Stochastic models of IEEE 802.11e wireless net works with multimedia applications

We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.

A suprathreshold stochastic resonance based pre-processor for direction-of-arrival estimation

In this paper we propose a nonlinear preprocessor for enhancing the performance of processors used for direction-of-arrival (DOA) estimation in heavy-tailed non-Gaussian noise. The preprocessor based on the phenomenon of suprathreshold stochastic resonance (SSR), provides SNR gain. The preprocessed data is used for DOA estimation by the MUSIC algorithm. Simulation results are presented to show that the SSR preprocessor provides a significant improvement in the performance of MUSIC in heavy-tailed noise at low SNR.

Second order cone programming approaches for handling missing and uncertain data

We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived for designing regression functions which are robust to uncertainties in the regression setting. The proposed formulations are independent of the underlying distribution, requiring only the existence of second order moments. These formulations are then specialized to the case of missing values in observations for both classification and regression problems. Experiments show that the proposed formulations outperform imputation.

Online client-AP association in WLANs

In many IEEE 802.11 WLAN deployments, wireless clients have a choice of access points (AP) to connect to. In current systems, clients associate with the access point with the strongest signal to noise ratio. However, such an association mechanism can lead to unequal load sharing, resulting in diminished system performance. In this paper, we first provide a numerical approach based on stochastic dynamic programming to find the optimal client-AP association algorithm for a small topology consisting of two access points. Using the value iteration algorithm, we determine the optimal association rule for the two-AP topology. Next, utilizing the insights obtained from the optimal association ride for the two-AP case, we propose a near-optimal heuristic that we call RAT. We test the efficacy of RAT by considering more realistic arrival patterns and a larger topology. Our results show that RAT performs very well in these scenarios as well. Moreover, RAT lends itself to a fairly simple implementation.

PROMIDS: A PROtotype multi-rIng data flow system for functional programming languages

This paper presents a detailed description of the hardware design and implementation of PROMIDS: a PROtotype Multi-rIng Data flow System for functional programming languages. The hardware constraints and the design trade-offs are discussed. The design of the functional units is described in detail. Finally, we report our experience with PROMIDS.

A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Prediction of inplane damping from deterministic and stochastic models

This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.

Learning dynamic prices in multiseller electronic retail markets with price sensitive customers, stochastic demands, and inventory replenishments

In this paper, we use reinforcement learning (RL) as a tool to study price dynamics in an electronic retail market consisting of two competing sellers, and price sensitive and lead time sensitive customers. Sellers, offering identical products, compete on price to satisfy stochastically arriving demands (customers), and follow standard inventory control and replenishment policies to manage their inventories. In such a generalized setting, RL techniques have not previously been applied. We consider two representative cases: 1) no information case, were none of the sellers has any information about customer queue levels, inventory levels, or prices at the competitors; and 2) partial information case, where every seller has information about the customer queue levels and inventory levels of the competitors. Sellers employ automated pricing agents, or pricebots, which use RL-based pricing algorithms to reset the prices at random intervals based on factors such as number of back orders, inventory levels, and replenishment lead times, with the objective of maximizing discounted cumulative profit. In the no information case, we show that a seller who uses Q-learning outperforms a seller who uses derivative following (DF). In the partial information case, we model the problem as a Markovian game and use actor-critic based RL to learn dynamic prices. We believe our approach to solving these problems is a new and promising way of setting dynamic prices in multiseller environments with stochastic demands, price sensitive customers, and inventory replenishments.

Nonlinear programming solutions for controlling the vibration pattern of stretched strings

The problem of controlling the vibration pattern of a driven string is considered. The basic question dealt with here is to find the control forces which reduce the energy of vibration of a driven string over a prescribed portion of its length while maintaining the energy outside that length above a desired value. The criterion of keeping the response outside the region of energy reduction as close to the original response as possible is introduced as an additional constraint. The slack unconstrained minimization technique (SLUMT) has been successfully applied to solve the above problem. The effect of varying the phase of the control forces (which results in a six-variable control problem) is then studied. The nonlinear programming techniques which have been effectively used to handle problems involving many variables and constraints therefore offer a powerful tool for the solution of vibration control problems.

Stochastic Analysis of Yielding System

The probability distribution of the instantaneous incremental yield of an inelastic system is characterized in terms of a conditional probability and average rate of crossing. The detailed yield statistics of a single degree-of-freedom elasto-plastic system under a Gaussian white noise are obtained for both nonstationary and stationary response. The present analysis indicates that the yield damage is sensitive to viscous damping. The spectra of mean and mean square damage rate are presented.

Ordered Ports – a Language Concept for High-level Distributed Programming

A new language concept for high-level distributed programming is proposed. Programs are organised as a collection of concurrently executing processes. Some of these processes, referred to as liaison processes, have a monitor-like structure and contain ports which may be invoked by other processes for the purposes of synchronisation and communication. Synchronisation is achieved by conditional activation of ports and also through port control constructs which may directly specify the execution ordering of ports. These constructs implement a path-expression-like mechanism for synchronisation and are also equipped with options to provide conditional, non-deterministic and priority ordering of ports. The usefulness and expressive power of the proposed concepts are illustrated through solutions of several representative programming problems. Some implementation issues are also considered.

Estimating Frequencies of Minority Nevirapine-Resistant Strains in Chronically HIV-1-Infected Individuals Naive to Nevirapine by Using Stochastic Simulations and a Mathematical Model

Nevirapine forms the mainstay of our efforts to curtail the pediatric AIDS epidemic through prevention of mother-to-child transmission of HIV-1. A key limitation, however, is the rapid selection of HIV-1 strains resistant to nevirapine following the administration of a single dose. This rapid selection of resistance suggests that nevirapine-resistant strains preexist in HIV-1 patients and may adversely affect outcomes of treatment. The frequencies of nevirapine-resistant strains in vivo, however, remain poorly estimated, possibly because they exist as a minority below current assay detection limits. Here, we employ stochastic simulations and a mathematical model to estimate the frequencies of strains carrying different combinations of the common nevirapine resistance mutations K103N, V106A, Y181C, Y188C, and G190A in chronically infected HIV-1 patients naive to nevirapine. We estimate the relative fitness of mutant strains from an independent analysis of previous competitive growth assays. We predict that single mutants are likely to preexist in patients at frequencies (similar to 0.01% to 0.001%) near or below current assay detection limits (>0.01%), emphasizing the need for more-sensitive assays. The existence of double mutants is subject to large stochastic variations. Triple and higher mutants are predicted not to exist. Our estimates are robust to variations in the recombination rate, cellular superinfection frequency, and the effective population size. Thus, with 10(7) to 10(8) infected cells in HIV-1 patients, even when undetected, nevirapine-resistant genomes may exist in substantial numbers and compromise efforts to prevent mother-to-child transmission of HIV-1, accelerate the failure of subsequent antiretroviral treatments, and facilitate the transmission of drug resistance.