Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

The empirical analysis of cigarette tax avoidance and illicit trade in Vietnam, 1998-2010.

Illicit trade carries the potential to magnify existing tobacco-related health care costs through increased availability of untaxed and inexpensive cigarettes. What is known with respect to the magnitude of illicit trade for Vietnam is produced primarily by the industry, and methodologies are typically opaque. Independent assessment of the illicit cigarette trade in Vietnam is vital to tobacco control policy. This paper measures the magnitude of illicit cigarette trade for Vietnam between 1998 and 2010 using two methods, discrepancies between legitimate domestic cigarette sales and domestic tobacco consumption estimated from surveys, and trade discrepancies as recorded by Vietnam and trade partners. The results indicate that Vietnam likely experienced net smuggling in during the period studied. With the inclusion of adjustments for survey respondent under-reporting, inward illicit trade likely occurred in three of the four years for which surveys were available. Discrepancies in trade records indicate that the value of smuggled cigarettes into Vietnam ranges from $100 million to $300 million between 2000 and 2010 and that these cigarettes primarily originate in Singapore, Hong Kong, Macao, Malaysia, and Australia. Notable differences in trends over time exist between the two methods, but by comparison, the industry estimates consistently place the magnitude of illicit trade at the upper bounds of what this study shows. The unavailability of annual, survey-based estimates of consumption may obscure the true, annual trend over time. Second, as surveys changed over time, estimates relying on them may be inconsistent with one another. Finally, these two methods measure different components of illicit trade, specifically consumption of illicit cigarettes regardless of origin and smuggling of cigarettes into a particular market. However, absent a gold standard, comparisons of different approaches to illicit trade measurement serve efforts to refine and improve measurement approaches and estimates.

Cooperative transmission protocol with full diversity and iterative detection

The authors propose a three-node full diversity cooperative protocol, which allows the retransmission of all symbols. By allowing multiple nodes to transmit simultaneously, relaying transmission only consumes limited bandwidth resource. To facilitate the performance analysis of the proposed cooperative protocol, the lower and upper bounds of the outage probability are first developed, and then the high signal-to-noise ratio behaviour is studied. Our analytical results show that the proposed strategy can achieve full diversity. To achieve the performance gain promised by the cooperative diversity, at the relays decode-and-forward strategy is adopted and an iterative soft-interference-cancellation minimum mean-squared error equaliser is developed. The simulation results compare the bit-error-rate performance of the proposed protocol with the non-cooperative scheme and the scheme presented by Azarian et al. ( 2005).

Universal power-law diet partitioning by marine fish and squid with surprising stability–diversity implications

A central question in community ecology is how the number of trophic links relates to community species richness. For simple dynamical food-web models, link density (the ratio of links to species) is bounded from above as the number of species increases; but empirical data suggest that it increases without bounds. We found a new empirical upper bound on link density in large marine communities with emphasis on fish and squid, using novel methods that avoid known sources of bias in traditional approaches. Bounds are expressed in terms of the diet-partitioning function (DPF): the average number of resources contributing more than a fraction f to a consumer's diet, as a function of f. All observed DPF follow a functional form closely related to a power law, with power-law exponents indepen- dent of species richness at the measurement accuracy. Results imply universal upper bounds on link density across the oceans. However, the inherently scale-free nature of power-law diet partitioning suggests that the DPF itself is a better defined characterization of network structure than link density.

On the Complexity of Universal Leader Election

Electing a leader is a fundamental task in distributed computing. In its implicit version, only the leader must know who is the elected leader. This paper focuses on studying the message and time complexity of randomized implicit leader election in synchronous distributed networks. Surprisingly, the most "obvious" complexity bounds have not been proven for randomized algorithms. The "obvious" lower bounds of O(m) messages (m is the number of edges in the network) and O(D) time (D is the network diameter) are non-trivial to show for randomized (Monte Carlo) algorithms. (Recent results that show that even O(n) (n is the number of nodes in the network) is not a lower bound on the messages in complete networks, make the above bounds somewhat less obvious). To the best of our knowledge, these basic lower bounds have not been established even for deterministic algorithms (except for the limited case of comparison algorithms, where it was also required that some nodes may not wake up spontaneously, and that D and n were not known).

