Zbigniew Dziong Department of Electrical Engineering, Ecole de Technologie Superieure 1100 Notre-Dame Street West, Montreal, Quebec, Canada H3C 1k3

Size: px
Start display at page:

Download "Zbigniew Dziong Department of Electrical Engineering, Ecole de Technologie Superieure 1100 Notre-Dame Street West, Montreal, Quebec, Canada H3C 1k3"

Transcription

1 Capacity Allocation in Serice Oerlay Network - Maximum Profit Minimum Cot Formulation Ngok Lam Department of Electrical and Computer Engineering, McGill Unierity 3480 Unierity Street, Montreal, Quebec, Canada H3A A7 Zbigniew Dziong Department of Electrical Engineering, Ecole de Technologie Superieure 00 Notre-Dame Street Wet, Montreal, Quebec, Canada H3C k3 Lorne G. Maon Department of Electrical and Computer Engineering, McGill Unierity 3480 Unierity Stree Montreal, Quebec, Canada H3A A7 ngok.lam@mcgill.ca zdziong@ele.etmtl.ca lorne.maon@mcgill.ca ABSTRACT We tudied a cla of Serice Oerlay Network (SON) capacity allocation problem with Grade of Serice (GoS) contraint. Similar problem in the literature are typically formulated a either a Maximum Profit (MP) optimization problem or a Minimum Cot (MC) optimization problem. In thi article we inetigate the relationhip between the MP and MC formulation. When the erice charge are zero, the MP and MC formulation are obiouly equialent. By uing the et of Lagrange multiplier from the MC formulation a a tool, we inetigate the extent that thi equialence hold with repect to the erice charge. The ame et of multiplier alo act a threhold for erice charge o that the SON operator will be happy to proide adequate erice leel een if he/he i not obligated to do o. A key contribution of thi paper i the proiion of inight into the olution nature of the MP and the MC formulation under different erice charge parameter, thereby giing guideline to the proper formulation hould be choen. The econd contribution i the ue of the Lagrange multiplier in proiding pricing information to the network operator. Keyword Serice oerlay network deign, GoS, Capacity allocation, Profit maximization, Cot minimization, Optimization method, Pricing of network erice. INTRODUCTION It i not uncommon that in formulating network deign problem, one may be confronted with the choice of chooing whether to minimize the inetment or to maximize the profit from the network. While thi choice of the criterion of optimization could hae profound influence on the final olution obtained, we note that in the literature the choice are uually made in a omewhat undicloed manner without giing the detailed background rationale to the reader. A natural quetion i: Since the MC and MP formulation optimize different objectie, how do their olution compare? Or to be pecific, for a gien et of parameter, which formulation hould be picked and how do the olution compare. Thi paper addree the objectie function choice problem faced by the operator for a cla of Serice Oerlay Network (SON) capacity allocation problem. We identify the region uch that Maximum Profit (MP) and Minimum Cot (MC) formulation offer the ame olution. We alo identify the region uch that MP gie different olution than the MC formulation. It i hown that the et of Lagrange multiplier from the MC formulation play an important role in eparating the aforeaid region. When the erice charge are lower than the et of multiplier, the MC and MP formulation will gie the ame olution. When the erice charge are higher than the multiplier, the olution will be different. The ame et of Lagrange multiplier alo act a threhold for the erice charge o that the SON operator would proide adequate erice leel under the MP formulation. All thee oberation will be elaborated hortly. Thi paper i tructured a follow: ection i the decription of the problem aumption and the employed analytic model, ection 3 dicue the major reult, ection 4 how the relation between thi tudy and the pricing of erice with GoS guarantee, a imple example illutrating the obtained reult will be proided in ection 5, and ection 6 i the concluion ection that dicue the reult obtained and poible future extenion.. PROBLEM DESCRIPTION The SON network operate in a manner imilar to a irtual network. The SON operator own the SON gateway which are placed in trategic location. To realize the SON network, the SON operator leae bandwidth with QoS guarantee from the underlying Autonomou Sytem, (ASe) in the form of Serice Leel Agreement (SLA). The leaed bandwidth proide logical connection to the oerlay network. Once the bandwidth are in place, the SON i realized and i ready to offer end-to-end QoS guarantee for the alue-added erice it proide (i.e. VoIP, Video On Demand erice, etc). Uer with acce to the Internet can acce the erice gateway and ue the alue-added erice. The SON connection are claified by the ource and the detination gateway. Uer pay the erice charge baed on the ource and detination of their connection a well a their connection duration. To deploy a SON, a major challenge faced by the SON operator would be the optimal amount of bandwidth to be leaed on each of the logical link. The allocated bandwidth hould proide the operator with maximum economic benefit yet meet the uer expectation regarding the connection acceptance ratio. Thi acceptance ratio i alo known a the Grade of Serice requirement (GoS) which are uually repreented in the form of connection blocking probabilitie. The problem confronting the SON operator i: gien a et of SON gateway, decide the optimal bandwidth to be leaed on the logical link when the traffic intenitie and the gateway location are known, and the erice charge a well a GoS requirement are gien.

2 The maximum profit formulation of thi problem i gien by the expreion in (). max w ( B ) C ( N ) N B L u N 0 z () Where i the poionian connection arrial rate for the node pair (i.e. ource node i i, detination node i j), w i the expected reward generated by an admitted connection, both and w are aumed to be gien parameter. The ariable B i the blocking probability for traffic pair, which i a alue returned by the routing layer. The GoS contraint for each OD pair i gien by L which pecifie the maximum allowed connection blocking probability, it i aumed that the Erlang B equation i employed to quantify the blocking probabilitie. The capacity of a link i denoted by N and it i a deciion ariable of thi problem. The function C (.) i the cot function that quantifie the cot rate of allocating N unit of capacitie on link and it i aumed to be a linear function of the ariable N. The ariable u and z are the Lagrange multiplier with repect to the contraint. The minimum cot formulation of the ame problem i gien by (). min N C ( N ) B L N 0 z () It i important to mention that the blocking ariable B donate the theoretical blocking probabilitie of the OD pair and thee probabilitie are dependent on the routing cheme employed and it performance model. For the ame network configuration (ame allocated capacitie), different routing cheme may gie different B alue. A routing cheme that utilize the network reource efficiently may return lower B alue than a imple and primitie routing cheme een with the ame et of allocated capacitie. 3. THE MP AND MC FORMULATIONS 3. The Equialence of MP and MC Formulation From () and () the Maximum Profit (MP) and the Minimum Cot (MC) formulation are identical if the w are all zero. Intuitiely when the w gradually increae, the cot would till dominate the objectie until a threhold i hit. In other word, the MP and MC formulation hould be equialent when the w are maller than ome threhold. In thi ection we formally inetigate thi and how the condition that the MP and MC formulation are equialent. The reult rely on the non-negatie nature of a et of multiplier. The trictly conex property of the Erlang B equation i alo employed to make the proof clearer. Only the reult for the cae where the MC formulation ha a unique olution are hown, and thi i aumed throughout the whole article. The reult for the multiple-olution cae will be included in an extended erion of the paper. Before howing the main reult, we need to proe a lemma that etablihe the uniquene of the allocated capacity with repect to the cot, a et of real alue (which mimic the Lagrange multiplier correponding to the GoS contraint) and the link traffic intenity (i.e. offered traffic intenity) ector Λ. Lemma : For poitie contant, c, and fixed Λ, there exit at mot one N on the link that atifie the following equation: B c = ( ) (3) N θ Where θ i a et containing the indexe of all Origin-Detination pair that hae link in their route, N i the capacity of link and it i relaxed to be a continuou ariable, c i the cot of allocating one unit of capacity on link, are ome poitie real number, Λ i the ector of traffic intenitie on the link a deignated by ome optimal routing rule. Aume the continuou extenion of Erlang B equation uggeted in [] i being employed. B can be written a (4), where R i a et that contain all the link being ued by the route of traffic, the function f (.) and f (.) are to characterize the blocking of traffic due to link other than link in the route, therefore they are both non-negatie. The function E (.) i the Erlang B equation that quantifie the blocking due to lack of reource on link. The alue are the element of Λ which denote the offered traffic intenity on link. The idea for (4) i that the blocking probability of the traffic pair inole term that are independent of link and alo term that are dependent on link. Thi idea i rather general and the expreion (4) i alid for ariou routing cheme like the alternate routing cheme [3], [4], the load haring routing cheme [5], and extended erion of the load haring/alternate routing cheme [6]. Note that for expreion (4) to be alid, the condition R i needed. If thi condition i not atified, (4) can be till employed but f (.) become zero.. B = f (, N ) + f (, N ) E (, N ) (4) ' R ' R ' R ' R ' ' ' ' By ubtituting (4) into (3) and by auming link independence we hae: θ c E (, N ) = (5) f N N ( ' R, ' ) R ' ' Since the function f (.) are independent of N and, they can be regarded a a non-negatie contant function with alue in the interal (0,], note that 0 i not included ince θ. Denote E (, N ) by f ( 3, ) N. It i known that the continuou Erlang B formula i a C function [], which i trictly conex in the capacity []. Therefore for a fixed, the function f 3 (.) i trictly decreaing and continuou in N, and there i an one-to-one correpondence between the function alue and N for the fixed. Moreoer it can be een that f 3 (.) i poitie (ince when N i increaed by delta, the function -E (.) alway increae if i fixed ), o for poitie contant, c, and fixed offered traffic intenity on the link, there i a unique N that atifie equation (5). There are two pecial cae for expreion (5), firt if the LHS

