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Register a new userPlaying games against nature: optimal policies for renewable resource allocation
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Added by
Stefano Ermon
Publication date
2012
fields
Informatics Engineering
and research's language is
English
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In this paper we introduce a class of Markov decision processes that arise as a natural model for many renewable resource allocation problems. Upon extending results from the inventory control literature, we prove that they admit a closed form solution and we show how to exploit this structure to speed up its computation. We consider the application of the proposed framework to several problems arising in very different domains, and as part of the ongoing effort in the emerging field of Computational Sustainability we discuss in detail its application to the Northern Pacific Halibut marine fishery. Our approach is applied to a model based on real world data, obtaining a policy with a guaranteed lower bound on the utility function that is structurally very different from the one currently employed.
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We study online resource allocation in a cloud computing platform, through a posted pricing mechanism: The cloud provider publishes a unit price for each resource type, which may vary over time; upon arrival at the cloud system, a cloud user either takes the current prices, renting resources to execute its job, or refuses the prices without running its job there. We design pricing functions based on the current resource utilization ratios, in a wide array of demand-supply relationships and resource occupation durations, and prove worst-case competitive ratios of the pricing functions in terms of social welfare. In the basic case of a single-type, non-recycled resource (i.e., allocated resources are not later released for reuse), we prove that our pricing function design is optimal, in that any other pricing function can only lead to a worse competitive ratio. Insights obtained from the basic cases are then used to generalize the pricing functions to more realistic cloud systems with multiple types of resources, where a job occupies allocated resources for a number of time slots till completion, upon which time the resources are returned back to the cloud resource pool.
Security Games employ game theoretical tools to derive resource allocation strategies in security domains. Recent works considered the presence of alarm systems, even suffering various forms of uncertainty, and showed that disregarding alarm signals may lead to arbitrarily bad strategies. The central problem with an alarm system, unexplored in other Security Games, is finding the best strategy to respond to alarm signals for each mobile defensive resource. The literature provides results for the basic single-resource case, showing that even in that case the problem is computationally hard. In this paper, we focus on the challenging problem of designing algorithms scaling with multiple resources. First, we focus on finding the minimum number of resources assuring non-null protection to every target. Then, we deal with the computation of multi-resource strategies with different degrees of coordination among resources. For each considered problem, we provide a computational analysis and propose algorithmic methods.
This paper is about index policies for minimizing (frequentist) regret in a stochastic multi-armed bandit model, inspired by a Bayesian view on the problem. Our main contribution is to prove that the Bayes-UCB algorithm, which relies on quantiles of posterior distributions, is asymptotically optimal when the reward distributions belong to a one-dimensional exponential family, for a large class of prior distributions. We also show that the Bayesian literature gives new insight on what kind of exploration rates could be used in frequentist, UCB-type algorithms. Indeed, approximations of the Bayesian optimal solution or the Finite Horizon Gittins indices provide a justification for the kl-UCB+ and kl-UCB-H+ algorithms, whose asymptotic optimality is also established.
Optimizing resource allocation for analytical workloads is vital for reducing costs of cloud-data services. At the same time, it is incredibly hard for users to allocate resources per query in serverless processing systems, and they frequently misallocate by orders of magnitude. Unfortunately, prior work focused on predicting peak allocation while ignoring aggressive trade-offs between resource allocation and run-time. Additionally, these methods fail to predict allocation for queries that have not been observed in the past. In this paper, we tackle both these problems. We introduce a system for optimal resource allocation that can predict performance with aggressive trade-offs, for both new and past observed queries. We introduce the notion of a performance characteristic curve (PCC) as a parameterized representation that can compactly capture the relationship between resources and performance. To tackle training data sparsity, we introduce a novel data augmentation technique to efficiently synthesize the entire PCC using a single run of the query. Lastly, we demonstrate the advantages of a constrained loss function coupled with GNNs, over traditional ML methods, for capturing the domain specific behavior through an extensive experimental evaluation over SCOPE big data workloads at Microsoft.
Critical infrastructure protection (CIP) is envisioned to be one of the most challenging security problems in the coming decade. One key challenge in CIP is the ability to allocate resources, either personnel or cyber, to critical infrastructures with different vulnerability and criticality levels. In this work, a contract-theoretic approach is proposed to solve the problem of resource allocation in critical infrastructure with asymmetric information. A control center (CC) is used to design contracts and offer them to infrastructures owners. A contract can be seen as an agreement between the CC and infrastructures using which the CC allocates resources and gets rewards in return. Contracts are designed in a way to maximize the CCs benefit and motivate each infrastructure to accept a contract and obtain proper resources for its protection. Infrastructures are defined by both vulnerability levels and criticality levels which are unknown to the CC. Therefore, each infrastructure can claim that it is the most vulnerable or critical to gain more resources. A novel mechanism is developed to handle such an asymmetric information while providing the optimal contract that motivates each infrastructure to reveal its actual type. The necessary and sufficient conditions for such resource allocation contracts under asymmetric information are derived. Simulation results show that the proposed contract-theoretic approach maximizes the CCs utility while ensuring that no infrastructure has an incentive to ask for another contract, despite the lack of exact information at the CC.
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