a.polsl.glwce.pl Keywor: Conrollably.

More information

A GENERAL FRAMEWORK FOR CONTINUOUS TIME POWER CONTROL IN TIME VARYING LONG TERM FADING WIRELESS NETWORKS

A GENERAL FRAMEWORK FOR CONTINUOUS TIME POWER CONTROL IN TIME VARYING LONG TERM FADING WIRELESS NETWORKS A GENERAL FRAEWORK FOR CONTINUOUS TIE POWER CONTROL IN TIE VARYING LONG TER FADING WIRELESS NETWORKS ohammed. Olama, Seddk. Djouad Charalambos D. Charalambous Elecrcal and Compuer Engneerng Deparmen Elecrcal

More information

Sampling Procedure of the Sum of two Binary Markov Process Realizations

Sampling Procedure of the Sum of two Binary Markov Process Realizations Samplng Procedure of he Sum of wo Bnary Markov Process Realzaons YURY GORITSKIY Dep. of Mahemacal Modelng of Moscow Power Insue (Techncal Unversy), Moscow, RUSSIA, E-mal: gorsky@yandex.ru VLADIMIR KAZAKOV

More information

Deepanshu Vasal. Abstract. We consider a general finite-horizon non zero-sum dynamic game with asymmetric information with N selfish

Deepanshu Vasal. Abstract. We consider a general finite-horizon non zero-sum dynamic game with asymmetric information with N selfish Sequenal decomposon of dynamc games wh 1 asymmerc nformaon and dependen saes Deepanshu Vasal Absrac We consder a general fne-horzon non zero-sum dynamc game wh asymmerc nformaon wh N selfsh players, where

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

Sequential Sensor Selection and Access Decision for Spectrum Sharing

Sequential Sensor Selection and Access Decision for Spectrum Sharing Sequenal Sensor Selecon and Access Decson for Specrum Sharng Jhyun Lee, Suden Member, IEEE and Eylem Ekc, Fellow, IEEE Absrac We develop an algorhm for sequenal sensor selecon and channel access decson

More information

On computing differential transform of nonlinear non-autonomous functions and its applications

On computing differential transform of nonlinear non-autonomous functions and its applications On compung dfferenal ransform of nonlnear non-auonomous funcons and s applcaons Essam. R. El-Zahar, and Abdelhalm Ebad Deparmen of Mahemacs, Faculy of Scences and Humanes, Prnce Saam Bn Abdulazz Unversy,

More information

WiH Wei He

WiH Wei He Sysem Idenfcaon of onlnear Sae-Space Space Baery odels WH We He wehe@calce.umd.edu Advsor: Dr. Chaochao Chen Deparmen of echancal Engneerng Unversy of aryland, College Par 1 Unversy of aryland Bacground

More information

Lecture VI Regression

Lecture VI Regression Lecure VI Regresson (Lnear Mehods for Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure VI: MLSC - Dr. Sehu Vjayakumar Lnear Regresson Model M

More information

Volatility Interpolation

Volatility Interpolation Volaly Inerpolaon Prelmnary Verson March 00 Jesper Andreasen and Bran Huge Danse Mares, Copenhagen wan.daddy@danseban.com brno@danseban.com Elecronc copy avalable a: hp://ssrn.com/absrac=69497 Inro Local

More information

Stochastic Repair and Replacement with a single repair channel

Stochastic Repair and Replacement with a single repair channel Sochasc Repar and Replacemen wh a sngle repar channel MOHAMMED A. HAJEEH Techno-Economcs Dvson Kuwa Insue for Scenfc Research P.O. Box 4885; Safa-309, KUWAIT mhajeeh@s.edu.w hp://www.sr.edu.w Absrac: Sysems

More information

On One Analytic Method of. Constructing Program Controls

On One Analytic Method of. Constructing Program Controls Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna

More information

Introduction ( Week 1-2) Course introduction A brief introduction to molecular biology A brief introduction to sequence comparison Part I: Algorithms

Introduction ( Week 1-2) Course introduction A brief introduction to molecular biology A brief introduction to sequence comparison Part I: Algorithms Course organzaon Inroducon Wee -2) Course nroducon A bref nroducon o molecular bology A bref nroducon o sequence comparson Par I: Algorhms for Sequence Analyss Wee 3-8) Chaper -3, Models and heores» Probably

More information

Single-loop System Reliability-Based Design & Topology Optimization (SRBDO/SRBTO): A Matrix-based System Reliability (MSR) Method

Single-loop System Reliability-Based Design & Topology Optimization (SRBDO/SRBTO): A Matrix-based System Reliability (MSR) Method 10 h US Naonal Congress on Compuaonal Mechancs Columbus, Oho 16-19, 2009 Sngle-loop Sysem Relably-Based Desgn & Topology Opmzaon (SRBDO/SRBTO): A Marx-based Sysem Relably (MSR) Mehod Tam Nguyen, Junho

More information

Users First: Service-Oriented Spectrum Auction with a Two-Tier Framework Support

Users First: Service-Oriented Spectrum Auction with a Two-Tier Framework Support Ths s he auhor's verson of an arcle ha has been publshed n hs journal. Changes were made o hs verson by he publsher pror o publcaon. The fnal verson of record s avalable a hp://dx.do.org/10.1109/jsac.2016.2615278

More information

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION EERAIED BU-MAU YTEM ITH A FREQUECY AD A EVERITY CMET A IDIVIDUA BAI I AUTMBIE IURACE* BY RAHIM MAHMUDVAD AD HEI HAAI ABTRACT Frangos and Vronos (2001) proposed an opmal bonus-malus sysems wh a frequency

More information

The Finite Element Method for the Analysis of Non-Linear and Dynamic Systems

The Finite Element Method for the Analysis of Non-Linear and Dynamic Systems Swss Federal Insue of Page 1 The Fne Elemen Mehod for he Analyss of Non-Lnear and Dynamc Sysems Prof. Dr. Mchael Havbro Faber Dr. Nebojsa Mojslovc Swss Federal Insue of ETH Zurch, Swzerland Mehod of Fne

More information

Life-Add: Lifetime Adjustable Design for WiFi Networks with Heterogeneous Energy Supplies

Life-Add: Lifetime Adjustable Design for WiFi Networks with Heterogeneous Energy Supplies Lfe-Add: Lfeme Adjusable Desgn for WF Neworks wh Heerogeneous Energy Supples Shengbo Chen, Tarun Bansal, Yn Sun, Prasun Snha and Ness B. Shroff Deparmen of ECE, The Oho Sae Unversy Deparmen of CSE, The

More information

The Dynamic Programming Models for Inventory Control System with Time-varying Demand

The Dynamic Programming Models for Inventory Control System with Time-varying Demand The Dynamc Programmng Models for Invenory Conrol Sysem wh Tme-varyng Demand Truong Hong Trnh (Correspondng auhor) The Unversy of Danang, Unversy of Economcs, Venam Tel: 84-236-352-5459 E-mal: rnh.h@due.edu.vn

More information

Chapter 2 Linear dynamic analysis of a structural system

Chapter 2 Linear dynamic analysis of a structural system Chaper Lnear dynamc analyss of a srucural sysem. Dynamc equlbrum he dynamc equlbrum analyss of a srucure s he mos general case ha can be suded as akes no accoun all he forces acng on. When he exernal loads

More information

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4 CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped

More information

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function MACROECONOMIC THEORY T J KEHOE ECON 87 SPRING 5 PROBLEM SET # Conder an overlappng generaon economy le ha n queon 5 on problem e n whch conumer lve for perod The uly funcon of he conumer born n perod,

More information