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We consider a discrete time financial market with proportional transaction costs under model uncertainty, and study a num\'eraire-based semi-static utility maximization problem with an exponential utility preference. The randomization…

Mathematical Finance · Quantitative Finance 2019-08-02 Shuoqing Deng , Xiaolu Tan , Xiang Yu

Data intensive applications often involve the analysis of large datasets that require large amounts of compute and storage resources. While dedicated compute and/or storage farms offer good task/data throughput, they suffer low resource…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-08-27 Ioan Raicu , Yong Zhao , Ian Foster , Alex Szalay

In the last decade, the demand for Internet applications has been increased, which increases the number of data centers across the world. These data centers are usually connected to each other using long-distance and high-speed networks. As…

Networking and Internet Architecture · Computer Science 2019-05-01 Mohamed A. Alrshah , Mohamed A. Al-Maqri , Mohamed Othman

Serverless computing adopts a pay-as-you-go billing model where applications are executed in stateless and shortlived containers triggered by events, resulting in a reduction of monetary costs and resource utilization. However, existing…

Networking and Internet Architecture · Computer Science 2025-01-27 Chen Chen , Peiyuan Guan , Ziru Chen , Amir Taherkordi , Fen Hou , Lin X. Cai

Motivated by cloud computing applications, we study the problem of how to optimally deploy new hardware subject to both power and robustness constraints. To model the situation observed in large-scale data centers, we introduce the Online…

Data Structures and Algorithms · Computer Science 2022-09-05 Konstantina Mellou , Marco Molinaro , Rudy Zhou

Mobile-edge cloud computing is a new paradigm to provide cloud computing capabilities at the edge of pervasive radio access networks in close proximity to mobile users. Aiming at provisioning flexible on-demand mobile-edge cloud service, in…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-11 Xu Chen , Wenzhong Li , Sanglu Lu , Zhi Zhou , Xiaoming Fu

Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet , Periklis Petridis

Future wireless networks are convinced to provide flexible and cost-efficient services via exploiting network slicing techniques. However, it is challenging to configure network slicing systems for bursty ultra-reliable and low latency…

Networking and Internet Architecture · Computer Science 2020-11-10 Peng Yang , Xing Xi , Tony Q. S. Quek , Jingxuan Chen , Xianbin Cao , Dapeng Wu

The widespread diffusion of distributed energy resources, especially those based on renewable energy, and energy storage devices has deeply modified power systems. As a consequence, demand response, the ability of customers to respond to…

Systems and Control · Electrical Eng. & Systems 2021-04-21 Francesco Conte , Matteo Saviozzi , Samuele Grillo

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Martin Schoenhof , Daniel Kern

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

This paper presents a novel data-driven method that determines the daily consumption patterns of customers without smart meters (SMs) to enhance the observability of distribution systems. Using the proposed method, the daily consumption of…

Systems and Control · Computer Science 2019-01-23 Yuxuan Yuan , Kaveh Dehghanpour , Fankun Bu , Zhaoyu Wang

This paper considers a Markov decision model for profit maximization of a cloud computing service provider catering to customers submitting jobs with firm real-time random deadlines. Customers are charged on a per-job basis, receiving a…

Optimization and Control · Mathematics 2021-04-27 José Niño-Mora

Network Utility Maximization (NUM) studies the problems of allocating traffic rates to network users in order to maximize the users' total utility subject to network resource constraints. In this paper, we propose a new NUM framework,…

Networking and Internet Architecture · Computer Science 2020-12-18 Xinzhe Fu , Eytan Modiano

On-demand service provisioning is a critical yet challenging issue in 6G wireless communication networks, since emerging services have significantly diverse requirements and the network resources become increasingly heterogeneous and…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Longfei Ma , Nan Cheng , Xiucheng Wang , Ruijin Sun , Ning Lu

The Grid technology is evolving into a global, service-orientated architecture, a universal platform for delivering future high demand computational services. Strong adoption of the Grid and the utility computing concept is leading to an…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-11-05 Aleksandar Lazarevic , Lionel Sacks , Ognjen Prnjat

In the face of a substantial and uncertain growth of behind-the-meter Distributed Energy Resources (DERs), utilities and regulators are currently in the search for new network planning strategies for facilitating an efficient Transmission &…

Optimization and Control · Mathematics 2024-02-13 Samuel Cordova , Alexandre Moreira , Miguel Heleno

We provide a general framework for the problem of data offloading in a heterogeneous wireless network, where some demand of cellular users is served by a complementary network. The complementary network is either a small-cell network that…

Information Theory · Computer Science 2016-11-18 Chin Keong Ho , Di Yuan , Sumei Sun

Mobile users such as airplanes or ships will constitute an important segment of the future satellite communications market. Operators are now able to leverage digital payloads that allow flexible resource allocation policies that are robust…

Networking and Internet Architecture · Computer Science 2024-03-13 Guillem Casadesus-Vila , Juan Jose Garau-Luis , Nils Pachler , Edward Crawley , Bruce Cameron

Optimizing data transfers is critical for improving job performance in data-parallel frameworks. In the hybrid data center with both wired and wireless links, reconfigurable wireless links can provide additional bandwidth to speed up job…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-26 Binquan Guo , Zhou Zhang , Ye Yan , Hongyan Li