3 of (5) i larger than max( f (, N )) then N doe not exit, econd N 3 if the cot c equal to zero (which i unlikely), then N equal infinity. Q.E.D. Expreion (3) together with the complementary lackne and the non-negatiity requirement of the multiplier correpond to the t order neceary condition of the MC formulation. The phyical interpretation of lemma i that when the link traffic intenitie are fixed, then for each et of c and, there i at mot one N alue that ole (3) and thereby atifying the t order neceary condition. The reult implie that we may write N a N (c,, Λ). Thi lemma proide a tool for u to how the condition uch that the MC and MP formulation are equialent. The proof of the following theorem relie on the non-negatiity nature of the multiplier correponding to the GoS. Theorem (relationhip between the minimum cot and maximum profit formulation): Conider a maximum profit formulation () and a minimum cot formulation () of the SON capacity allocation problem. If a et of Lagrange multiplier exit for (), and if the connection reward w atify condition (6), then an optimal olution to () i alo an optimal olution to (). Further if there i a unique et of for (), then () and () are equialent. 0 w (6) The tationary condition for () and () are lited in (7) and (8) repectiely, where c i a contant cot for allocation a unit bandwidth on link. Note that (7) and (8) both repreent n et of equation where n equal to the number of link in the network. Again θ in (7) and (8) i a et that contain the indexe of all OD c w u = ( + ) (7) p p θ Λ c = (8) c c θ Λ pair that conit of link in their route. Note that the capacitie c N and p N are repreented a function of the link traffic intenitie to explicitly indicate the dependence on the olution of the routing layer. Suppoe are the Lagrange multiplier at optimality for (). It i eay to ee that if (6) i atified, letting u = w 0 for all the OD pair in all the n equation of (7) would make the alue ( w + u ) equal to for all the n equation. If (6) θ θ i not atified, thi will not be alway poible ince u mut be c non-negatie for all. Aume a ector of link intenitie Λ i deignated by ome optimal routing rule, and uppoe the tuple c c c ( Λ, N ( Λ ) ) i a olution that atifie (8) and alo the complementary lackne condition. Then it i obiou from c c c c lemma that the olution ( Λ, N ( Λ ) ) i unique for the Λ. Now if we ubtitute the olution along with the u into (7), the olution hould atify (7) if it atifie (8), thi i becaue that ( w + u ) = for all, and alo becaue that the expreion Λ depend only on Λ and N ( Λ ). The complementary lackne condition are alo atified ince the contraint of () and () are identical. In other word, when (6) i atified, a olution that atifie the firt order necearily condition of the formulation () mut alo atify the t order necearily condition of the formulation (). With the ame et of u (i.e. u = w ), the econd order ufficient condition check i triial, becaue the Heian matrice of the correponding c c c Lagrangian dual are identical. If the olution ( Λ, N ( Λ ) ) atifie the nd order ufficient condition of formulation () then it mut alo atify the ufficient condition of formulation (). Therefore we hae hown that the optimal olution of MC i alo an optimal olution of MP. Further to thi, if the et of i unique and condition (6) i atified, then formulation () and () are equialent. Thi can be proed by contradiction. If there exit another et of multiplier x uch that ( w + x ) = y for the formulation (), where x 0 and 0. Suppoe for c c c any optimal olution ( Λ, N ( Λ ) ) that correpond to x and atifie both the neceary and ufficient condition of the formulation (). It i obiou that the multiplier y = ( w + x ) c c c along with ( Λ, N ( Λ ) ) atify (8). Moreoer thi olution mut alo atify the econd order necearily condition of () a long a it atifie thee condition for (), ince formulation () and () hae the identical firt order and econd order optimality condition. That implie y i alo a et of multiplier for (). Thi contradict with the claim that () ha a unique et of multiplier. Therefore if (6) hold and the et of multiplier i unique for (), then () alo hae a unique et of multiplier u uch that ( w + u ) =. And thi how the equialence of the MP and the MC formulation. Q.E.D. For the dicuion in thi article, the ector Λ i aumed to be unique with repect to a gien et of multiplier. Yet thi requirement i not needed for the aboe proof to be alid (but then we may hae multiple optimal olution een if the et of multiplier i unique). Aume there exit a unique et of multiplier for the MC formulation and the correponding Λ i unique; the aboe theorem indicate that if the erice charge are lower than ome alue (i.e. condition (6)), the MC and the MP formulation both gie the ame olution to the capacity allocation problem. In other word, if the erice charge are lower than a et of threhold, formulating the SON capacity allocation problem a either the MC or the MP problem doe not matter a thi i the region uch that MC and MP are equialent. A quetion 3

4 one may ak i: what if the erice charge are higher than the threhold? The reult for the quetion i preented in ection The MP and MC Formulation a Differentiated by the Serice Charge If condition (9) hold for the erice charge w, then we hall how in thi ection that the MP formulation proide olution with trictly better performance than the MC formulation in term of profit generation. Although ome of the reult obtained may look omewhat triial, the formal inetigation of the problem proide u with aluable inight into the relationhip between the erice charge and GoS guarantee which will be dicued in the ection 4. 0 < w (9) Note that though condition (6) and (9) are omewhat complementary, they are in fact rather looe a there are grey region which are not coered. Thee grey region are the region where 0 w < for ome, and 0 w for the remaining. To tackle thee region, the tudy will inole the comparion of the term R ( w ) and R = θ =. θ Our reult indicate that if there exit at leat one R that i larger than R for ome link, then the MP formulation will gie olution that generate more profit, otherwie the MP and MC formulation gie olution that generate the ame profit. The detailed analyi of thee cae require more careful treatment which need ignificantly more pace, thee reult will be included in a future paper a mentioned earlier. The reult proided here i a implified erion baed on the condition (9). Before we preent the main reult, again we firt need a lemma. Thi lemma etablihe the relation between the optimal capacitie allocated and the magnitude of erice charge. Lemma : Conider equation (0), where c i a poitie contant. Aume that the link traffic intenitie, Λ, are fixed. If, are two ector whoe element are indexed by (i.e. =[ ] T, =[ ] T ), then if hae N > > > 0 for all, and N N and N both exit then we, where N and N are the alue of N in (0) that correpond to the ector and repectiely. θ B c = ( ) (0) N Subtituting (4) into (0) we hae: E(, N ) c = f (, N ) () ' R ' R θ ' ' From the proof of lemma, It i known that E(, N ) i trictly decreaing and continuou for fixed, moreoer it i alo known that f (.) are non-negatie contant function with repect to N. So the expreion θ E(, N ) f (, N ) ' R ' R ' ' continuou and trictly decreaing in N. A a reult for a contant c, the larger the function f (, N ) the θ ' R ' R ' ' maller the expreion E(, N ) will be required to atify the equality condition of expreion (), thi therefore require a larger N alue. It i eay to ee that if > > 0 for all, the function f (, N ) θ ' R ' R ' ' f (, N ), o if N and N ' R ' R θ ' ' N > N. Q.E.D. y i will be larger than both exit then With lemma, we can now continue with our main theorem of thi ection. Theorem : Aume the link traffic intenitie at optimality, Λ, are the ame for the MC and MP formulation. When condition (9) hold, the MP formulation delier olution with trictly better performance than the MC formulation in term of profit. Note that when condition (9) hold, u in (7) are all zero at optimality, thi i due to the theorem 3 in ection 4 and the complementary lackne condition. Now expreion (7) can be written a () c = θ ( w ) () p From the expreion (8) and () and alo lemma, it i eay to erify that when condition (9) hold the optimal capacity allocated by MP i trictly larger than that of MC on all link. To how the profit generated by the olution of MP formulation i trictly larger if condition (9) hold, we rewrite (9) a 0 + x = w, where x > 0 for all. We ubtitute thi into () and rearrange the term we hae (3) c = ( ) + ( x ) (3) p p θ θ c we ubtitute the optimal olution of MC (i.e. N ) into the RHS of (3) and we get (4), 4