We establish these fundamental lower bounds in this paper for the general case, even for randomized Monte Carlo algorithms. Our lower bounds are universal in the sense that they hold for all universal algorithms (such algorithms should work for all graphs), apply to every D, m, and n, and hold even if D, m, and n are known, all the nodes wake up simultaneously, and the algorithms can make anyuse of node's identities. To show that these bounds are tight, we present an O(m) messages algorithm. An O(D) time algorithm is known. A slight adaptation of our lower bound technique gives rise to an O(m) message lower bound for randomized broadcast algorithms.

An interesting fundamental problem is whether both upper bounds (messages and time) can be reached simultaneously in the randomized setting for all graphs. (The answer is known to be negative in the deterministic setting). We answer this problem partially by presenting a randomized algorithm that matches both complexities in some cases. This already separates (for some cases) randomized algorithms from deterministic ones. As first steps towards the general case, we present several universal leader election algorithms with bounds that trade-off messages versus time. We view our results as a step towards understanding the complexity of universal leader election in distributed networks.

A new look at dual-hop relaying: Performance limits with hardware impairments

Physical transceivers have hardware impairments that create distortions which degrade the performance of communication systems. The vast majority of technical contributions in the area of relaying neglect hardware impairments and, thus, assume ideal hardware. Such approximations make sense in low-rate systems, but can lead to very misleading results when analyzing future high-rate systems. This paper quantifies the impact of hardware impairments on dual-hop relaying, for both amplify-and-forward and decode-and-forward protocols. The outage probability (OP) in these practical scenarios is a function of the effective end-to-end signal-to-noise-and-distortion ratio (SNDR). This paper derives new closed-form expressions for the exact and asymptotic OPs, accounting for hardware impairments at the source, relay, and destination. A similar analysis for the ergodic capacity is also pursued, resulting in new upper bounds. We assume that both hops are subject to independent but non-identically distributed Nakagami-m fading. This paper validates that the performance loss is small at low rates, but otherwise can be very substantial. In particular, it is proved that for high signal-to-noise ratio (SNR), the end-to-end SNDR converges to a deterministic constant, coined the SNDR ceiling, which is inversely proportional to the level of impairments. This stands in contrast to the ideal hardware case in which the end-to-end SNDR grows without bound in the high-SNR regime. Finally, we provide fundamental design guidelines for selecting hardware that satisfies the requirements of a practical relaying system.

Inference in credal networks using multilinear programming

A credal network is a graphical tool for representation and manipulation of uncertainty, where probability values may be imprecise or indeterminate. A credal network associates a directed acyclic graph with a collection of sets of probability measures; in this context, inference is the computation of tight lower and upper bounds for conditional probabilities. In this paper we present new algorithms for inference in credal networks based on multilinear programming techniques. Experiments indicate that these new algorithms have better performance than existing ones, in the sense that they can produce more accurate results in larger networks.

On the Complexity of Universal Leader Election

Electing a leader is a fundamental task in distributed computing. In its implicit version, only the leader must know who is the elected leader. This article focuses on studying the message and time complexity of randomized implicit leader election in synchronous distributed networks. Surprisingly, the most "obvious" complexity bounds have not been proven for randomized algorithms. In particular, the seemingly obvious lower bounds of Ω(m) messages, where m is the number of edges in the network, and Ω(D) time, where D is the network diameter, are nontrivial to show for randomized (Monte Carlo) algorithms. (Recent results, showing that even Ω(n), where n is the number of nodes in the network, is not a lower bound on the messages in complete networks, make the above bounds somewhat less obvious). To the best of our knowledge, these basic lower bounds have not been established even for deterministic algorithms, except for the restricted case of comparison algorithms, where it was also required that nodes may not wake up spontaneously and that D and n were not known. We establish these fundamental lower bounds in this article for the general case, even for randomized Monte Carlo algorithms. Our lower bounds are universal in the sense that they hold for all universal algorithms (namely, algorithms that work for all graphs), apply to every D, m, and n, and hold even if D, m, and n are known, all the nodes wake up simultaneously, and the algorithms can make any use of node's identities. To show that these bounds are tight, we present an O(m) messages algorithm. An O(D) time leader election algorithm is known. A slight adaptation of our lower bound technique gives rise to an Ω(m) message lower bound for randomized broadcast algorithms. 

