56 resultados para optimality

em Indian Institute of Science - Bangalore - Índia


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Consider a single-server multiclass queueing system with K classes where the individual queues are fed by K-correlated interrupted Poisson streams generated in the states of a K-state stationary modulating Markov chain. The service times for all the classes are drawn independently from the same distribution. There is a setup time (and/or a setup cost) incurred whenever the server switches from one queue to another. It is required to minimize the sum of discounted inventory and setup costs over an infinite horizon. We provide sufficient conditions under which exhaustive service policies are optimal. We then present some simulation results for a two-class queueing system to show that exhaustive, threshold policies outperform non-exhaustive policies.

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The sum capacity on a symbol-synchronous CDMA system having processing gain N and supporting K power constrained users is achieved by employing any set of N orthogonal sequences if a few users are allowed to signal along multiple dimensions. Analogously, the minimum received power (energy-per-chip) on the symbolsynchronous CDMA system supporting K users that demand specified data rates is attained by employing any set of N orthogonal sequences. At most (N - 1) users need to be split and if there are no oversized users, these split users need to signal only in two dimensions each. These results show that sum capacity or minimum sum power can be achieved with minimal downlink signaling.

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For any n(t) transmit, n(r) receive antenna (n(t) x n(r)) multiple-input multiple-output (MIMO) system in a quasi-static Rayleigh fading environment, it was shown by Elia et al. that linear space-time block code schemes (LSTBC schemes) that have the nonvanishing determinant (NVD) property are diversity-multiplexing gain tradeoff (DMT)-optimal for arbitrary values of n(r) if they have a code rate of n(t) complex dimensions per channel use. However, for asymmetric MIMO systems (where n(r) < n(t)), with the exception of a few LSTBC schemes, it is unknown whether general LSTBC schemes with NVD and a code rate of n(r) complex dimensions per channel use are DMT optimal. In this paper, an enhanced sufficient criterion for any STBC scheme to be DMT optimal is obtained, and using this criterion, it is established that any LSTBC scheme with NVD and a code rate of min {n(t), n(r)} complex dimensions per channel use is DMT optimal. This result settles the DMT optimality of several well-known, low-ML-decoding-complexity LSTBC schemes for certain asymmetric MIMO systems.

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In this paper, we consider the security of exact-repair regenerating codes operating at the minimum-storage-regenerating (MSR) point. The security requirement (introduced in Shah et. al.) is that no information about the stored data file must be leaked in the presence of an eavesdropper who has access to the contents of l(1) nodes as well as all the repair traffic entering a second disjoint set of l(2) nodes. We derive an upper bound on the size of a data file that can be securely stored that holds whenever l(2) <= d - k +1. This upper bound proves the optimality of the product-matrix-based construction of secure MSR regenerating codes by Shah et. al.

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This article considers a semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC) defined as a semi-infinite mathematical programming problem with complementarity constraints. We establish necessary and sufficient optimality conditions for the (SIMPEC). We also formulate Wolfe- and Mond-Weir-type dual models for (SIMPEC) and establish weak, strong and strict converse duality theorems for (SIMPEC) and the corresponding dual problems under invexity assumptions.

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We consider a server serving a time-slotted queued system of multiple packet-based flows, where not more than one flow can be serviced in a single time slot. The flows have exogenous packet arrivals and time-varying service rates. At each time, the server can observe instantaneous service rates for only a subset of flows ( selected from a fixed collection of observable subsets) before scheduling a flow in the subset for service. We are interested in queue length aware scheduling to keep the queues short. The limited availability of instantaneous service rate information requires the scheduler to make a careful choice of which subset of service rates to sample. We develop scheduling algorithms that use only partial service rate information from subsets of channels, and that minimize the likelihood of queue overflow in the system. Specifically, we present a new joint subset-sampling and scheduling algorithm called Max-Exp that uses only the current queue lengths to pick a subset of flows, and subsequently schedules a flow using the Exponential rule. When the collection of observable subsets is disjoint, we show that Max-Exp achieves the best exponential decay rate, among all scheduling algorithms that base their decision on the current ( or any finite past history of) system state, of the tail of the longest queue. To accomplish this, we employ novel analytical techniques for studying the performance of scheduling algorithms using partial state, which may be of independent interest. These include new sample-path large deviations results for processes obtained by non-random, predictable sampling of sequences of independent and identically distributed random variables. A consequence of these results is that scheduling with partial state information yields a rate function significantly different from scheduling with full channel information. In the special case when the observable subsets are singleton flows, i.e., when there is effectively no a priori channel state information, Max-Exp reduces to simply serving the flow with the longest queue; thus, our results show that to always serve the longest queue in the absence of any channel state information is large deviations optimal.

