Differential Games of Mixed Type with Control and Stopping Times

We study a zero sum differential game of mixed type where each player uses both control and stopping times. Under certain conditions we show that the value function for this problem exists and is the unique viscosity solution of the corresponding variational inequalities. We also show the existence of saddle point equilibrium for a special case of differential game.

On the complexity of finding stopping set size in Tanner Graphs

The problem of determining whether a Tanner graph for a linear block code has a stopping set of a given size is shown to be NT-complete.

Hardness of approximation results for the problem of finding the stopping distance in Tanner graphs

Tanner Graph representation of linear block codes is widely used by iterative decoding algorithms for recovering data transmitted across a noisy communication channel from errors and erasures introduced by the channel. The stopping distance of a Tanner graph T for a binary linear block code C determines the number of erasures correctable using iterative decoding on the Tanner graph T when data is transmitted across a binary erasure channel using the code C. We show that the problem of finding the stopping distance of a Tanner graph is hard to approximate within any positive constant approximation ratio in polynomial time unless P = NP. It is also shown as a consequence that there can be no approximation algorithm for the problem achieving an approximation ratio of 2(log n)(1-epsilon) for any epsilon > 0 unless NP subset of DTIME(n(poly(log n))).

STOPPING THE CCR FLOW AND ITS ISOMETRIC COCYCLES

It is shown how to use non-commutative stopping times in order to stop the CCR flow of arbitrary index and also its isometric cocycles, i.e. left operator Markovian cocycles on Boson Fock space. Stopping the CCR flow yields a homomorphism from the semigroup of stopping times, equipped with the convolution product, into the semigroup of unital endomorphisms of the von Neumann algebra of bounded operators on the ambient Fock space. The operators produced by stopping cocycles themselves satisfy a cocycle relation.

Parametrized actor-critic algorithms for finite-horizon MDPs

Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.

Generalization of Dynkin's Identity and Some Applications

Let X(t) be a right continuous temporally homogeneous Markov pro- cess, Tt the corresponding semigroup and A the weak infinitesimal genera- tor. Let g(t) be absolutely continuous and r a stopping time satisfying E.( S f I g(t) I dt) < oo and E.( f " I g'(t) I dt) < oo Then for f e 9iJ(A) with f(X(t)) right continuous the identity Exg(r)f(X(z)) - g(O)f(x) = E( 5 " g'(s)f(X(s)) ds) + E.( 5 " g(s)Af(X(s)) ds) is a simple generalization of Dynkin's identity (g(t) 1). With further restrictions on f and r the following identity is obtained as a corollary: Ex(f(X(z))) = f(x) + k! Ex~rkAkf(X(z))) + n-1E + (n ) )!.E,(so un-1Anf(X(u)) du). These identities are applied to processes with stationary independent increments to obtain a number of new and known results relating the moments of stopping times to the moments of the stopped processes.

A quasi-steady performance prediction model for dynamic characteristics of a volute pump

A performance prediction model generally applicable for volute-type centrifugal pumps has been extended to predict the dynamic characteristics of a pump during its normal starting and stopping periods. Experiments have been conducted on a volute pump with different valve openings to study the dynamic behaviour of the pump during normal start-up and stopping, when a small length of discharge pipeline is connected to the discharge flange of the pump. Such experiments have also been conducted when the test pump was part of a hydraulic system, an experimental rig, where it is pumping against three similar pumps, known as supply pumps, connected in series, with the supply pumps kept idle or running. Instantaneous rotational speed, flowrate, and delivery and suction pressures of the pump were recorded and it was observed in all the tested cases that the change of pump behaviour during the transient period was quasi-steady, which validates the quasi-steady approach presented in this paper. The nature of variation of parameters during the transients has been discussed. The model-predicted dynamic head-capacity curves agree well with the experimental data for almost all the tested cases.

Centrifugal pump transient characteristics and analysis using the method of characteristics

A theoretical and experimental study has been carried out on the transient characteristics of a centrifugal pump during starting and stopping periods. Experiments have been conducted on a volute pump with different valve openings to study the dynamic behaviour of the pump during normal start up and stopping, when a small length of discharge pipe line is connected to discharge flange of the pump. Similar experiments have also been conducted when the test pump was part of a hydraulic system to study the system effect on the transient characteristics. Instantaneous rotational speed, flowrate, and delivery and suction pressures of the pump are recorded and it is observed in ail the tested cases that the change of pump behaviour during the transient period is quasi-steady. The dynamic characteristics of the pump have been analysed by a numerical model using the method of characteristics. The model is presented and the results are compared with the experimental data. As the model contains speed acceleration and unsteady discharge terms, the model can be applied for analyses of purely unsteady cases where the pump dynamic characteristics show considerable departure from their steady-state characteristics.

Delay Optimal Event Detection on Ad Hoc Wireless Sensor Networks

We consider a small extent sensor network for event detection, in which nodes periodically take samples and then contend over a random access network to transmit their measurement packets to the fusion center. We consider two procedures at the fusion center for processing the measurements. The Bayesian setting, is assumed, that is, the fusion center has a prior distribution on the change time. In the first procedure, the decision algorithm at the fusion center is network-oblivious and makes a decision only when a complete vector of measurements taken at a sampling instant is available. In the second procedure, the decision algorithm at the fusion center is network-aware and processes measurements as they arrive, but in a time-causal order. In this case, the decision statistic depends on the network delays, whereas in the network-oblivious case, the decision statistic does not. This yields a Bayesian change-detection problem with a trade-off between the random network delay and the decision delay that is, a higher sampling rate reduces the decision delay but increases the random access delay. Under periodic sampling, in the network-oblivious case, the structure of the optimal stopping rule is the same as that without the network, and the optimal change detection delay decouples into the network delay and the optimal decision delay without the network. In the network-aware case, the optimal stopping problem is analyzed as a partially observable Markov decision process, in which the states of the queues and delays in the network need to be maintained. A sufficient decision statistic is the network state and the posterior probability of change having occurred, given the measurements received and the state of the network. The optimal regimes are studied using simulation.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

