arXiv subjects

Rahul Jain

Publications and source records attributed to Rahul Jain.

At least 163 records · Page 9Linked to original sources

arXiv2014

Conclusive Exclusion of Quantum States

In the task of quantum state exclusion we consider a quantum system, prepared in a state chosen from a known set. The aim is to perform a measurement on the system which can conclusively rule that a subset of the possible preparation procedures can not have taken place. We ask what conditions the set of states must obey in order for this to be possible and how well we can complete the task when it is not. The task of quantum state discrimination forms a subclass of this set of problems. Within this paper we formulate the general problem as a Semidefinite Program (SDP), enabling us to derive sufficient and necessary conditions for a measurement to be optimal. Furthermore, we obtain a necessary condition on the set of states for exclusion to be achievable with certainty and give a construction for a lower bound on the probability of error. This task of conclusively excluding states has gained importance in the context of the foundations of quantum mechanics due to a result of Pusey, Barrett and Rudolph (PBR). Motivated by this, we use our SDP to derive a bound on how well a class of hidden variable models can perform at a particular task, proving an analogue of Tsirelson's bound for the PBR experiment and the optimality of a measurement given by PBR in the process. We also introduce variations of conclusive exclusion, including unambiguous state exclusion, and state exclusion with worst case error.

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arXiv2014

A parallel repetition theorem for entangled two-player one-round games under product distributions

We show a parallel repetition theorem for the entangled value $ω^*(G)$ of any two-player one-round game $G$ where the questions $(x,y) \in \mathcal{X}\times\mathcal{Y}$ to Alice and Bob are drawn from a product distribution on $\mathcal{X}\times\mathcal{Y}$. We show that for the $k$-fold product $G^k$ of the game $G$ (which represents the game $G$ played in parallel $k$ times independently), $ ω^*(G^k) =\left(1-(1-ω^*(G))^3\right)^{Ω\left(\frac{k}{\log(|\mathcal{A}| \cdot |\mathcal{B}|)}\right)} $, where $\mathcal{A}$ and $\mathcal{B}$ represent the sets from which the answers of Alice and Bob are drawn.

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arXiv2014

A quadratically tight partition bound for classical communication complexity and query complexity

In this work we introduce, both for classical communication complexity and query complexity, a modification of the 'partition bound' introduced by Jain and Klauck [2010]. We call it the 'public-coin partition bound'. We show that (the logarithm to the base two of) its communication complexity and query complexity versions form, for all relations, a quadratically tight lower bound on the public-coin randomized communication complexity and randomized query complexity respectively.

cs.CC↗

arXiv2013

Empirical Dynamic Programming

We propose empirical dynamic programming algorithms for Markov decision processes (MDPs). In these algorithms, the exact expectation in the Bellman operator in classical value iteration is replaced by an empirical estimate to get `empirical value iteration' (EVI). Policy evaluation and policy improvement in classical policy iteration are also replaced by simulation to get `empirical policy iteration' (EPI). Thus, these empirical dynamic programming algorithms involve iteration of a random operator, the empirical Bellman operator. We introduce notions of probabilistic fixed points for such random monotone operators. We develop a stochastic dominance framework for convergence analysis of such operators. We then use this to give sample complexity bounds for both EVI and EPI. We then provide various variations and extensions to asynchronous empirical dynamic programming, the minimax empirical dynamic program, and show how this can also be used to solve the dynamic newsvendor problem. Preliminary experimental results suggest a faster rate of convergence than stochastic approximation algorithms.

math.OC↗

arXiv2013

A Nash Equilibrium Need Not Exist in the Locational Marginal Pricing Mechanism

Locational marginal pricing (LMP) is a widely employed method for pricing electricity in the wholesale electricity market. Although it is well known that the LMP mechanism is vulnerable to market manipulation, there is little literature providing a systematic analysis of this phenomenon. In the first part of this paper, we investigate the economic dispatch outcomes of the LMP mechanism with strategic agents. We show via counterexamples, that contrary to popular belief, a Nash equilibrium may not exist. And when it exists, the price of anarchy may be arbitrarily large. We then provide two sufficient conditions under either of which an efficient Nash equilibria exists. Last, we propose a new market mechanism for electricity markets, the Power Network Second Price (PNSP) mechanism that always induces an efficient Nash equilibrium. We briefly address the extensions on the demand side.