5 θ ( ) + ( x ) (4) c c θ expreion (4) denote the marginal profit from the link at the c allocated capacity of N, and it can be further modified to (5) + ( x ) (5) c θ c from the proof of lemma, we know that the nd term of the expreion (5) i trictly poitie, therefore expreion (5) c ugget that at the optimality of MC formulation (i.e. N ), marginal reward i larger than marginal cot on the link, which implie that additional profit can be generated if extra capacitie are allocated. Therefore when (9) hold, the MP formulation proide trictly better performance in term of profit generation. Q.E.D. The reult of theorem i omewhat triial, becaue after all, the MP formulation i to maximize the profit, but from the analyi in theorem, we can gain the addition inight that the olution of the MC formulation offer wore profit than that of the MP formulation becaue the MC formulation merely allocate the minimum amount of capacitie to atify the GoS requirement. Additional profit that could hae been gained from the high reward connection i lot. The main concluion from ubection 3. and 3. i that the MP formulation offer no wore performance than the MC formulation in all cenario; when reward are low and the cot are the major concern, the MP formulation minimize the cot, when the reward are high enough, the MP formulation witch to maximize the profit. Therefore it i enible to deign the SON network uing the MP formulation. If the MP formulation i choen, it can be further hown that the multiplier in (9) act a a et of threhold price for the erice o that the operator would be happy to delier adequate leel of GoS een if he i not contrained to do o. We hall elaborate thi in the following ection. 4. THE PRICE OF OFFERING GOS: AN OPERATOR S PERSPECTIVE In thi ection we aume that the SON operator regard the profit a the primary metric for the network performance. The following theorem formally how that the multiplier act a a form of threhold for erice charge in the MP formulation. Theorem 3: Aume that OD-pair blocking probabilitie are trictly decreaing function of allocated capacitie. If (9) hold then the olution of MP formulation will delier lower blocking than that of the MC formulation. Moreoer all the GoS contraint in () will be nonbinding at optimality, and the optimal olution for () will be the ame a it uncontrained counterpart. if (9) hold then ( w ) >, by lemma, we hae p N > c θ θ N, where p N i the capacity ector that atify (7). Since p N > c p N, the GoS offered by N mut be better than that c being offered by N. It i known that all the GoS contraint are c p atified by the allocation N, o it mut be atified by N. Since all the GoS requirement are atified at the optimal olution of () without the need of haing the GoS contraint if (9) hold, o the olution of () remain the ame een if all the GoS contraint are relaxed. Q.E.D. Aume that the MC formulation ha a unique et of multiplier. For the ake of dicuion we define a et of threhold alue in (6): w% = w% (6) If the erice charge w are le than the w% for all, then from theorem, the MP and MC formulation are equialent, and the multiplier u in (7) will be poitie. From the complementary lackne condition, the MP formulation will delier a olution with tight GoS contraint. It can alo be een from theorem 3 that if the erice charge w are larger than w%, the MP formulation will delier GoS erice leel better than that are being required by the GoS contraint. The et of w% act a a threhold et for the GoS erice leel. In other word, the alue w% can be interpreted a the minimum erice price that drie the network operator to offer the required leel of GoS when they are not contrained to offer any GoS guarantee. Thi et of w% proide intereting cot information in the context of proiding GoS guarantee. The threhold in (6) are deried from the multiplier, which are well known metric that quantify the price of the GoS contraint: the cot objectie in () can be improed by unit if the correponding GoS contraint i relaxed by one unit. So, intuitiely thi i alo the amount of reward the uer of the OD pair hould bring to the network o a to enjoy the GoS. 5. AN ILLUSTRATION EXAMPLE Conider a imple three-node SON network a hown in figure. Aume that there are three Poion tream of traffic in the network, and the offered traffic intenitie for the three independent tream are AB =0 per unit time, CB =5 per unit time, AC =0 per unit time. To make the dicuion imple, all the traffic tream are routed through direct link (i.e. direct link AB, CB and AC). Without lo of generality the mean holding time of the traffic are aume to be identically ditributed with unit mean. The cot for leaing one unit of bandwidth for one unit of time are 5 unit, 6 unit and 7 unit repectie for the link AB, CB, and AC, and the allocated capacitie are aumed to be 5

6 integral alue. Aume that GoS requirement for all the tream are 0. (i..e.0% probability of blocking)), thi alue i deliberately made large o a to facilitate eay comparion. The multiplier, and are found to be 8, 67 and 37 AB CB AC repectiely (which tranlate to erice charge of 8., 7.8 and 8.6). To illutrate theorem, we deliberately et the erice charge to be (0, 0, 0) for the tream AB,CB and AC. Condition (6) i atified under thi et of erice charge. Table ummarize the reult obtained. We can ee that, under thee erice charge, the MP and MC formulation do gie the ame allocated capacitie een though the objectie alue are different, which confirm the reult in theorem. Figure. A imple SON network. Table. Capacity allocation reult for low erice charge Serice charge (0,0,0) GoS ( AB, CB, AC) Allocated capacitie on link (AB, CB,AC) MP formulation MC formulation (0.084, 0.086, 0.085) (0.084, 0.086, 0.085) (3, 8, 3) (3, 8, 3) Objectie alue To illutrate theorem, we et the erice-charge ector to be (00, 00, 00). Table ummarize the reult obtained. The profit rate improement of the MP oer the MC i The MP formulation delier better performance oer the MC formulation in thi cae. Thi i conitent with the reult proed in theorem. Table. Capacity allocation reult for high erice charge Serice charge (00,00,00) GoS ( AB, CB, AC) Allocated capacitie on link (AB, CB,AC) MP formulation MC formulation (0.0037,0.009,0.0034) (0.084,0.086,0.085) (9, 6, 3) (3, 8, 3) Expected Profit rate Since the olution are rounded up from the real-alued optimal olution, the GoS contraint are not tight een for the MC formulation, but note that in table when the erice charge atify (9), the olution of the MP formulation indeed offer lower blocking probabilitie than that of the MC formulation and thi illutrate the reult in theorem CONCLUSIONS AND FUTURE WORKS We tudied a cla of Serice Oerlay Network (SON) capacity allocation problem with GoS contraint. By uing the et of Lagrange multiplier in the MC formulation, we howed the condition uch that the MP and MC formulation are equialent. Moreoer we alo howed the condition uch that the two formulation are different. It i particular intereting to note that when the erice charge are low the MP formulation minimize the cot/inetment in realizing the SON network by proiding minimum leel of reource to meet the GoS contraint. When the erice charge are high enough, howeer, the MP formulation automatically take adantage of that and witche to maximize the profit in realizing the SON network. Thi phenomenon ugget that MP formulation adapt well to the different range of parameter in the SON deign problem and i attractie to be employed a the dimenioning formulation. By employing the MP formulation in the SON capacity allocation problem, we are able to quantify the price of offering GoS in the SON. An intereting fact i that regardle that the MP formulation i being employed; the aforeaid GoS price are related to the et of Lagrange multiplier of the MC formulation. Major effort are being pent to refine the reult obtained regarding the relationhip of the MP and MC formulation when the MC formulation ha multiple optimal olution, the poible extenion to the cae where heterogeneou blocking are preent i alo being tudied. Moreoer we are alo inetigating the extenion of the reult to the more general multi-rate cae. Mot of the new reult will be included in a more comprehenie future paper. 7. REFERENCES [] A. Jager and E. V. Doom On the continued Erlang lo function, Operation Reearch Letter, Vol. 5, No., pp , 986. [] J. S. Etee, J. Craeirinha, and D. M. Cardoo, Second order condition on the oerflow traffic from the Erlang-B ytem, Caderno de Matemática, Unieridade de Aeiro, CM06/I-0, 006. [3] A. Girard and B. Liau, Dimenioning of adaptiely routed network, IEEE tranaction on networking, Vol., No. 4, pp , 993. [4] A. Girard, Reenue optimization of telecommunication network, IEEE tranaction on communication, Vol. 4, No. 4, pp , 993. [5] F.P. Kelly, Routing in circuit-witched network: Optimization, Shadow Price and Decentralization, Adanced in applied probability, Vol. 0, No., pp. -44, 988. [6] N. Lam, Z. Dziong and L.G. Maon, Network capacity allocation in erice oerlay network, in Proc. 0th International Teletraffic Congre (ITC), Ottawa, 007, pp [7] A. Girard, Routing and dimenioning in circuit-witched network, Addion-Weley, 990. [8] D. P. Berteka, Nonlinear Programming, nd edition, Athena Scientific,