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In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

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Aircraft pursuit-evasion encounters in a plane with variable speeds are analysed as a differential game. An engagement-dependent coordinate system confers open-loop optimality on the game. Each aircraft's optimal motion can be represented by extremel trajectory maps which are independent of role, adversary and capture radius. These maps are used in two different ways to construct the feedback solution. Some examples are given to illustrate these features. The paper draws on earlier results and surveys several existing papers on the subject.

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A learning automaton operating in a random environment updates its action probabilities on the basis of the reactions of the environment, so that asymptotically it chooses the optimal action. When the number of actions is large the automaton becomes slow because there are too many updatings to be made at each instant. A hierarchical system of such automata with assured c-optimality is suggested to overcome that problem.The learning algorithm for the hierarchical system turns out to be a simple modification of the absolutely expedient algorithm known in the literature. The parameters of the algorithm at each level in the hierarchy depend only on the parameters and the action probabilities of the previous level. It follows that to minimize the number of updatings per cycle each automaton in the hierarchy need have only two or three actions.

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Using analysis-by-synthesis (AbS) approach, we develop a soft decision based switched vector quantization (VQ) method for high quality and low complexity coding of wideband speech line spectral frequency (LSF) parameters. For each switching region, a low complexity transform domain split VQ (TrSVQ) is designed. The overall rate-distortion (R/D) performance optimality of new switched quantizer is addressed in the Gaussian mixture model (GMM) based parametric framework. In the AbS approach, the reduction of quantization complexity is achieved through the use of nearest neighbor (NN) TrSVQs and splitting the transform domain vector into higher number of subvectors. Compared to the current LSF quantization methods, the new method is shown to provide competitive or better trade-off between R/D performance and complexity.

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Pursuit evasion in a plane is formulated with both players allowed to vary their speeds between fixed limits. A suitable choice of real-space coordinates confers open-loop optimality on the game. The solution in the small is described in terms of the individual players'' extremal trajectory maps (ETM). Each map is independent of role, adversary, and capture radius. An ETM depicts the actual real-space trajectories. A template method of generating constant control arcs is described. Examples of ETM for an aircraft flying at a constant altitude with fixed and varying speeds are presented.

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In this paper we consider the problem of computing an “optimal” popular matching. We assume that our input instance View the MathML source admits a popular matching and here we are asked to return not any popular matching but an optimal popular matching, where the definition of optimality is given as a part of the problem statement; for instance, optimality could be fairness in which case we are required to return a fair popular matching. We show an O(n2+m) algorithm for this problem, assuming that the preference lists are strict, where m is the number of edges in G and n is the number of applicants.

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We consider the incentive compatible broadcast (ICB) problem in ad hoc wireless networks with selfish nodes. We design a Bayesian incentive compatible Broadcast (BIC-B) protocol to address this problem. VCG mechanism based schemes have been popularly used in the literature to design dominant strategy incentive compatible (DSIC) protocols for ad hoe wireless networks. VCG based mechanisms have two critical limitations: (i) the network is required to he bi-connected, (ii) the resulting protocol is not budget balanced. Our proposed BIC-B protocol overcomes these difficulties. We also prove the optimality of the proposed scheme.

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We address the issue of rate-distortion (R/D) performance optimality of the recently proposed switched split vector quantization (SSVQ) method. The distribution of the source is modeled using Gaussian mixture density and thus, the non-parametric SSVQ is analyzed in a parametric model based framework for achieving optimum R/D performance. Using high rate quantization theory, we derive the optimum bit allocation formulae for the intra-cluster split vector quantizer (SVQ) and the inter-cluster switching. For the wide-band speech line spectrum frequency (LSF) parameter quantization, it is shown that the Gaussian mixture model (GMM) based parametric SSVQ method provides 1 bit/vector advantage over the non-parametric SSVQ method.

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Average-delay optimal scheduflng of messages arriving to the transmitter of a point-to-point channel is considered in this paper. We consider a discrete time batch-arrival batch-service queueing model for the communication scheme, with service time that may be a function of batch size. The question of delay optimality is addressed within the semi-Markov decision-theoretic framework. Approximations to the average-delay optimal policy are obtained.