cs.GT↗

arXiv2013

Broadcast Channel Games: Equilibrium Characterization and a MIMO MAC-BC Game Duality

The emergence of heterogeneous decentralized networks without a central controller, such as device-to-device communication systems, has created the need for new problem frameworks to design and analyze the performance of such networks. As a key step towards such an analysis for general networks, this paper examines the strategic behavior of \emph{receivers} in a Gaussian broadcast channel (BC) and \emph{transmitters} in a multiple access channel (MAC) with sum power constraints (sum power MAC) using the framework of non-cooperative game theory. These signaling scenarios are modeled as generalized Nash equilibrium problems (GNEPs) with jointly convex and coupled constraints and the existence and uniqueness of equilibrium achieving strategies and equilibrium utilities are characterized for both the Gaussian BC and the sum power MAC. The relationship between Pareto-optimal boundary points of the capacity region and the generalized Nash equilibria (GNEs) are derived for the several special cases and in all these cases it is shown that all the GNEs are Pareto-optimal, demonstrating that there is no loss in efficiency when players adopt strategic behavior in these scenarios. Several key equivalence relations are derived and used to demonstrate a game-theoretic duality between the Gaussian MAC and the Gaussian BC. This duality allows a parametrized computation of the equilibria of the BC in terms of the equilibria of the MAC and paves the way to translate several MAC results to the dual BC scenario.

cs.IT↗

arXiv2013

A strong direct product theorem in terms of the smooth rectangle bound

A strong direct product theorem states that, in order to solve k instances of a problem, if we provide less than k times the resource required to compute one instance, then the probability of overall success is exponentially small in k. In this paper, we consider the model of two-way public-coin communication complexity and show a strong direct product theorem for all relations in terms of the smooth rectangle bound, introduced by Jain and Klauck as a generic lower bound method in this model. Our result therefore uniformly implies a strong direct product theorem for all relations for which an (asymptotically) optimal lower bound can be provided using the smooth rectangle bound, for example Inner Product, Greater-Than, Set-Disjointness, Gap-Hamming Distance etc. Our result also implies near optimal direct product results for several important functions and relations used to show exponential separations between classical and quantum communication complexity, for which near optimal lower bounds are provided using the rectangle bound, for example by Raz [1999], Gavinsky [2008] and Klartag and Regev [2011]. In fact we are not aware of any relation for which it is known that the smooth rectangle bound does not provide an optimal lower bound. This lower bound subsumes many of the other lower bound methods, for example the rectangle bound (a.k.a the corruption bound), the smooth discrepancy bound (a.k.a the γ_2 bound) which in turn subsumes the discrepancy bound, the subdistribution bound and the conditional min-entropy bound. We show our result using information theoretic arguments. A key tool we use is a sampling protocol due to Braverman [2012], in fact a modification of it used by Kerenidis, Laplante, Lerays, Roland and Xiao [2012].

cs.CC↗

arXiv2012

Coalitional Games for Transmitter Cooperation in MIMO Multiple Access Channels

Cooperation between nodes sharing a wireless channel is becoming increasingly necessary to achieve performance goals in a wireless network. The problem of determining the feasibility and stability of cooperation between rational nodes in a wireless network is of great importance in understanding cooperative behavior. This paper addresses the stability of the grand coalition of transmitters signaling over a multiple access channel using the framework of cooperative game theory. The external interference experienced by each TX is represented accurately by modeling the cooperation game between the TXs in \emph{partition form}. Single user decoding and successive interference cancelling strategies are examined at the receiver. In the absence of coordination costs, the grand coalition is shown to be \emph{sum-rate optimal} for both strategies. Transmitter cooperation is \emph{stable}, if and only if the core of the game (the set of all divisions of grand coalition utility such that no coalition deviates) is nonempty. Determining the stability of cooperation is a co-NP-complete problem in general. For a single user decoding receiver, transmitter cooperation is shown to be \emph{stable} at both high and low SNRs, while for an interference cancelling receiver with a fixed decoding order, cooperation is stable only at low SNRs and unstable at high SNR. When time sharing is allowed between decoding orders, it is shown using an approximate lower bound to the utility function that TX cooperation is also stable at high SNRs. Thus, this paper demonstrates that ideal zero cost TX cooperation over a MAC is stable and improves achievable rates for each individual user.