Service Overlay Network Design with Reliability Constraints

Service Overlay Network Design with Reliability Constraints Serice Oerlay etwork Deign with Reliability Contraint gok Lam, Lorne G. Maon Department of Electrical and Computer Engineering, McGill Unierity, Montreal, Canada {ngok.lam, lorne.maon}@mcgill.ca Zbigniew

More information

Bogoliubov Transformation in Classical Mechanics

Bogoliubov Transformation in Classical Mechanics Bogoliubov Tranformation in Claical Mechanic Canonical Tranformation Suppoe we have a et of complex canonical variable, {a j }, and would like to conider another et of variable, {b }, b b ({a j }). How

More information

Social Studies 201 Notes for November 14, 2003

Social Studies 201 Notes for November 14, 2003 1 Social Studie 201 Note for November 14, 2003 Etimation of a mean, mall ample ize Section 8.4, p. 501. When a reearcher ha only a mall ample ize available, the central limit theorem doe not apply to the

More information

A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems *

A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems * ISSN 76-7659, England, UK Journal of Information and Computing Science Vol 5, No,, pp 35-33 A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problem * Lipu Zhang and Yinghong

More information

Kalman Filter. Wim van Drongelen, Introduction

Kalman Filter. Wim van Drongelen, Introduction alman Filter Wim an Drongelen alman Filter Wim an Drongelen, 03. Introduction Getting to undertand a ytem can be quite a challenge. One approach i to create a model, an abtraction of the ytem. The idea

More information

Preemptive scheduling on a small number of hierarchical machines

Preemptive scheduling on a small number of hierarchical machines Available online at www.ciencedirect.com Information and Computation 06 (008) 60 619 www.elevier.com/locate/ic Preemptive cheduling on a mall number of hierarchical machine György Dóa a, Leah Eptein b,

More information

If Y is normally Distributed, then and 2 Y Y 10. σ σ

If Y is normally Distributed, then and 2 Y Y 10. σ σ ull Hypothei Significance Teting V. APS 50 Lecture ote. B. Dudek. ot for General Ditribution. Cla Member Uage Only. Chi-Square and F-Ditribution, and Diperion Tet Recall from Chapter 4 material on: ( )

More information

CHAPTER 8 OBSERVER BASED REDUCED ORDER CONTROLLER DESIGN FOR LARGE SCALE LINEAR DISCRETE-TIME CONTROL SYSTEMS

CHAPTER 8 OBSERVER BASED REDUCED ORDER CONTROLLER DESIGN FOR LARGE SCALE LINEAR DISCRETE-TIME CONTROL SYSTEMS CHAPTER 8 OBSERVER BASED REDUCED ORDER CONTROLLER DESIGN FOR LARGE SCALE LINEAR DISCRETE-TIME CONTROL SYSTEMS 8.1 INTRODUCTION 8.2 REDUCED ORDER MODEL DESIGN FOR LINEAR DISCRETE-TIME CONTROL SYSTEMS 8.3

More information

The Impact of Imperfect Scheduling on Cross-Layer Rate. Control in Multihop Wireless Networks

The Impact of Imperfect Scheduling on Cross-Layer Rate. Control in Multihop Wireless Networks The mpact of mperfect Scheduling on Cro-Layer Rate Control in Multihop Wirele Network Xiaojun Lin and Ne B. Shroff Center for Wirele Sytem and Application (CWSA) School of Electrical and Computer Engineering,

More information

A Constraint Propagation Algorithm for Determining the Stability Margin. The paper addresses the stability margin assessment for linear systems

A Constraint Propagation Algorithm for Determining the Stability Margin. The paper addresses the stability margin assessment for linear systems A Contraint Propagation Algorithm for Determining the Stability Margin of Linear Parameter Circuit and Sytem Lubomir Kolev and Simona Filipova-Petrakieva Abtract The paper addree the tability margin aement

More information

Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions

Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions Stochatic Optimization with Inequality Contraint Uing Simultaneou Perturbation and Penalty Function I-Jeng Wang* and Jame C. Spall** The John Hopkin Univerity Applied Phyic Laboratory 11100 John Hopkin

More information

ON THE APPROXIMATION ERROR IN HIGH DIMENSIONAL MODEL REPRESENTATION. Xiaoqun Wang

ON THE APPROXIMATION ERROR IN HIGH DIMENSIONAL MODEL REPRESENTATION. Xiaoqun Wang Proceeding of the 2008 Winter Simulation Conference S. J. Maon, R. R. Hill, L. Mönch, O. Roe, T. Jefferon, J. W. Fowler ed. ON THE APPROXIMATION ERROR IN HIGH DIMENSIONAL MODEL REPRESENTATION Xiaoqun Wang

More information

Chapter 4. The Laplace Transform Method

Chapter 4. The Laplace Transform Method Chapter 4. The Laplace Tranform Method The Laplace Tranform i a tranformation, meaning that it change a function into a new function. Actually, it i a linear tranformation, becaue it convert a linear combination

More information

Optimal revenue management in two class pre-emptive delay dependent Markovian queues

Optimal revenue management in two class pre-emptive delay dependent Markovian queues Optimal revenue management in two cla pre-emptive delay dependent Markovian queue Manu K. Gupta, N. Hemachandra and J. Venkatewaran Indutrial Engineering and Operation Reearch, IIT Bombay March 15, 2015

More information

7.2 INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 281

7.2 INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 281 72 INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 28 and i 2 Show how Euler formula (page 33) can then be ued to deduce the reult a ( a) 2 b 2 {e at co bt} {e at in bt} b ( a) 2 b 2 5 Under what condition

More information

On the Stability Region of Congestion Control

On the Stability Region of Congestion Control On the Stability Region of Congetion Control Xiaojun Lin and Ne B. Shroff School of Electrical and Computer Engineering Purdue Univerity, Wet Lafayette, IN 47906 {linx,hroff}@ecn.purdue.edu Abtract It

More information

Problem Set 8 Solutions

Problem Set 8 Solutions Deign and Analyi of Algorithm April 29, 2015 Maachuett Intitute of Technology 6.046J/18.410J Prof. Erik Demaine, Srini Devada, and Nancy Lynch Problem Set 8 Solution Problem Set 8 Solution Thi problem

More information

Lecture 17: Frequency Response of Amplifiers

Lecture 17: Frequency Response of Amplifiers ecture 7: Frequency epone of Aplifier Gu-Yeon Wei Diiion of Engineering and Applied Science Harard Unierity guyeon@eec.harard.edu Wei Oeriew eading S&S: Chapter 7 Ski ection ince otly decribed uing BJT

More information

Dyadic Green s Function

Dyadic Green s Function EECS 730 Winter 2009 c K. Sarabandi Dyadic Green Function A mentioned earlier the application of dyadic analyi facilitate imple manipulation of field ector calculation. The ource of electromagnetic field

More information

Introduction to Laplace Transform Techniques in Circuit Analysis

Introduction to Laplace Transform Techniques in Circuit Analysis Unit 6 Introduction to Laplace Tranform Technique in Circuit Analyi In thi unit we conider the application of Laplace Tranform to circuit analyi. A relevant dicuion of the one-ided Laplace tranform i found

More information

Chapter 2 Sampling and Quantization. In order to investigate sampling and quantization, the difference between analog

Chapter 2 Sampling and Quantization. In order to investigate sampling and quantization, the difference between analog Chapter Sampling and Quantization.1 Analog and Digital Signal In order to invetigate ampling and quantization, the difference between analog and digital ignal mut be undertood. Analog ignal conit of continuou

More information

(b) Is the game below solvable by iterated strict dominance? Does it have a unique Nash equilibrium?

