oalib

Publish in OALib Journal

ISSN: 2333-9721

APC: Only $99

Submit

Any time

2020 ( 3 )

2019 ( 20 )

2018 ( 28 )

2017 ( 15 )

Custom range...

Search Results: 1 - 10 of 8168 matches for " Bruno Gaujal "
All listed articles are free for downloading (OA Articles)
Page 1 /8168
Display every page Item
Performance bounds in wormhole routing, a network calculus approach
Nadir Farhi,Bruno Gaujal
Mathematics , 2010,
Abstract: We present a model of performance bound calculus on feedforward networks where data packets are routed under wormhole routing discipline. We are interested in determining maximum end-to-end delays and backlogs of messages or packets going from a source node to a destination node, through a given virtual path in the network. Our objective here is to give a network calculus approach for calculating the performance bounds. First we propose a new concept of curves that we call packet curves. The curves permit to model constraints on packet lengths of a given data flow, when the lengths are allowed to be different. Second, we use this new concept to propose an approach for calculating residual services for data flows served under non preemptive service disciplines. Third, we model a binary switch (with two input ports and two output ports), where data is served under wormhole discipline. We present our approach for computing the residual services and deduce the worst case bounds for flows passing through a wormhole binary switch. Finally, we illustrate this approach in numerical examples, and show how to extend it to feedforward networks.
A Mean Field Approach for Optimization in Particles Systems and Applications
Nicolas Gast,Bruno Gaujal
Mathematics , 2009,
Abstract: This paper investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted cost and an infinite horizon, we show that when the number of particles becomes large, the optimal cost of the system converges almost surely to the optimal cost of a discrete deterministic system (the ``optimal mean field''). Convergence also holds for optimal policies. We further provide insights on the speed of convergence by proving several central limits theorems for the cost and the state of the Markov decision process with explicit formulas for the variance of the limit Gaussian laws. Then, our framework is applied to a brokering problem in grid computing. The optimal policy for the limit deterministic system is computed explicitly. Several simulations with growing numbers of processors are reported. They compare the performance of the optimal policy of the limit system used in the finite case with classical policies (such as Join the Shortest Queue) by measuring its asymptotic gain as well as the threshold above which it starts outperforming classical policies.
A stochastic approximation algorithm for stochastic semidefinite programming
Bruno Gaujal,Panayotis Mertikopoulos
Mathematics , 2015,
Abstract: Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential scheme regularized by the addition of an entropy-like term to the problem's objective function. We show that the resulting algorithm converges almost surely to an $\varepsilon$-approximation of the optimal solution requiring only an unbiased estimate of the gradient of the problem's stochastic objective. When applied to throughput maximization in wireless multiple-input and multiple-output (MIMO) systems, the proposed algorithm retains its convergence properties under a wide array of mobility impediments such as user update asynchronicities, random delays and/or ergodically changing channels. Our theoretical analysis is complemented by extensive numerical simulations which illustrate the robustness and scalability of the proposed method in realistic network conditions.
Distributing Labels on Infinite Trees
Nicolas Gast,Bruno Gaujal
Computer Science , 2008,
Abstract: Sturmian words are infinite binary words with many equivalent definitions: They have a minimal factor complexity among all aperiodic sequences; they are balanced sequences (the labels 0 and 1 are as evenly distributed as possible) and they can be constructed using a mechanical definition. All this properties make them good candidates for being extremal points in scheduling problems over two processors. In this paper, we consider the problem of generalizing Sturmian words to trees. The problem is to evenly distribute labels 0 and 1 over infinite trees. We show that (strongly) balanced trees exist and can also be constructed using a mechanical process as long as the tree is irrational. Such trees also have a minimal factor complexity. Therefore they bring the hope that extremal scheduling properties of Sturmian words can be extended to such trees, as least partially. Such possible extensions are illustrated by one such example.
Penalty-regulated dynamics and robust learning procedures in games
Pierre Coucheney,Bruno Gaujal,Panayotis Mertikopoulos
Mathematics , 2013,
Abstract: Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space repelling. These penalty-regulated dynamics are equivalent to players keeping an exponentially discounted aggregate of their on-going payoffs and then using a smooth best response to pick an action based on these performance scores. Owing to this inherent duality, the proposed dynamics satisfy a variant of the folk theorem of evolutionary game theory and they converge to (arbitrarily precise) approximations of Nash equilibria in potential games. Motivated by applications to traffic engineering, we exploit this duality further to design a discrete-time, payoff-based learning algorithm which retains these convergence properties and only requires players to observe their in-game payoffs: moreover, the algorithm remains robust in the presence of stochastic perturbations and observation errors, and it does not require any synchronization between players.
Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies
Jonatha Anselmi,Bruno Gaujal,Tommaso Nesti
Mathematics , 2014,
Abstract: We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to minimize the stationary mean waiting time of the incoming jobs. We present a structural property that holds in the classic scaling of the system where the network demand (arrival rate of jobs) grows proportionally with the number of queues. Assuming that each queue of type $r$ is replicated $k$ times, we consider a set of policies that are periodic with period $k \sum_r p_r$ and such that exactly $p_r$ jobs are sent in a period to each queue of type $r$. When $k\to\infty$, our main result shows that all the policies in this set are equivalent, in the sense that they yield the same mean stationary waiting time, and optimal, in the sense that no other policy having the same aggregate arrival rate to \emph{all} queues of a given type can do better in minimizing the stationary mean waiting time. This property holds in a strong probabilistic sense. Furthermore, the limiting mean waiting time achieved by our policies is a convex function of the arrival rate in each queue, which facilitates the development of a further optimization aimed at solving the fundamental problem above for large systems.
Perfect Sampling of Markov Chains with Piecewise Homogeneous Events
Ana Bu?i?,Bruno Gaujal,Furcy Pin
Computer Science , 2010,
Abstract: Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events in the system have monotonicity property. However, in the general (non-monotone) case, this technique needs to consider the whole state space, which limits its application only to chains with a state space of small cardinality. We propose here a new approach for the general case that only needs to consider two trajectories. Instead of the original chain, we use two bounding processes (envelopes) and we show that, whenever they couple, one obtains a sample under the stationary distribution of the original chain. We show that this new approach is particularly effective when the state space can be partitioned into pieces where envelopes can be easily computed. We further show that most Markovian queueing networks have this property and we propose efficient algorithms for some of them.
A Distributed Algorithm for Fair and Efficient User-Network Association in Multi-Technology Wireless Networks
Pierre Coucheney,Corinne Touati,Bruno Gaujal
Computer Science , 2008,
Abstract: Recent mobile equipment (as well as the norm IEEE 802.21) now offers the possibility for users to switch from one technology to another (vertical handover). This allows flexibility in resource assignments and, consequently, increases the potential throughput allocated to each user. In this paper, we design a fully distributed algorithm based on trial and error mechanisms that exploits the benefits of vertical handover by finding fair and efficient assignment schemes. On the one hand, mobiles gradually update the fraction of data packets they send to each network based on the rewards they receive from the stations. On the other hand, network stations send rewards to each mobile that represent the impact each mobile has on the cell throughput. This reward function is closely related to the concept of marginal cost in the pricing literature. Both the station and the mobile algorithms are simple enough to be implemented in current standard equipment. Based on tools from evolutionary games, potential games and replicator dynamics, we analytically show the convergence of the algorithm to solutions that are efficient and fair in terms of throughput. Moreover, we show that after convergence, each user is connected to a single network cell which avoids costly repeated vertical handovers. Several simple heuristics based on this algorithm are proposed to achieve fast convergence. Indeed, for implementation purposes, the number of iterations should remain in the order of a few tens. We also compare, for different loads, the quality of their solutions.
Blocking a transition in a Free Choice net and what it tells about its throughput
Bruno Gaujal,Stefan Haar,Jean Mairesse
Computer Science , 2007, DOI: 10.1016/S0022-0000(03)00039-4
Abstract: In a live and bounded Free Choice Petri net, pick a non-conflicting transition. Then there exists a unique reachable marking in which no transition is enabled except the selected one. For a routed live and bounded Free Choice net, this property is true for any transition of the net. Consider now a live and bounded stochastic routed Free Choice net, and assume that the routings and the firing times are independent and identically distributed. Using the above results, we prove the existence of asymptotic firing throughputs for all transitions in the net. Furthermore the vector of the throughputs at the different transitions is explicitly computable up to a multiplicative constant.
Mean field for Markov Decision Processes: from Discrete to Continuous Optimization
Nicolas Gast,Bruno Gaujal,Jean-Yves Le Boudec
Mathematics , 2010,
Abstract: We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal reward of such a Markov Decision Process, satisfying a Bellman equation, converges to the solution of a continuous Hamilton-Jacobi-Bellman (HJB) equation based on the mean field approximation of the Markov Decision Process. We give bounds on the difference of the rewards, and a constructive algorithm for deriving an approximating solution to the Markov Decision Process from a solution of the HJB equations. We illustrate the method on three examples pertaining respectively to investment strategies, population dynamics control and scheduling in queues are developed. They are used to illustrate and justify the construction of the controlled ODE and to show the gain obtained by solving a continuous HJB equation rather than a large discrete Bellman equation.
Page 1 /8168
Display every page Item


Home
Copyright © 2008-2017 Open Access Library. All rights reserved.