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Proportional Optimization and Fairness

Author : Wieslaw Kubiak
Publisher : Springer Science & Business Media
Page : 300 pages
File Size : 25,94 MB
Release : 2008-11-16
Category : Business & Economics
ISBN : 0387877193

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Proportional Optimization and Fairness is a long-needed attempt to reconcile optimization with apportionment in just-in-time (JIT) sequences and find the common ground in solving problems ranging from sequencing mixed-model just-in-time assembly lines through just-in-time batch production, balancing workloads in event graphs to bandwidth allocation internet gateways and resource allocation in computer operating systems. The book argues that apportionment theory and optimization based on deviation functions provide natural benchmarks for a process, and then looks at the recent research and developments in the field. Individual chapters look at the theory of apportionment and just-in-time sequences; minimization of just-in-time sequence deviation; optimality of cyclic sequences and the oneness; bottleneck minimization; competition-free instances, Fraenkel’s Conjecture, and optimal admission sequences; response time variability; applications to the Liu-Layland Problem and pinwheel scheduling; temporal capacity constraints and supply chain balancing; fair queuing and stride scheduling; and smoothing and batching.

Fairness and Optimality in Trading

Author : Van Vinh Nguyen (S.M.)
Publisher :
Page : 51 pages
File Size : 40,18 MB
Release : 2010
Category :
ISBN :

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This thesis proposes a novel approach to address the issues of efficiency and fairness when multiple portfolios are rebalanced simultaneously. A fund manager who rebalances multiple portfolios needs to not only optimize the total efficiency, i.e., maximize net risk-adjusted return, but also guarantee that trading costs are fairly split among the clients. The existing approaches in the literature, namely the Social Welfare and the Competitive Equilibrium schemes, do not compromise efficiency and fairness effectively. To this end, we suggest an approach that utilizes popular and well-accepted resource allocation ideas from the field of communications and economics, such as Max-Min fairness, Proportional fairness and a-fairness. We incorporate in our formulation a quadratic model of market impact cost to reflect the cumulative effect of trade pooling. Total trading costs are split fairly among accounts using the so-called pro rata scheme. We solve the resulting multi-objective optimization problem by adopting the Max-Min fairness, Proportional fairness and a-fairness schemes. Under these schemes, the resulting optimization problems have non-convex objectives and non-convex constraints, which are NP-hard in general. We solve these problems using a local search method based on linearization techniques. The efficiency of this approach is discussed when we compare it with a deterministic global optimization method on small size optimization problems that have similar structure to the aforementioned problems. We present computational results for a small data set (2 funds, 73 assets) and a large set (6 funds, 73 assets). These results suggest that the solution obtained from our model provides a better compromise between efficiency and fairness than existing approaches. An important implication of our work is that given a level of fairness that we want to maintain, we can always find Pareto-efficient trade sets.

Resource Allocation and Performance Optimization in Communication Networks and the Internet

Author : Liansheng Tan
Publisher : CRC Press
Page : 503 pages
File Size : 50,98 MB
Release : 2017-08-15
Category : Technology & Engineering
ISBN : 1498769454

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This book provides a comprehensive introduction to the underlying theory, design techniques and analytical results of wireless communication networks, focusing on the core principles of wireless network design. It elaborates the network utility maximization (NUM) theory with applications in resource allocation of wireless networks, with a central aim of design and the QoS guarantee. It presents and discusses state-of-the-art developments in resource allocation and performance optimization in wireless communication networks. It provides an overview of the general background including the basic wireless communication networks and the relevant protocols, architectures, methods and algorithms.

Optimization and Optimal Control

Author : Panos M. Pardalos
Publisher : World Scientific
Page : 380 pages
File Size : 25,14 MB
Release : 2003
Category : Mathematics
ISBN : 9812775366

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This volume gives the latest advances in optimization and optimal control which are the main part of applied mathematics. It covers various topics of optimization, optimal control and operations research.