(b) Is the game below solvable by iterated strict dominance? Does it have a unique Nash equilibrium? 14.1 Final Exam Anwer all quetion. You have 3 hour in which to complete the exam. 1. (60 Minute 40 Point) Anwer each of the following ubquetion briefly. Pleae how your calculation and provide rough explanation

More information

UNIT 15 RELIABILITY EVALUATION OF k-out-of-n AND STANDBY SYSTEMS

UNIT 15 RELIABILITY EVALUATION OF k-out-of-n AND STANDBY SYSTEMS UNIT 1 RELIABILITY EVALUATION OF k-out-of-n AND STANDBY SYSTEMS Structure 1.1 Introduction Objective 1.2 Redundancy 1.3 Reliability of k-out-of-n Sytem 1.4 Reliability of Standby Sytem 1. Summary 1.6 Solution/Anwer

More information

Fourier-Conjugate Models in the Corpuscular-Wave Dualism Concept

Fourier-Conjugate Models in the Corpuscular-Wave Dualism Concept International Journal of Adanced Reearch in Phyical Science (IJARPS) Volume, Iue 0, October 05, PP 6-30 ISSN 349-7874 (Print) & ISSN 349-788 (Online) www.arcjournal.org Fourier-Conjugate Model in the Corpucular-Wae

More information

Highway Capacity Manual 2010

Highway Capacity Manual 2010 RR = minimum number of lane change that mut be made by one ramp-toramp ehicle to execute the deired maneuer uccefully. MIN for two-ided weaing egment i gien by Equation 12-3: MIN RR For two-ided weaing

More information

Lecture 21. The Lovasz splitting-off lemma Topics in Combinatorial Optimization April 29th, 2004

Lecture 21. The Lovasz splitting-off lemma Topics in Combinatorial Optimization April 29th, 2004 18.997 Topic in Combinatorial Optimization April 29th, 2004 Lecture 21 Lecturer: Michel X. Goeman Scribe: Mohammad Mahdian 1 The Lovaz plitting-off lemma Lovaz plitting-off lemma tate the following. Theorem

More information

Codes Correcting Two Deletions

Codes Correcting Two Deletions 1 Code Correcting Two Deletion Ryan Gabry and Frederic Sala Spawar Sytem Center Univerity of California, Lo Angele ryan.gabry@navy.mil fredala@ucla.edu Abtract In thi work, we invetigate the problem of

More information

Directional Pricing Theory in Electricity *

Directional Pricing Theory in Electricity * Directional Pricing Theory in Electricity Akira Maeda and Makiko Nagaya : Graduate School of Art and Science, The Univerity of Tokyo -8- Komaa, Meguro, Tokyo 5-89, Japan; maeda(at)gloal.c.u-tokyo.ac.jp

More information

Social Studies 201 Notes for March 18, 2005

Social Studies 201 Notes for March 18, 2005 1 Social Studie 201 Note for March 18, 2005 Etimation of a mean, mall ample ize Section 8.4, p. 501. When a reearcher ha only a mall ample ize available, the central limit theorem doe not apply to the

More information

arxiv: v2 [math.nt] 30 Apr 2015

arxiv: v2 [math.nt] 30 Apr 2015 A THEOREM FOR DISTINCT ZEROS OF L-FUNCTIONS École Normale Supérieure arxiv:54.6556v [math.nt] 3 Apr 5 943 Cachan November 9, 7 Abtract In thi paper, we etablih a imple criterion for two L-function L and

More information

CONGESTION control is a key functionality in modern

CONGESTION control is a key functionality in modern IEEE TRANSACTIONS ON INFORMATION TEORY, VOL. X, NO. X, XXXXXXX 2008 On the Connection-Level Stability of Congetion-Controlled Communication Network Xiaojun Lin, Member, IEEE, Ne B. Shroff, Fellow, IEEE,

More information

IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 65, NO. 10, OCTOBER Wenguang Mao, Xudong Wang, Senior Member, IEEE, and Shanshan Wu

IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 65, NO. 10, OCTOBER Wenguang Mao, Xudong Wang, Senior Member, IEEE, and Shanshan Wu IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 65, NO. 10, OCTOBER 2016 8511 Ditributed Opportunitic Scheduling With QoS Contraint for Wirele Network With Hybrid Link Wenguang Mao, Xudong Wang, Senior

More information

Chapter 5 Consistency, Zero Stability, and the Dahlquist Equivalence Theorem

Chapter 5 Consistency, Zero Stability, and the Dahlquist Equivalence Theorem Chapter 5 Conitency, Zero Stability, and the Dahlquit Equivalence Theorem In Chapter 2 we dicued convergence of numerical method and gave an experimental method for finding the rate of convergence (aka,

More information

Control Systems Analysis and Design by the Root-Locus Method

Control Systems Analysis and Design by the Root-Locus Method 6 Control Sytem Analyi and Deign by the Root-Locu Method 6 1 INTRODUCTION The baic characteritic of the tranient repone of a cloed-loop ytem i cloely related to the location of the cloed-loop pole. If

More information

New bounds for Morse clusters

New bounds for Morse clusters New bound for More cluter Tamá Vinkó Advanced Concept Team, European Space Agency, ESTEC Keplerlaan 1, 2201 AZ Noordwijk, The Netherland Tama.Vinko@ea.int and Arnold Neumaier Fakultät für Mathematik, Univerität

More information

On the Isomorphism of Fractional Factorial Designs 1

On the Isomorphism of Fractional Factorial Designs 1 journal of complexity 17, 8697 (2001) doi:10.1006jcom.2000.0569, available online at http:www.idealibrary.com on On the Iomorphim of Fractional Factorial Deign 1 Chang-Xing Ma Department of Statitic, Nankai

More information

Convergence criteria and optimization techniques for beam moments

Convergence criteria and optimization techniques for beam moments Pure Appl. Opt. 7 (1998) 1221 1230. Printed in the UK PII: S0963-9659(98)90684-5 Convergence criteria and optimization technique for beam moment G Gbur and P S Carney Department of Phyic and Atronomy and

More information

IEOR 3106: Fall 2013, Professor Whitt Topics for Discussion: Tuesday, November 19 Alternating Renewal Processes and The Renewal Equation

IEOR 3106: Fall 2013, Professor Whitt Topics for Discussion: Tuesday, November 19 Alternating Renewal Processes and The Renewal Equation IEOR 316: Fall 213, Profeor Whitt Topic for Dicuion: Tueday, November 19 Alternating Renewal Procee and The Renewal Equation 1 Alternating Renewal Procee An alternating renewal proce alternate between

More information

Computers and Mathematics with Applications. Sharp algebraic periodicity conditions for linear higher order

Computers and Mathematics with Applications. Sharp algebraic periodicity conditions for linear higher order Computer and Mathematic with Application 64 (2012) 2262 2274 Content lit available at SciVere ScienceDirect Computer and Mathematic with Application journal homepage: wwweleviercom/locate/camwa Sharp algebraic

More information

STOCHASTIC GENERALIZED TRANSPORTATION PROBLEM WITH DISCRETE DISTRIBUTION OF DEMAND

STOCHASTIC GENERALIZED TRANSPORTATION PROBLEM WITH DISCRETE DISTRIBUTION OF DEMAND OPERATIONS RESEARCH AND DECISIONS No. 4 203 DOI: 0.5277/ord30402 Marcin ANHOLCER STOCHASTIC GENERALIZED TRANSPORTATION PROBLEM WITH DISCRETE DISTRIBUTION OF DEMAND The generalized tranportation problem

