arXiv subjects

Fabian Wirth

Publications and source records attributed to Fabian Wirth.

At least 37 records · Page 2Linked to original sources

arXiv2020

The Convergence of Finite-Averaging of AIMD for Distributed Heterogeneous Resource Allocations

In several social choice problems, agents collectively make decisions over the allocation of multiple divisible and heterogeneous resources with capacity constraints to maximize utilitarian social welfare. The agents are constrained through computational or communication resources or privacy considerations. In this paper, we analyze the convergence of a recently proposed distributed solution that allocates such resources to agents with minimal communication. It is based on the randomized additive-increase and multiplicative-decrease (AIMD) algorithm. The agents are not required to exchange information with each other, but little with a central agent that keeps track of the aggregate resource allocated at a time. We formulate the time-averaged allocations over finite window size and model the system as a Markov chain with place-dependent probabilities. Furthermore, we show that the time-averaged allocations vector converges to a unique invariant measure, and also, the ergodic property holds.

math.OC↗

arXiv2019

On the Control of Agents Coupled through Shared Unit-demand Resources

We consider a control problem involving several agents coupled through multiple unit-demand resources. Such resources are indivisible, and each agent's consumption is modeled as a Bernoulli random variable. Controlling the number of such agents in a probabilistic manner, subject to capacity constraints, is ubiquitous in smart cities. For instance, such agents can be humans in a feedback loop---who respond to a price signal, or automated decision-support systems that strive toward system-level goals. In this paper, we consider both single feedback loop corresponding to a single resource and multiple coupled feedback loops corresponding to multiple resources consumed by the same population of agents. For example, when a network of devices allocates resources to deliver several services, these services are coupled through capacity constraints on the resources. We propose a new algorithm with fundamental guarantees of convergence and optimality, as well as present an example illustrating its performance.

eess.SY↗

arXiv2019

Distributed Algorithms for Internet-of-Things-enabled Prosumer Markets: A Control Theoretic Perspective

Internet-of-Things (IoT) enables the development of sharing economy applications. In many sharing economy scenarios, agents both produce as well as consume a resource; we call them prosumers. A community of prosumers agrees to sell excess resource to another community in a prosumer market. In this chapter, we propose a control theoretic approach to regulate the number of prosumers in a prosumer community, where each prosumer has a cost function that is coupled through its time-averaged production and consumption of the resource. Furthermore, each prosumer runs its distributed algorithm and takes only binary decisions in a probabilistic way, whether to produce one unit of the resource or not and to consume one unit of the resource or not. In the proposed approach, prosumers do not explicitly exchange information with each other due to privacy reasons, but little exchange of information is required for feedback signals, broadcast by a central agency. In the proposed approach, prosumers achieve the optimal values asymptotically. Furthermore, the proposed approach is suitable to implement in an IoT context with minimal demands on infrastructure. We describe two use cases; community-based car sharing and collaborative energy storage for prosumer markets. We also present simulation results to check the efficacy of the algorithms.

eess.SY↗

arXiv2018

Derandomized Distributed Multi-resource Allocation with Little Communication Overhead

We study a class of distributed optimization problems for multiple shared resource allocation in Internet-connected devices. We propose a derandomized version of an existing stochastic additive-increase and multiplicative-decrease (AIMD) algorithm. The proposed solution uses one bit feedback signal for each resource between the system and the Internet-connected devices and does not require inter-device communication. Additionally, the Internet-connected devices do not compromise their privacy and the solution does not dependent on the number of participating devices. In the system, each Internet-connected device has private cost functions which are strictly convex, twice continuously differentiable and increasing. We show empirically that the long-term average allocations of multiple shared resources converge to optimal allocations and the system achieves minimum social cost. Furthermore, we show that the proposed derandomized AIMD algorithm converges faster than the stochastic AIMD algorithm and both the approaches provide approximately same solutions.

eess.SY↗

arXiv2018

Communication-efficient Distributed Multi-resource Allocation

In several smart city applications, multiple resources must be allocated among competing agents that are coupled through such shared resources and are constrained --- either through limitations of communication infrastructure or privacy considerations. We propose a distributed algorithm to solve such distributed multi-resource allocation problems with no direct inter-agent communication. We do so by extending a recently introduced additive-increase multiplicative-decrease (AIMD) algorithm, which only uses very little communication between the system and agents. Namely, a control unit broadcasts a one-bit signal to agents whenever one of the allocated resources exceeds capacity. Agents then respond to this signal in a probabilistic manner. In the proposed algorithm, each agent makes decision of its resource demand locally and an agent is unaware of the resource allocation of other agents. In empirical results, we observe that the average allocations converge over time to optimal allocations.