An interesting fundamental problem is whether both upper bounds (messages and time) can be reached simultaneously in the randomized setting for all graphs. The answer is known to be negative in the deterministic setting. We answer this problem partially by presenting a randomized algorithm that matches both complexities in some cases. This already separates (for some cases) randomized algorithms from deterministic ones. As first steps towards the general case, we present several universal leader election algorithms with bounds that tradeoff messages versus time. We view our results as a step towards understanding the complexity of universal leader election in distributed networks.

A study of singular integral operators with shift

Nesta tese, consideram-se operadores integrais singulares com a acção extra de um operador de deslocacamento de Carleman e com coeficientes em diferentes classes de funções essencialmente limitadas. Nomeadamente, funções contínuas por troços, funções quase-periódicas e funções possuíndo factorização generalizada. Nos casos dos operadores integrais singulares com deslocamento dado pelo operador de reflexão ou pelo operador de salto no círculo unitário complexo, obtêm-se critérios para a propriedade de Fredholm. Para os coeficientes contínuos, uma fórmula do índice de Fredholm é apresentada. Estes resultados são consequência das relações de equivalência explícitas entre aqueles operadores e alguns operadores adicionais, tais como o operador integral singular, operadores de Toeplitz e operadores de Toeplitz mais Hankel. Além disso, as relações de equivalência permitem-nos obter um critério de invertibilidade e fórmulas para os inversos laterais dos operadores iniciais com coeficientes factorizáveis. Adicionalmente, aplicamos técnicas de análise numérica, tais como métodos de colocação de polinómios, para o estudo da dimensão do núcleo dos dois tipos de operadores integrais singulares com coeficientes contínuos por troços. Esta abordagem permite também a computação do inverso no sentido Moore-Penrose dos operadores principais. Para operadores integrais singulares com operadores de deslocamento do tipo Carleman preservando a orientação e com funções contínuas como coeficientes, são obtidos limites superiores da dimensão do núcleo. Tal é implementado utilizando algumas estimativas e com a ajuda de relações (explícitas) de equivalência entre operadores. Focamos ainda a nossa atenção na resolução e nas soluções de uma classe de equações integrais singulares com deslocamento que não pode ser reduzida a um problema de valor de fronteira binomial. De forma a atingir os objectivos propostos, foram utilizadas projecções complementares e identidades entre operadores. Desta forma, as equações em estudo são associadas a sistemas de equações integrais singulares. Estes sistemas são depois analisados utilizando um problema de valor de fronteira de Riemann. Este procedimento tem como consequência a construção das soluções das equações iniciais a partir das soluções de problemas de valor de fronteira de Riemann. Motivados por uma grande diversidade de aplicações, estendemos a definição de operador integral de Cauchy para espaços de Lebesgue sobre grupos topológicos. Assim, são investigadas as condições de invertibilidade dos operadores integrais neste contexto.

Resultados espectrais relacionados com a estrutura dos grafos

Nesta tese são estabelecidas novas propriedades espectrais de grafos com estruturas específicas, como sejam os grafos separados em cliques e independentes e grafos duplamente separados em independentes, ou ainda grafos com conjuntos (κ,τ)-regulares. Alguns invariantes dos grafos separados em cliques e independentes são estudados, tendo como objectivo limitar o maior valor próprio do espectro Laplaciano sem sinal. A técnica do valor próprio é aplicada para obter alguns majorantes e minorantes do índice do espectro Laplaciano sem sinal dos grafos separados em cliques e independentes bem como sobre o índice dos grafos duplamente separados em independentes. São fornecidos alguns resultados computacionais de modo a obter uma melhor percepção da qualidade desses mesmos extremos. Estudamos igualmente os grafos com um conjunto (κ,τ)-regular que induz uma estrela complementar para um valor próprio não-principal $. Além disso, é mostrado que $=κ-τ. Usando uma abordagem baseada nos grafos estrela complementares construímos, em alguns casos, os respectivos grafos maximais. Uma caracterização dos grafos separados em cliques e independentes que envolve o índice e as entradas do vector principal é apresentada tal como um majorante do número da estabilidade dum grafo conexo.