Performance improvement of short-length regular low-density parity-check codes with low-complexity post-processing

It is well known that extremely long low-density parity-check (LDPC) codes perform exceptionally well for error correction applications, short-length codes are preferable in practical applications. However, short-length LDPC codes suffer from performance degradation owing to graph-based impairments such as short cycles, trapping sets and stopping sets and so on in the bipartite graph of the LDPC matrix. In particular, performance degradation at moderate to high E-b/N-0 is caused by the oscillations in bit node a posteriori probabilities induced by short cycles and trapping sets in bipartite graphs. In this study, a computationally efficient algorithm is proposed to improve the performance of short-length LDPC codes at moderate to high E-b/N-0. This algorithm makes use of the information generated by the belief propagation (BP) algorithm in previous iterations before a decoding failure occurs. Using this information, a reliability-based estimation is performed on each bit node to supplement the BP algorithm. The proposed algorithm gives an appreciable coding gain as compared with BP decoding for LDPC codes of a code rate equal to or less than 1/2 rate coding. The coding gains are modest to significant in the case of optimised (for bipartite graph conditioning) regular LDPC codes, whereas the coding gains are huge in the case of unoptimised codes. Hence, this algorithm is useful for relaxing some stringent constraints on the graphical structure of the LDPC code and for developing hardware-friendly designs.

Reversible shear-induced crystallization above equilibrium freezing temperature in a lyotropic surfactant system

We demonstrate a unique shear-induced crystallization phenomenon above the equilibrium freezing temperature (T-K(o)) in weakly swollen isotropic (L-i) and lamellar (L-alpha) mesophases with bilayers formed in a cationic-anionic mixed surfactant system. Synchrotron rheological X-ray diffraction study reveals the crystallization transition to be reversible under shear (i.e., on stopping the shear, the nonequilibrium crystalline phase L-c melts back to the equilibrium mesophase). This is different from the shear-driven crystallization below T-K(o), which is irreversible. Rheological optical observations show that the growth of the crystalline phase occurs through a preordering of the L-i phase to an L-alpha phase induced by shear flow, before the nucleation of the Lc phase. Shear diagram of the L-i phase constructed in the parameter space of shear rate ((gamma)) over dot vs. temperature exhibits L-i -> L-c and L-i -> L-alpha transitions above the equilibrium crystallization temperature (T-K(o)), in addition to the irreversible shear-driven nucleation of L-c in the L-i phase below T-K(o). In addition to revealing a unique class of nonequilibrium phase transition, the present study urges a unique approach toward understanding shear-induced phenomena in concentrated mesophases of mixed amphiphilic systems.

Low-complexity near-optimal signal detection in underdetermined large-MIMO systems

In this paper, we consider signal detection in nt × nr underdetermined MIMO (UD-MIMO) systems, where i) nt >; nr with a overload factor α = nt over nr >; 1, ii) nt symbols are transmitted per channel use through spatial multiplexing, and iii) nt, nr are large (in the range of tens). A low-complexity detection algorithm based on reactive tabu search is considered. A variable threshold based stopping criterion is proposed which offers near-optimal performance in large UD-MIMO systems at low complexities. A lower bound on the maximum likelihood (ML) bit error performance of large UD-MIMO systems is also obtained for comparison. The proposed algorithm is shown to achieve BER performance close to the ML lower bound within 0.6 dB at an uncoded BER of 10-2 in 16 × 8 V-BLAST UD-MIMO system with 4-QAM (32 bps/Hz). Similar near-ML performance results are shown for 32 × 16, 32 × 24 V-BLAST UD-MIMO with 4-QAM/16-QAM as well. A performance and complexity comparison between the proposed algorithm and the λ-generalized sphere decoder (λ-GSD) algorithm for UD-MIMO shows that the proposed algorithm achieves almost the same performance of λ-GSD but at a significantly lesser complexity.

Relay Selection with Channel Probing in Sleep-Wake Cycling Wireless Sensor Networks

In geographical forwarding of packets in a large wireless sensor network (WSN) with sleep-wake cycling nodes, we are interested in the local decision problem faced by a node that has ``custody'' of a packet and has to choose one among a set of next-hop relay nodes to forward the packet toward the sink. Each relay is associated with a ``reward'' that summarizes the benefit of forwarding the packet through that relay. We seek a solution to this local problem, the idea being that such a solution, if adopted by every node, could provide a reasonable heuristic for the end-to-end forwarding problem. Toward this end, we propose a local relay selection problem consisting of a forwarding node and a collection of relay nodes, with the relays waking up sequentially at random times. At each relay wake-up instant, the forwarder can choose to probe a relay to learn its reward value, based on which the forwarder can then decide whether to stop (and forward its packet to the chosen relay) or to continue to wait for further relays to wake up. The forwarder's objective is to select a relay so as to minimize a combination of waiting delay, reward, and probing cost. The local decision problem can be considered as a variant of the asset selling problem studied in the operations research literature. We formulate the local problem as a Markov decision process (MDP) and characterize the solution in terms of stopping sets and probing sets. We provide results illustrating the structure of the stopping sets, namely, the (lower bound) threshold and the stage independence properties. Regarding the probing sets, we make an interesting conjecture that these sets are characterized by upper bounds. Through simulation experiments, we provide valuable insights into the performance of the optimal local forwarding and its use as an end-to-end forwarding heuristic.