Cellular Communications Systems in Congested Environments

Author : Mo Ghorbanzadeh
Publisher : Springer
Page : 261 pages
File Size : 13,29 MB
Release : 2016-10-11
Category : Technology & Engineering
ISBN : 3319462679

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This book presents a mathematical treatment of the radio resource allocation of modern cellular communications systems in contested environments. It focuses on fulfilling the quality of service requirements of the living applications on the user devices, which leverage the cellular system, and with attention to elevating the users’ quality of experience. The authors also address the congestion of the spectrum by allowing sharing with the band incumbents while providing with a quality-of-service-minded resource allocation in the network. The content is of particular interest to telecommunications scheduler experts in industry, communications applications academia, and graduate students whose paramount research deals with resource allocation and quality of service.

Distributed MIMO and Cell-Free Mobile Communication

Author : Xiaohu You
Publisher : Springer Nature
Page : 227 pages
File Size : 30,86 MB
Release : 2020-12-21
Category : Technology & Engineering
ISBN : 9811598452

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Distributed MIMO and cell-free mobile communication are emerging technologies of wireless communication. This book introduces the fundamental theory, key technology and the prototype system of distributed MIMO and cellular free mobile communication system, including the unified system model, capacity and spectral efficiency analysis under imperfect channel information, cell edge effect, optimal power allocation and energy efficiency optimization, cache optimization, low complexity wireless transmission technology and new network assisted full duplex technology. In addition, the implementation of software and hardware and test results of distributed MIMO and cell free system based on cloud architecture are introduced in detail.This book will benefit senior undergraduates, postgraduates, scholars and engineers who are engaged in wireless mobile communication research. It can also be used as a reference book for postgraduates and researchers in the field of electronic and information engineering.

Advanced Wireless Networks

Author : Savo G. Glisic
Publisher : John Wiley & Sons
Page : 848 pages
File Size : 27,35 MB
Release : 2016-08-08
Category : Technology & Engineering
ISBN : 1119096855

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The third edition of this popular reference covers enabling technologies for building up 5G wireless networks. Due to extensive research and complexity of the incoming solutions for the next generation of wireless networks it is anticipated that the industry will select a subset of these results and leave some advanced technologies to be implemented later,. This new edition presents a carefully chosen combination of the candidate network architectures and the required tools for their analysis. Due to the complexity of the technology, the discussion on 5G will be extensive and it will be difficult to reach consensus on the new global standard. The discussion will have to include the vendors, operators, regulators as well as the research and academic community in the field. Having a comprehensive book will help many participants to join actively the discussion and make meaningful contribution to shaping the new standard.

Issues in Networks Research and Application: 2013 Edition

Author :
Publisher : ScholarlyEditions
Page : 1056 pages
File Size : 22,88 MB
Release : 2013-05-01
Category : Computers
ISBN : 1490110356

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Issues in Networks Research and Application: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Communication Networks. The editors have built Issues in Networks Research and Application: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Communication Networks in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Networks Research and Application: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Mathematical Principles of the Internet, Two Volume Set

Author : Nirdosh Bhatnagar
Publisher : CRC Press
Page : 1768 pages
File Size : 41,65 MB
Release : 2019-03-18
Category : Computers
ISBN : 1351379216

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This two-volume set on Mathematical Principles of the Internet provides a comprehensive overview of the mathematical principles of Internet engineering. The books do not aim to provide all of the mathematical foundations upon which the Internet is based. Instead, these cover only a partial panorama and the key principles. Volume 1 explores Internet engineering, while the supporting mathematics is covered in Volume 2. The chapters on mathematics complement those on the engineering episodes, and an effort has been made to make this work succinct, yet self-contained. Elements of information theory, algebraic coding theory, cryptography, Internet traffic, dynamics and control of Internet congestion, and queueing theory are discussed. In addition, stochastic networks, graph-theoretic algorithms, application of game theory to the Internet, Internet economics, data mining and knowledge discovery, and quantum computation, communication, and cryptography are also discussed. In order to study the structure and function of the Internet, only a basic knowledge of number theory, abstract algebra, matrices and determinants, graph theory, geometry, analysis, optimization theory, probability theory, and stochastic processes, is required. These mathematical disciplines are defined and developed in the books to the extent that is needed to develop and justify their application to Internet engineering.