More information

Online Appendix for Managerial Attention and Worker Performance by Marina Halac and Andrea Prat

Online Appendix for Managerial Attention and Worker Performance by Marina Halac and Andrea Prat Online Appendix for Managerial Attention and Worker Performance by Marina Halac and Andrea Prat Thi Online Appendix contain the proof of our reult for the undicounted limit dicued in Section 2 of the paper,

More information

Modelling and Simulation Study on Fractional and Integer Order PI Controller for a SISO Process

Modelling and Simulation Study on Fractional and Integer Order PI Controller for a SISO Process International Journal of Science, Engineering and Technology Reearch (IJSETR), Volume 3, Iue 3, March 2014 Modelling and Simulation Study on Fractional and Integer Order PI Controller for a SISO Proce

More information

SERIES COMPENSATION: VOLTAGE COMPENSATION USING DVR (Lectures 41-48)

SERIES COMPENSATION: VOLTAGE COMPENSATION USING DVR (Lectures 41-48) Chapter 5 SERIES COMPENSATION: VOLTAGE COMPENSATION USING DVR (Lecture 41-48) 5.1 Introduction Power ytem hould enure good quality of electric power upply, which mean voltage and current waveform hould

More information

Proactive Serving Decreases User Delay Exponentially: The Light-tailed Service Time Case

Proactive Serving Decreases User Delay Exponentially: The Light-tailed Service Time Case Proactive Serving Decreae Uer Delay Exponentially: The Light-tailed Service Time Cae Shaoquan Zhang, Longbo Huang, Minghua Chen, and Xin Liu Abtract In online ervice ytem, the delay experienced by uer

More information

One Class of Splitting Iterative Schemes

One Class of Splitting Iterative Schemes One Cla of Splitting Iterative Scheme v Ciegi and V. Pakalnytė Vilniu Gedimina Technical Univerity Saulėtekio al. 11, 2054, Vilniu, Lithuania rc@fm.vtu.lt Abtract. Thi paper deal with the tability analyi

More information

Question 1 Equivalent Circuits

Question 1 Equivalent Circuits MAE 40 inear ircuit Fall 2007 Final Intruction ) Thi exam i open book You may ue whatever written material you chooe, including your cla note and textbook You may ue a hand calculator with no communication

More information

Nonlinear Single-Particle Dynamics in High Energy Accelerators

Nonlinear Single-Particle Dynamics in High Energy Accelerators Nonlinear Single-Particle Dynamic in High Energy Accelerator Part 6: Canonical Perturbation Theory Nonlinear Single-Particle Dynamic in High Energy Accelerator Thi coure conit of eight lecture: 1. Introduction

More information

Unbounded solutions of second order discrete BVPs on infinite intervals

Unbounded solutions of second order discrete BVPs on infinite intervals Available online at www.tjna.com J. Nonlinear Sci. Appl. 9 206), 357 369 Reearch Article Unbounded olution of econd order dicrete BVP on infinite interval Hairong Lian a,, Jingwu Li a, Ravi P Agarwal b

More information

Utility Proportional Fair Bandwidth Allocation: An Optimization Oriented Approach

Utility Proportional Fair Bandwidth Allocation: An Optimization Oriented Approach Utility Proportional Fair Bandwidth Allocation: An Optimization Oriented Approach 61 Tobia Hark Konrad-Zue-Zentrum für Informationtechnik Berlin (ZIB), Department Optimization, Takutr. 7, 14195 Berlin,

More information

Optimal Coordination of Samples in Business Surveys

Optimal Coordination of Samples in Business Surveys Paper preented at the ICES-III, June 8-, 007, Montreal, Quebec, Canada Optimal Coordination of Sample in Buine Survey enka Mach, Ioana Şchiopu-Kratina, Philip T Rei, Jean-Marc Fillion Statitic Canada New

More information

Laplace Transformation

Laplace Transformation Univerity of Technology Electromechanical Department Energy Branch Advance Mathematic Laplace Tranformation nd Cla Lecture 6 Page of 7 Laplace Tranformation Definition Suppoe that f(t) i a piecewie continuou

More information

in a circular cylindrical cavity K. Kakazu Department of Physics, University of the Ryukyus, Okinawa , Japan Y. S. Kim

in a circular cylindrical cavity K. Kakazu Department of Physics, University of the Ryukyus, Okinawa , Japan Y. S. Kim Quantization of electromagnetic eld in a circular cylindrical cavity K. Kakazu Department of Phyic, Univerity of the Ryukyu, Okinawa 903-0, Japan Y. S. Kim Department of Phyic, Univerity of Maryland, College

More information

Automatic Control Systems. Part III: Root Locus Technique

Automatic Control Systems. Part III: Root Locus Technique www.pdhcenter.com PDH Coure E40 www.pdhonline.org Automatic Control Sytem Part III: Root Locu Technique By Shih-Min Hu, Ph.D., P.E. Page of 30 www.pdhcenter.com PDH Coure E40 www.pdhonline.org VI. Root

More information

Theoretical Computer Science. Optimal algorithms for online scheduling with bounded rearrangement at the end

Theoretical Computer Science. Optimal algorithms for online scheduling with bounded rearrangement at the end Theoretical Computer Science 4 (0) 669 678 Content lit available at SciVere ScienceDirect Theoretical Computer Science journal homepage: www.elevier.com/locate/tc Optimal algorithm for online cheduling

More information

Pricing surplus server capacity for mean waiting time sensitive customers

Pricing surplus server capacity for mean waiting time sensitive customers Pricing urplu erver capacity for mean waiting time enitive cutomer Sudhir K. Sinha, N. Rangaraj and N. Hemachandra Indutrial Engineering and Operation Reearch, Indian Intitute of Technology Bombay, Mumbai

More information

Technical Appendix: Auxiliary Results and Proofs

Technical Appendix: Auxiliary Results and Proofs A Technical Appendix: Auxiliary Reult and Proof Lemma A. The following propertie hold for q (j) = F r [c + ( ( )) ] de- ned in Lemma. (i) q (j) >, 8 (; ]; (ii) R q (j)d = ( ) q (j) + R q (j)d ; (iii) R

More information

Design By Emulation (Indirect Method)

Design By Emulation (Indirect Method) Deign By Emulation (Indirect Method he baic trategy here i, that Given a continuou tranfer function, it i required to find the bet dicrete equivalent uch that the ignal produced by paing an input ignal

More information

CHEAP CONTROL PERFORMANCE LIMITATIONS OF INPUT CONSTRAINED LINEAR SYSTEMS

CHEAP CONTROL PERFORMANCE LIMITATIONS OF INPUT CONSTRAINED LINEAR SYSTEMS Copyright 22 IFAC 5th Triennial World Congre, Barcelona, Spain CHEAP CONTROL PERFORMANCE LIMITATIONS OF INPUT CONSTRAINED LINEAR SYSTEMS Tritan Pérez Graham C. Goodwin Maria M. Serón Department of Electrical

More information

Chapter Landscape of an Optimization Problem. Local Search. Coping With NP-Hardness. Gradient Descent: Vertex Cover

Chapter Landscape of an Optimization Problem. Local Search. Coping With NP-Hardness. Gradient Descent: Vertex Cover Coping With NP-Hardne Chapter 12 Local Search Q Suppoe I need to olve an NP-hard problem What hould I do? A Theory ay you're unlikely to find poly-time algorithm Mut acrifice one of three deired feature

More information

SOME RESULTS ON INFINITE POWER TOWERS

SOME RESULTS ON INFINITE POWER TOWERS NNTDM 16 2010) 3, 18-24 SOME RESULTS ON INFINITE POWER TOWERS Mladen Vailev - Miana 5, V. Hugo Str., Sofia 1124, Bulgaria E-mail:miana@abv.bg Abtract To my friend Kratyu Gumnerov In the paper the infinite

More information

5. Fuzzy Optimization

5. Fuzzy Optimization 5. Fuzzy Optimization 1. Fuzzine: An Introduction 135 1.1. Fuzzy Memberhip Function 135 1.2. Memberhip Function Operation 136 2. Optimization in Fuzzy Environment 136 3. Fuzzy Set for Water Allocation