eess.SY↗

arXiv2018

Existence of non-coercive Lyapunov functions is equivalent to integral uniform global asymptotic stability

In this paper, a class of abstract dynamical systems is considered which encompasses a wide range of nonlinear finite- and infinite-dimensional systems. We show that the existence of a non-coercive Lyapunov function without any further requirements on the flow of the forward complete system ensures an integral version of uniform global asymptotic stability. We prove that also the converse statement holds without any further requirements on regularity of the system. Furthermore, we give a characterization of uniform global asymptotic stability in terms of the integral stability properties and analyze which stability properties can be ensured by the existence of a non-coercive Lyapunov function, provided either the flow has a kind of uniform continuity near the equilibrium or the system is robustly forward complete.

math.OC↗

arXiv2017

Distributed Multi-resource Allocation with Little Communication Overhead

We propose a distributed algorithm to solve a special distributed multi-resource allocation problem with no direct inter-agent communication. We do so by extending a recently introduced additive-increase multiplicative-decrease (AIMD) algorithm, which only uses very little communication between the system and agents. Namely, a control unit broadcasts a one-bit signal to agents whenever one of the allocated resources exceeds capacity. Agents then respond to this signal in a probabilistic manner. In the proposed algorithm, each agent is unaware of the resource allocation of other agents. We also propose a version of the AIMD algorithm for multiple binary resources (e.g., parking spaces). Binary resources are indivisible unit-demand resources, and each agent either allocated one unit of the resource or none. In empirical results, we observe that in both cases, the average allocations converge over time to optimal allocations.

cs.DC↗

arXiv2017

Characterizations of input-to-state stability for infinite-dimensional systems

We prove characterizations of input-to-state stability (ISS) for a large class of infinite-dimensional control systems, including some classes of evolution equations over Banach spaces, time-delay systems, ordinary differential equations (ODE), switched systems. These characterizations generalize well-known criteria of ISS, proved by Sontag and Wang for ODE systems. For the special case of differential equations in Banach spaces we prove even broader criteria for ISS and apply these results to show that (under some mild restrictions) the existence of a non-coercive ISS Lyapunov functions implies ISS. We introduce the new notion of strong ISS which is equivalent to ISS in the ODE case, but which is strictly weaker than ISS in the infinite-dimensional setting and prove several criteria for the sISS property. At the same time, we show by means of counterexamples, that many characterizations, which are valid in the ODE case, are not true for general infinite-dimensional systems.

math.OC↗

arXiv2017

Lyapunov characterization of input-to-state stability for semilinear control systems over Banach spaces

We prove that input-to-state stability (ISS) of nonlinear systems over Banach spaces is equivalent to existence of a coercive Lipschitz continuous ISS Lyapunov function for this system. For linear infinite-dimensional systems, we show that ISS is equivalent to existence of a non-coercive ISS Lyapunov function and provide two simpler constructions of coercive and non-coercive ISS Lyapunov functions for input-to-state stable linear systems.

math.OC↗

arXiv2017

On the stability and convergence of a class of consensus systems with a nonlinear input

We consider a class of consensus systems driven by a nonlinear input. Such systems arise in a class of IoT applications. Our objective in this paper is to determine conditions under which a certain partially distributed system converges to a Lur'e-like scalar system, and to provide a rigorous proof of its stability. Conditions are derived for the non-uniform convergence and stability of such a system and an example is given of a speed advisory system where such a system arises in real engineering practice.

eess.SY↗

arXiv2017

Barabanov norms, Lipschitz continuity and monotonicity for the max algebraic joint spectral radius

We present several results describing the interplay between the max algebraic joint spectral radius (JSR) for compact sets of matrices and suitably defined matrix norms. In particular, we extend a classical result for the conventional algebra, showing that the JSR can be described in terms of induced norms of the matrices in the set. We also show that for a set generating an irreducible semigroup (in a cone-theoretic sense), a monotone Barabanov norm always exists. This fact is then used to show that the max algebraic JSR is locally Lipschitz continuous on the space of compact irreducible sets of matrices with respect to the Hausdorff distance. We then prove that the JSR is Hoelder continuous on the space of compact sets of nonnegative matrices. Finally, we prove a strict monotonicity property for the max algebraic JSR that echoes a fact for the classical JSR.

