Related papers: Optionality and Convexity in ICT Networks
In this paper, an outage limited MIMO channel is considered. We build on Zheng and Tse's elegant formulation of the diversity-multiplexing tradeoff to develop a better understanding of the asymptotic relationship between the probability of…
We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…
Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…
The formation of consortiums of a broadband access Internet Service Provider (ISP) and multiple Content Providers (CP) is considered for large-scale content caching. The consortium members share costs from operations and investments in the…
This paper studies the optimal investment and pricing decisions of a cognitive mobile virtual network operator (C-MVNO) under spectrum supply uncertainty. Compared with a traditional MVNO who often leases spectrum via long-term contracts, a…
Path-aware networks (PANs) are emerging as an intriguing new paradigm with the potential to significantly improve the dependability and efficiency of networks. However, the benefits of PANs can only be realized if the adoption of such…
Off-chain transaction networks can mitigate the scalability issues of today's trustless electronic cash systems such as Bitcoin. However, these peer-to-peer networks also introduce a new attack surface which is not well-understood today.…
Proportional fairness is a popular service allocation mechanism to describe and analyze the performance of data networks at flow level. Recently, several authors have shown that the invariant distribution of such networks admits a product…
This paper studies the effects on user welfare of imposing network neutrality, using a game-theoretic model of provider interactions based on a two-sided market framework: we assume that the platform--the last-mile access providers…
A competitive market is modeled as a game of incomplete information. One player observes some payoff-relevant state and can sell (possibly noisy) messages thereof to the other, whose willingness to pay is contingent on their own beliefs. We…
An employer contracts with a worker to incentivize efforts whose productivity depends on ability; the worker then enters a market that pays him contingent on ability evaluation. With non-additive monitoring technology, the interdependence…
We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…
Ad hoc network is a collection of different types of nodes, which are connected in heterogeneous or homogeneous manner. It is also known as self-organizing-wireless network. The dynamic nature of ad hoc networks make them more attractive,…
We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request…
We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…
Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…
When the traded energy and reserve products between zones are co-allocated to optimize the infrastructure usage, both deterministic and stochastic flows have to be accounted for on interconnector lines. We focus on allocation models, which…
Qualitative probabilistic networks have been introduced as qualitative abstractions of Bayesian belief networks. One of the major drawbacks of these qualitative networks is their coarse level of detail, which may lead to unresolved…
In this paper, a new framework to study weighed networks is introduced. The idea behind this methodology is to consider that each node of the network is an agent that desires to satisfy his/her preferences in an economic sense. Moreover,…
We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro-differential equations. Conditions are provided under which preservation of convexity…