More information

Sliding Mode Based Congestion Control and

Sliding Mode Based Congestion Control and Sliding Mode Baed Congetion Control and 1 Scheduling for Multi-cla Traffic over Per-link Queueing Wirele Network Zongrui Ding and Dapeng Wu Abtract Thi paper conider the problem of joint congetion control

More information

Assignment for Mathematics for Economists Fall 2016

Assignment for Mathematics for Economists Fall 2016 Due date: Mon. Nov. 1. Reading: CSZ, Ch. 5, Ch. 8.1 Aignment for Mathematic for Economit Fall 016 We now turn to finihing our coverage of concavity/convexity. There are two part: Jenen inequality for concave/convex

More information

Design Differentiated Service Multicast With Selfish Agents

Design Differentiated Service Multicast With Selfish Agents Deign Differentiated Serice Multicat With Selfih Agent WeiZhao Wang, Xiang-Yang Li, and Zheng Sun 2 Illinoi Intitute of Technology, Chicago, IL, USA, {lixian,wangwei4}@iit.edu 2 Hong Kong Baptit Unierity,

More information

Stochastic Perishable Inventory Control in a Service Facility System Maintaining Inventory for Service: Semi Markov Decision Problem

Stochastic Perishable Inventory Control in a Service Facility System Maintaining Inventory for Service: Semi Markov Decision Problem Stochatic Perihable Inventory Control in a Service Facility Sytem Maintaining Inventory for Service: Semi Markov Deciion Problem R.Mugeh 1,S.Krihnakumar 2, and C.Elango 3 1 mugehrengawamy@gmail.com 2 krihmathew@gmail.com

More information

Speaker. Low- Pass Filter. D/A Converter. Power Amp. Counter. Memory. Clock

Speaker. Low- Pass Filter. D/A Converter. Power Amp. Counter. Memory. Clock Maachuett Intitute of Technology Department of Electrical Engineering and Computer Science 6.00 { Electronic Circuit Homework # Solution Handout F9806 Iued /0/98 { Due /4/98 Introduction Thi homework aignment

More information

Convex Hulls of Curves Sam Burton

Convex Hulls of Curves Sam Burton Convex Hull of Curve Sam Burton 1 Introduction Thi paper will primarily be concerned with determining the face of convex hull of curve of the form C = {(t, t a, t b ) t [ 1, 1]}, a < b N in R 3. We hall

More information

Advanced D-Partitioning Analysis and its Comparison with the Kharitonov s Theorem Assessment

Advanced D-Partitioning Analysis and its Comparison with the Kharitonov s Theorem Assessment Journal of Multidiciplinary Engineering Science and Technology (JMEST) ISSN: 59- Vol. Iue, January - 5 Advanced D-Partitioning Analyi and it Comparion with the haritonov Theorem Aement amen M. Yanev Profeor,

More information

Dimensional Analysis A Tool for Guiding Mathematical Calculations

Dimensional Analysis A Tool for Guiding Mathematical Calculations Dimenional Analyi A Tool for Guiding Mathematical Calculation Dougla A. Kerr Iue 1 February 6, 2010 ABSTRACT AND INTRODUCTION In converting quantitie from one unit to another, we may know the applicable

More information

Design spacecraft external surfaces to ensure 95 percent probability of no mission-critical failures from particle impact.

Design spacecraft external surfaces to ensure 95 percent probability of no mission-critical failures from particle impact. PREFERRED RELIABILITY PAGE 1 OF 6 PRACTICES METEOROIDS & SPACE DEBRIS Practice: Deign pacecraft external urface to enure 95 percent probability of no miion-critical failure from particle impact. Benefit:

More information

Chapter 2 Homework Solution P2.2-1, 2, 5 P2.4-1, 3, 5, 6, 7 P2.5-1, 3, 5 P2.6-2, 5 P2.7-1, 4 P2.8-1 P2.9-1

Chapter 2 Homework Solution P2.2-1, 2, 5 P2.4-1, 3, 5, 6, 7 P2.5-1, 3, 5 P2.6-2, 5 P2.7-1, 4 P2.8-1 P2.9-1 Chapter Homework Solution P.-1,, 5 P.4-1, 3, 5, 6, 7 P.5-1, 3, 5 P.6-, 5 P.7-1, 4 P.8-1 P.9-1 P.-1 An element ha oltage and current i a hown in Figure P.-1a. Value of the current i and correponding oltage

More information

DIFFERENTIAL EQUATIONS

DIFFERENTIAL EQUATIONS DIFFERENTIAL EQUATIONS Laplace Tranform Paul Dawkin Table of Content Preface... Laplace Tranform... Introduction... The Definition... 5 Laplace Tranform... 9 Invere Laplace Tranform... Step Function...4

More information

Singular perturbation theory

Singular perturbation theory Singular perturbation theory Marc R. Rouel June 21, 2004 1 Introduction When we apply the teady-tate approximation (SSA) in chemical kinetic, we typically argue that ome of the intermediate are highly

More information

On Multi-source Networks: Enumeration, Rate Region Computation, and Hierarchy

On Multi-source Networks: Enumeration, Rate Region Computation, and Hierarchy On Multi-ource Network: Enumeration, Rate Region Computation, and Hierarchy Congduan Li, Student Member, IEEE, Steven Weber, Senior Member, IEEE, and John MacLaren Walh, Member, IEEE arxiv:5070578v [cit]

More information

A BATCH-ARRIVAL QUEUE WITH MULTIPLE SERVERS AND FUZZY PARAMETERS: PARAMETRIC PROGRAMMING APPROACH

A BATCH-ARRIVAL QUEUE WITH MULTIPLE SERVERS AND FUZZY PARAMETERS: PARAMETRIC PROGRAMMING APPROACH Mathematical and Computational Application Vol. 11 No. pp. 181-191 006. Aociation for Scientific Reearch A BATCH-ARRIVA QEE WITH MTIPE SERVERS AND FZZY PARAMETERS: PARAMETRIC PROGRAMMING APPROACH Jau-Chuan

More information

Optimizing Cost-sensitive Trust-negotiation Protocols

Optimizing Cost-sensitive Trust-negotiation Protocols Optimizing Cot-enitive Trut-negotiation Protocol Weifeng Chen, Lori Clarke, Jim Kuroe, Don Towley Department of Computer Science Univerity of Maachuett, Amhert {chenwf, clarke, kuroe, towley}@c.uma.edu

More information

arxiv: v1 [math.mg] 25 Aug 2011

arxiv: v1 [math.mg] 25 Aug 2011 ABSORBING ANGLES, STEINER MINIMAL TREES, AND ANTIPODALITY HORST MARTINI, KONRAD J. SWANEPOEL, AND P. OLOFF DE WET arxiv:08.5046v [math.mg] 25 Aug 20 Abtract. We give a new proof that a tar {op i : i =,...,

More information

TP A.30 The effect of cue tip offset, cue weight, and cue speed on cue ball speed and spin

TP A.30 The effect of cue tip offset, cue weight, and cue speed on cue ball speed and spin technical proof TP A.30 The effect of cue tip offet, cue weight, and cue peed on cue all peed and pin technical proof upporting: The Illutrated Principle of Pool and Billiard http://illiard.colotate.edu

More information

Then C pid (s) S h -stabilizes G(s) if and only if Ĉpid(ŝ) S 0 - stabilizes Ĝ(ŝ). For any ρ R +, an RCF of Ĉ pid (ŝ) is given by

Then C pid (s) S h -stabilizes G(s) if and only if Ĉpid(ŝ) S 0 - stabilizes Ĝ(ŝ). For any ρ R +, an RCF of Ĉ pid (ŝ) is given by 9 American Control Conference Hyatt Regency Riverfront, St. Loui, MO, USA June -, 9 WeC5.5 PID Controller Synthei with Shifted Axi Pole Aignment for a Cla of MIMO Sytem A. N. Gündeş and T. S. Chang Abtract

More information

ALLOCATING BANDWIDTH FOR BURSTY CONNECTIONS

ALLOCATING BANDWIDTH FOR BURSTY CONNECTIONS SIAM J. COMPUT. Vol. 30, No. 1, pp. 191 217 c 2000 Society for Indutrial and Applied Mathematic ALLOCATING BANDWIDTH FOR BURSTY CONNECTIONS JON KLEINBERG, YUVAL RABANI, AND ÉVA TARDOS Abtract. In thi paper,

