Perturbation analysis of stochastic hybrid systems and applications to resource contention games

نویسندگان

  • Chen YAO
  • Christos G. CASSANDRAS
چکیده

We provide an overview of the recently developed general infinitesimal perturbation analysis (IPA) framework for stochastic hybrid systems (SHSs), and establish some conditions under which this framework can be used to obtain unbiased performance gradient estimates in a particularly simple and efficient manner. We also propose a general scheme for systematically deriving an abstraction of a discrete event system (DES) in the form of an SHS. Then, as an application of the general IPA framework, we study a class of stochastic non-cooperative games termed “resource contention games” modeled through stochastic flow models (SFMs), where two or more players (users) compete for the use of a sharable resource. Simulation results are provided for a simple version of such games to illustrate and contrast system-centric and user-centric optimization.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonlinear Analysis: Hybrid Systems

We consider resource contention games in a stochastic hybrid system setting using Stochastic Flow Models (SFM) with multiple classes and class-dependent objectives. We present a general modeling framework for such games, where Infinitesimal Perturbation Analysis (IPA) estimators are derived for the derivatives of various class-dependent objectives. This allows us to study these games from the p...

متن کامل

Perturbation Analysis and Optimization of Stochastic Hybrid Systems

We present a general framework for carrying out perturbation analysis in Stochastic Hybrid Systems (SHS) of arbitrary structure. In particular, Infinitesimal Perturbation Analysis (IPA) is used to provide unbiased gradient estimates of performance metrics with respect to various controllable parameters. These can be combined with standard gradient-based algorithms for optimization purposes and ...

متن کامل

Nonresonant Excitation of the Forced Duffing Equation

We investigate the hard nonresonant excitation of the forced Duffing equation with a positive damping parameter E. Using the symbolic manipulation system MACSYMA, a computer algebra system. we derive the two term perturbation expansion by the method of multiple time scales. The resulting approximate solution is valid for small values of the coefficient e As the damping parameter e increases, th...

متن کامل

A Toolbox of Hamilton-Jacobi Solvers for Analysis of Nondeterministic Continuous and Hybrid Systems

Hamilton-Jacobi partial differential equations have many applications in the analysis of nondeterministic continuous and hybrid systems. Unfortunately, analytic solutions are seldom available and numerical approximation requires a great deal of programming infrastructure. In this paper we describe the first publicly available toolbox for approximating the solution of such equations, and discuss...

متن کامل

Winner Determination in Combinatorial Auctions using Hybrid Ant Colony Optimization and Multi-Neighborhood Local Search

A combinatorial auction is an auction where the bidders have the choice to bid on bundles of items. The WDP in combinatorial auctions is the problem of finding winning bids that maximize the auctioneer’s revenue under the constraint that each item can be allocated to at most one bidder. The WDP is known as an NP-hard problem with practical applications like electronic commerce, production manag...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011