math.OC↗

arXiv2016

Nonhomogeneous Place-Dependent Markov Chains, Unsynchronised AIMD, and Network Utility Maximization

We present a solution of a class of network utility maximization (NUM) problems using minimal communication. The constraints of the problem are inspired less by TCP-like congestion control but by problems in the area of internet of things and related areas in which the need arises to bring the behavior of a large group of agents to a social optimum. The approach uses only intermittent feedback, no inter-agent communication, and no common clock. The proposed algorithm is a combination of the classical AIMD algorithm in conjunction with a simple probabilistic rule for the agents to respond to a capacity signal. This leads to a nonhomogeneous Markov chain and we show almost sure convergence of this chain to the social optimum.

math.OC↗

arXiv2015

A Distributed and Privacy-Aware Speed Advisory System for Optimising Conventional and Electric Vehicles Networks

One of the key ideas to make Intelligent Transportation Systems (ITS) work effectively is to deploy advanced communication and cooperative control technologies among the vehicles and road infrastructures. In this spirit, we propose a consensus-based distributed speed advisory system that optimally determines a recommended common speed for a given area in order that the group emissions, or group battery consumptions, are minimised. Our algorithms achieve this in a privacy-aware manner; namely, individual vehicles do not reveal in-vehicle information to other vehicles or to infrastructure. A mobility simulator is used to illustrate the efficacy of the algorithm, and hardware-in-the-loop tests involving a real vehicle are given to illustrate user acceptability and ease of the deployment.

eess.SY↗

arXiv2015

On the Design of Campus Parking Systems with QoS guarantees

Parking spaces are resources that can be pooled together and shared, especially when there are complementary day-time and night-time users. We answer two design questions. First, given a quality of service requirement, how many spaces should be set aside as contingency during day-time for night-time users? Next, how can we replace the first-come-first-served access method by one that aims at optimal efficiency while keeping user preferences private?

math.OC↗

arXiv2013

Alleviating a form of electric vehicle range anxiety through On-Demand vehicle access

On-demand vehicle access is a method that can be used to reduce types of range anxiety problems related to planned travel for electric vehicle owners. Using ideas from elementary queueing theory, basic QoS metrics are defined to dimension a shared fleet to ensure high levels of vehicle access. Using mobility data from Ireland, it is argued that the potential cost of such a system is very low.

math.OC↗

arXiv2013

Extremal norms for positive linear inclusions

For finite-dimensional linear semigroups which leave a proper cone invariant it is shown that irreducibility with respect to the cone implies the existence of an extremal norm. In case the cone is simplicial a similar statement applies to absolute norms. The semigroups under consideration may be generated by discrete-time systems, continuous-time systems or continuous-time systems with jumps. The existence of extremal norms is used to extend results on the Lipschitz continuity of the joint spectral radius beyond the known case of semigroups that are irreducible in the representation theory interpretation of the word.

math.DS↗

arXiv2011

On converse Lyapunov theorems for fluid network models

We consider the class of closed generic fluid networks (GFN) models, which provides an abstract framework containing a wide variety of fluid networks. Within this framework a Lyapunov method for stability of GFN models was proposed by Ye and Chen. They proved that stability of a GFN model is equivalent to the existence of a functional on the set of paths that is decaying along paths. This result falls short of a converse Lyapunov theorem in that no state dependent Lyapunov function is constructed. In this paper we construct state-dependent Lyapunov functions in contrast to path-wise functionals. We first show by counterexamples that closed GFN models do not provide sufficient information that allow for a converse Lyapunov theorem. To resolve this problem we introduce the class of strict GFN models by forcing the closed GFN model to satisfy a concatenation and a semicontinuity condition of the set of paths in dependence of initial condition. For the class of strict GFN models we define a state-dependent Lyapunov and show that a converse Lyapunov theorem holds. Finally, it is shown that common fluid network models, like general work-conserving and priority fluid network models as well as certain linear Skorokhod problems define strict GFN models.

math.DS↗

arXiv2011

On a small-gain approach to distributed event-triggered control

In this paper the problem of stabilizing large-scale systems by distributed controllers, where the controllers exchange information via a shared limited communication medium is addressed. Event-triggered sampling schemes are proposed, where each system decides when to transmit new information across the network based on the crossing of some error thresholds. Stability of the interconnected large-scale system is inferred by applying a generalized small-gain theorem. Two variations of the event-triggered controllers which prevent the occurrence of the Zeno phenomenon are also discussed.

math.OC↗