More information

Unavoidable Cycles in Polynomial-Based Time-Invariant LDPC Convolutional Codes

Unavoidable Cycles in Polynomial-Based Time-Invariant LDPC Convolutional Codes European Wirele, April 7-9,, Vienna, Autria ISBN 978--87-4-9 VE VERLAG GMBH Unavoidable Cycle in Polynomial-Baed Time-Invariant LPC Convolutional Code Hua Zhou and Norbert Goertz Intitute of Telecommunication

More information

Channel Selection in Multi-channel Opportunistic Spectrum Access Networks with Perfect Sensing

Channel Selection in Multi-channel Opportunistic Spectrum Access Networks with Perfect Sensing Channel Selection in Multi-channel Opportunitic Spectrum Acce Networ with Perfect Sening Xin Liu Univerity of California Davi, CA 95616 liu@c.ucdavi.edu Bhaar Krihnamachari Univerity of Southern California

More information

Beyond Cut-Set Bounds - The Approximate Capacity of D2D Networks

Beyond Cut-Set Bounds - The Approximate Capacity of D2D Networks Beyond Cut-Set Bound - The Approximate Capacity of DD Network Avik Sengupta Hume Center for National Security and Technology Department of Electrical and Computer Engineering Virginia Tech, Blackburg,

More information

Given the following circuit with unknown initial capacitor voltage v(0): X(s) Immediately, we know that the transfer function H(s) is

Given the following circuit with unknown initial capacitor voltage v(0): X(s) Immediately, we know that the transfer function H(s) is EE 4G Note: Chapter 6 Intructor: Cheung More about ZSR and ZIR. Finding unknown initial condition: Given the following circuit with unknown initial capacitor voltage v0: F v0/ / Input xt 0Ω Output yt -

More information

3.1 The Revised Simplex Algorithm. 3 Computational considerations. Thus, we work with the following tableau. Basic observations = CARRY. ... m.

3.1 The Revised Simplex Algorithm. 3 Computational considerations. Thus, we work with the following tableau. Basic observations = CARRY. ... m. 3 Computational conideration In what follow, we analyze the complexity of the Simplex algorithm more in detail For thi purpoe, we focu on the update proce in each iteration of thi procedure Clearly, ince,

More information

Evolutionary Algorithms Based Fixed Order Robust Controller Design and Robustness Performance Analysis

Evolutionary Algorithms Based Fixed Order Robust Controller Design and Robustness Performance Analysis Proceeding of 01 4th International Conference on Machine Learning and Computing IPCSIT vol. 5 (01) (01) IACSIT Pre, Singapore Evolutionary Algorithm Baed Fixed Order Robut Controller Deign and Robutne

More information

1 Bertrand duopoly with incomplete information

1 Bertrand duopoly with incomplete information Game Theory Solution to Problem Set 5 1 Bertrand duopoly ith incomplete information The game i de ned by I = f1; g ; et of player A i = [0; 1) T i = fb L ; b H g, ith p(b L ) = u i (b i ; p i ; p j ) =

More information

Optimal financing and dividend control of the insurance company with proportional reinsurance policy

Optimal financing and dividend control of the insurance company with proportional reinsurance policy Inurance: Mathematic and Economic 42 28 976 983 www.elevier.com/locate/ime Optimal financing and dividend control of the inurance company with proportional reinurance policy Lin He a, Zongxia Liang b,

More information

Stochastic Analysis of Power-Aware Scheduling

Stochastic Analysis of Power-Aware Scheduling Stochatic Analyi of Power-Aware Scheduling Adam Wierman Computer Science Department California Intitute of Technology Lachlan L.H. Andrew Computer Science Department California Intitute of Technology Ao

More information

The Impact of Imperfect Scheduling on Cross-Layer Congestion Control in Wireless Networks

The Impact of Imperfect Scheduling on Cross-Layer Congestion Control in Wireless Networks EEE/ACM TRANSACTONS ON NETWORKNG, VOL. X, NO. XX, XXXXXXX 200X 1 The mpact of mperfect Scheduling on Cro-Layer Congetion Control in Wirele Network Xiaojun Lin, Member, EEE and Ne B. Shroff Senior Member,

More information

Minimal state space realization of MIMO systems in the max algebra

Minimal state space realization of MIMO systems in the max algebra KULeuven Department of Electrical Engineering (ESAT) SISTA Technical report 94-54 Minimal tate pace realization of MIMO ytem in the max algebra B De Schutter and B De Moor If you want to cite thi report

More information

Estimating floor acceleration in nonlinear multi-story moment-resisting frames

Estimating floor acceleration in nonlinear multi-story moment-resisting frames Etimating floor acceleration in nonlinear multi-tory moment-reiting frame R. Karami Mohammadi Aitant Profeor, Civil Engineering Department, K.N.Tooi Univerity M. Mohammadi M.Sc. Student, Civil Engineering

More information

Bayesian-Based Decision Making for Object Search and Characterization

Bayesian-Based Decision Making for Object Search and Characterization 9 American Control Conference Hyatt Regency Riverfront, St. Loui, MO, USA June -, 9 WeC9. Bayeian-Baed Deciion Making for Object Search and Characterization Y. Wang and I. I. Huein Abtract Thi paper focue

More information

Efficient Methods of Doppler Processing for Coexisting Land and Weather Clutter

Efficient Methods of Doppler Processing for Coexisting Land and Weather Clutter Efficient Method of Doppler Proceing for Coexiting Land and Weather Clutter Ça gatay Candan and A Özgür Yılmaz Middle Eat Technical Univerity METU) Ankara, Turkey ccandan@metuedutr, aoyilmaz@metuedutr

More information

Amplify and Forward Relaying; Channel Model and Outage Behaviour

Amplify and Forward Relaying; Channel Model and Outage Behaviour Amplify and Forward Relaying; Channel Model and Outage Behaviour Mehdi Mortazawi Molu Intitute of Telecommunication Vienna Univerity of Technology Guhautr. 5/E389, 4 Vienna, Autria Email: mmortaza@nt.tuwien.ac.at

More information

Multi-dimensional Fuzzy Euler Approximation

Multi-dimensional Fuzzy Euler Approximation Mathematica Aeterna, Vol 7, 2017, no 2, 163-176 Multi-dimenional Fuzzy Euler Approximation Yangyang Hao College of Mathematic and Information Science Hebei Univerity, Baoding 071002, China hdhyywa@163com

More information

Improving the Efficiency of a Digital Filtering Scheme for Diabatic Initialization

Improving the Efficiency of a Digital Filtering Scheme for Diabatic Initialization 1976 MONTHLY WEATHER REVIEW VOLUME 15 Improving the Efficiency of a Digital Filtering Scheme for Diabatic Initialization PETER LYNCH Met Éireann, Dublin, Ireland DOMINIQUE GIARD CNRM/GMAP, Météo-France,

More information

Successive Refinement via Broadcast: Optimizing Expected Distortion of a Gaussian Source over a Gaussian Fading Channel

Successive Refinement via Broadcast: Optimizing Expected Distortion of a Gaussian Source over a Gaussian Fading Channel Succeive Refinement via Broadcat: Optimizing Expected Ditortion of a Gauian Source over a Gauian Fading Channel Chao Tian, Member, IEEE, Avi Steiner, Student Member, IEEE, Shlomo Shamai (Shitz, Fellow,

More information

On the chromatic number of a random 5-regular graph

On the chromatic number of a random 5-regular graph On the chromatic number of a random 5-regular graph J. Díaz A.C. Kapori G.D. Kemke L.M. Kiroui X. Pérez N. Wormald Abtract It wa only recently hown by Shi and Wormald, uing the differential equation method

More information

Avoiding Forbidden Submatrices by Row Deletions

Avoiding Forbidden Submatrices by Row Deletions Avoiding Forbidden Submatrice by Row Deletion Sebatian Wernicke, Jochen Alber, Jen Gramm, Jiong Guo, and Rolf Niedermeier Wilhelm-Schickard-Intitut für Informatik, niverität Tübingen, Sand 13, D-72076

More information