Computational methods in the fractional calculus of variations and optimal control

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the lack of analytic methods to solve such fractional problems, numerical techniques are developed. Here, we mainly investigate the approximation of fractional operators by means of series of integer-order derivatives and generalized finite differences. We give upper bounds for the error of proposed approximations and study their efficiency. Direct and indirect methods in solving fractional variational problems are studied in detail. Furthermore, optimality conditions are discussed for different types of unconstrained and constrained variational problems and for fractional optimal control problems. The introduced numerical methods are employed to solve some illustrative examples.

Majorantes para a ordem de subgrafos induzidos k-regulares

Muitos dos problemas de otimização em grafos reduzem-se à determinação de um subconjunto de vértices de cardinalidade máxima que induza um subgrafo k-regular. Uma vez que a determinação da ordem de um subgrafo induzido k-regular de maior ordem é, em geral, um problema NP-difícil, são deduzidos novos majorantes, a determinar em tempo polinomial, que em muitos casos constituam boas aproximações das respetivas soluções ótimas. Introduzem-se majorantes espetrais usando uma abordagem baseada em técnicas de programação convexa e estabelecem-se condições necessárias e suficientes para que sejam atingidos. Adicionalmente, introduzem-se majorantes baseados no espetro das matrizes de adjacência, laplaciana e laplaciana sem sinal. É ainda apresentado um algoritmo não polinomial para a determinação de umsubconjunto de vértices de umgrafo que induz umsubgrafo k-regular de ordem máxima para uma classe particular de grafos. Finalmente, faz-se um estudo computacional comparativo com vários majorantes e apresentam-se algumas conclusões.

An analysis of the impact of bus contention on the WCET in multicores

The use of multicores is becoming widespread inthe field of embedded systems, many of which have real-time requirements. Hence, ensuring that real-time applications meet their timing constraints is a pre-requisite before deploying them on these systems. This necessitates the consideration of the impact of the contention due to shared lowlevel hardware resources like the front-side bus (FSB) on the Worst-CaseExecution Time (WCET) of the tasks. Towards this aim, this paper proposes a method to determine an upper bound on the number of bus requests that tasks executing on a core can generate in a given time interval. We show that our method yields tighter upper bounds in comparison with the state of-the-art. We then apply our method to compute the extra contention delay incurred by tasks, when they are co-scheduled on different cores and access the shared main memory, using a shared bus, access to which is granted using a round-robin arbitration (RR) protocol.

WCET analysis considering contention on memory bus in COTS-based multicores

The usage of COTS-based multicores is becoming widespread in the field of embedded systems. Providing realtime guarantees at design-time is a pre-requisite to deploy real-time systems on these multicores. This necessitates the consideration of the impact of the contention due to shared low-level hardware resources on the Worst-Case Execution Time (WCET) of the tasks. As a step towards this aim, this paper first identifies the different factors that make the WCET analysis a challenging problem in a typical COTS-based multicore system. Then, we propose and prove, a mathematically correct method to determine tight upper bounds on the WCET of the tasks, when they are co-scheduled on different cores.

A framework for memory contention analysis in multi-core platforms

The last decade has witnessed a major shift towards the deployment of embedded applications on multi-core platforms. However, real-time applications have not been able to fully benefit from this transition, as the computational gains offered by multi-cores are often offset by performance degradation due to shared resources, such as main memory. To efficiently use multi-core platforms for real-time systems, it is hence essential to tightly bound the interference when accessing shared resources. Although there has been much recent work in this area, a remaining key problem is to address the diversity of memory arbiters in the analysis to make it applicable to a wide range of systems. This work handles diverse arbiters by proposing a general framework to compute the maximum interference caused by the shared memory bus and its impact on the execution time of the tasks running on the cores, considering different bus arbiters. Our novel approach clearly demarcates the arbiter-dependent and independent stages in the analysis of these upper bounds. The arbiter-dependent phase takes the arbiter and the task memory-traffic pattern as inputs and produces a model of the availability of the bus to a given task. Then, based on the availability of the bus, the arbiter-independent phase determines the worst-case request-release scenario that maximizes the interference experienced by the tasks due to the contention for the bus. We show that the framework addresses the diversity problem by applying it to a memory bus shared by a fixed-priority arbiter, a time-division multiplexing (TDM) arbiter, and an unspecified work-conserving arbiter using applications from the MediaBench test suite. We also experimentally evaluate the quality of the analysis by comparison with a state-of-the-art TDM analysis approach and consistently showing a considerable reduction in maximum interference.