اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدDynamic Pricing and Mean Field Analysis for Controlling Age of Information
128
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Today many mobile users in various zones are invited to sense and send back real-time useful information (e.g., traffic observation and sensor data) to keep the freshness of the content updates in such zones. However, due to the sampling cost in sensing and transmission, a user may not have the incentive to contribute the real-time information to help reduce the age of information (AoI). We propose dynamic pricing for each zone to offer age-dependent monetary returns and encourage users to sample information at different rates over time. This dynamic pricing design problem needs to well balance the monetary payments as rewards to users and the AoI evolution over time, and is challenging to solve especially under the incomplete information about users arrivals and their private sampling costs. After formulating the problem as a nonlinear constrained dynamic program, to avoid the curse of dimensionality, we first propose to approximate the dynamic AoI reduction as a time-average term and successfully solve the approximate dynamic pricing in closed-form. Further, by providing the steady-state analysis for an infinite time horizon, we show that the pricing scheme (though in closed-form) can be further simplified to an $varepsilon$-optimal version without recursive computing over time. Finally, we extend the AoI control from a single zone to many zones with heterogeneous user arrival rates and initial ages, where each zone cares not only its own AoI dynamics but also the average AoI of all the zones in a mean field game system to provide a holistic service. Accordingly, we propose decentralized mean field pricing for each zone to self-operate by using a mean field term to estimate the average age dynamics of all the zones, which does not even require many zones to exchange their local data with each other.
قيم البحث
اقرأ أيضاً
We consider a dynamic game with asymmetric information where each player observes privately a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study structured perfect Bayesian equilibria that use priv
ate beliefs in their strategies as sufficient statistics for summarizing their observation history. The main difficulty in finding the appropriate sufficient statistic (state) for the structured strategies arises from the fact that players need to construct (private) beliefs on other players private beliefs on V, which in turn would imply that an infinite hierarchy of beliefs on beliefs needs to be constructed, rendering the problem unsolvable. We show that this is not the case: each players belief on other players beliefs on V can be characterized by her own belief on V and some appropriately defined public belief. We then specialize this setting to the case of a Linear Quadratic Gaussian (LQG) non-zero-sum game and we characterize linear structured PBE that can be found through a backward/forward algorithm akin to dynamic programming for the standard LQG control problem. Unlike the standard LQG problem, however, some of the required quantities for the Kalman filter are observation-dependent and thus cannot be evaluated off-line through a forward recursion.
Swarm robotic systems have foreseeable applications in the near future. Recently, there has been an increasing amount of literature that employs mean-field partial differential equations (PDEs) to model the time-evolution of the probability density o
f swarm robotic systems and uses mean-field feedback to design stable control laws that act on individuals such that their density converges to a target profile. However, it remains largely unexplored considering problems of how to estimate the mean-field density, how the density estimation algorithms affect the control performance, and whether the estimation performance in turn depends on the control algorithms. In this work, we focus on studying the interplay of these algorithms. Specially, we propose new mean-field control laws which use the real-time density and its gradient as feedback, and prove that they are globally input-to-state stable (ISS) to estimation errors. Then, we design filtering algorithms to obtain estimates of the density and its gradient, and prove that these estimates are convergent assuming the control laws are known. Finally, we show that the feedback interconnection of these estimation and control algorithms is still globally ISS, which is attributed to the bilinearity of the mean-field PDE system. An agent-based simulation is included to verify the stability of these algorithms and their feedback interconnection.
The diffusion least mean square (DLMS) and the diffusion normalized least mean square (DNLMS) algorithms are analyzed for a network having a fusion center. This structure reduces the dimensionality of the resulting stochastic models while preserving
important diffusion properties. The analysis is done in a system identification framework for cyclostationary white nodal inputs. The system parameters vary according to a random walk model. The cyclostationarity is modeled by periodic time variations of the nodal input powers. The analysis holds for all types of nodal input distributions and nodal input power variations. The derived models consist of simple scalar recursions. These recursions facilitate the understanding of the network mean and mean-square dependence upon the 1) nodal weighting coefficients, 2) nodal input kurtosis and cyclostationarities, 3) nodal noise powers and 4) the unknown system mean-square parameter increments. Optimization of the node weighting coefficients is studied. Also investigated is the stability dependence of the two algorithms upon the nodal input kurtosis and weighting coefficients. Significant differences are found between the behaviors of the DLMS and DNLMS algorithms for non-Gaussian nodal inputs. Simulations provide strong support for the theory.
Reachable set computation is an important technique for the verification of safety properties of dynamical systems. In this paper, we investigate reachable set computation for discrete nonlinear systems based on parallelotope bundles. The algorithm r
elies on computing an upper bound on the supremum of a nonlinear function over a rectangular domain, which has been traditionally done using Bernstein polynomials. We strive to remove the manual step of parallelotope template selection to make the method fully automatic. Furthermore, we show that changing templates dynamically during computations cans improve accuracy. To this end, we investigate two techniques for generating the template directions. The first technique approximates the dynamics as a linear transformation and generates templates using this linear transformation. The second technique uses Principal Component Analysis (PCA) of sample trajectories for generating templates. We have implemented our approach in a Python-based tool called Kaa and improve its performance by two main enhancements. The tool is modular and use two types of global optimization solvers, the first using Bernstein polynomials and the second using NASAs Kodiak nonlinear optimization library. Second, we leverage the natural parallelism of the reachability algorithm and parallelize the Kaa implementation. We demonstrate the improved accuracy of our approach on several standard nonlinear benchmark systems.
This work studies how to estimate the mean-field density of large-scale systems in a distributed manner. Such problems are motivated by the recent swarm control technique that uses mean-field approximations to represent the collective effect of the s
warm, wherein the mean-field density (and its gradient) is usually used in feedback control design. In the first part, we formulate the density estimation problem as a filtering problem of the associated mean-field partial differential equation (PDE), for which we employ kernel density estimation (KDE) to construct noisy observations and use filtering theory of PDE systems to design an optimal (centralized) density filter. It turns out that the covariance operator of observation noise depends on the unknown density. Hence, we use approximations for the covariance operator to obtain a suboptimal density filter, and prove that both the density estimates and their gradient are convergent and remain close to the optimal one using the notion of input-to-state stability (ISS). In the second part, we continue to study how to decentralize the density filter such that each agent can estimate the mean-field density based on only its own position and local information exchange with neighbors. We prove that the local density filter is also convergent and remains close to the centralized one in the sense of ISS. Simulation results suggest that the (centralized) suboptimal density filter is able to generate convergent density estimates, and the local density filter is able to converge and remain close to the centralized filter.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