cs.IT↗

arXiv2012

Dynamic Pricing of Power in Smart-Grid Networks

In this paper we introduce the problem of dynamic pricing of power for smart-grid networks. This is studied within a network utility maximization (NUM) framework in a deterministic setting with a single provider, multiple users and a finite horizon. The provider produces power or buys power in a (deterministic) spot market, and determines a dynamic price to charge the users. The users then adjust their demand in response to the time-varying prices. This is typically categorized as the demand response problem, and we study a progression of related models by focusing on two aspects: 1) the characterization of the structure of the optimal dynamic prices in the Smart Grid and the optimal demand and supply under various interaction with a spot market; 2) a greedy approach to facilitate the solution process of the aggregate NUM problem and the optimality gap between the greedy solution and the optimal one.

eess.SY↗

arXiv2012

Stochastic dominance-constrained Markov decision processes

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of reward lead to linear constraints on occupation measures. The optimal policy for the resulting class of dominance-constrained MDPs is obtained by solving a linear program. We compute the dual of this linear program to obtain average dynamic programming optimality equations that reflect the dominance constraint. In particular, a new pricing term appears in the optimality equations corresponding to the dominance constraint. We show that many types of stochastic orders can be used in place of the increasing concave stochastic order. We also carry out a parallel development for discounted reward MDPs with stochastic dominance constraints. The paper concludes with a portfolio optimization example.

math.OC↗

arXiv2012

Decentralized Learning for Multi-player Multi-armed Bandits

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model and Markovian reward model. In the i.i.d. model each arm is modelled as an i.i.d. process with an unknown distribution with an unknown mean. In the Markovian model, each arm is modelled as a finite, irreducible, aperiodic and reversible Markov chain with an unknown probability transition matrix and stationary distribution. The arms give different rewards to different players. If two players pick the same arm, there is a "collision", and neither of them get any reward. There is no dedicated control channel for coordination or communication among the players. Any other communication between the users is costly and will add to the regret. We propose an online index-based distributed learning policy called ${\tt dUCB_4}$ algorithm that trades off \textit{exploration v. exploitation} in the right way, and achieves expected regret that grows at most as near-$O(\log^2 T)$. The motivation comes from opportunistic spectrum access by multiple secondary users in cognitive radio networks wherein they must pick among various wireless channels that look different to different users. This is the first distributed learning algorithm for multi-player MABs to the best of our knowledge.

math.OC↗

arXiv2012

Mechanism Designs for Stochastic Resources for Renewable Energy Integration

Among the many challenges of integrating renewable energy sources into the existing power grid, is the challenge of integrating renewable energy generators into the power systems economy. Electricity markets currently are run in a way that participating generators must supply contracted amounts. And yet, renewable energy generators such as wind power generators cannot supply contracted amounts with certainty. Thus, alternative market architectures must be considered where there are aggregator entities who participate in the electricity market by buying power from the renewable energy generators, and assuming risk of any shortfall from contracted amounts. In this paper, we propose auction mechanisms that can be used by the aggregators for procuring stochastic resources, such as wind power. The nature of stochastic resources is different from classical resources in that such a resource is only available stochastically. The distribution of the generation is private information, and the system objective is to truthfully elicit such information. We introduce a variant of the VCG mechanism for this problem. We also propose a non-VCG mechanism with a contracted-payment-plus-penalty payoff structure. We generalize the basic mechanisms in various ways. We then consider the setting where there are two classes of players to demonstrate the difficulty of auction design in such scenarios. We also consider an alternative architecture where the generators need to fulfill any shortfall from the contracted amount by buying from the spot market.

cs.GT↗

arXiv2012

A Game Theoretic Model for the Gaussian Broadcast Channel

The behavior of rational and selfish players (receivers) over a multiple-input multiple-output Gaussian broadcast channel is investigated using the framework of noncooperative game theory. In contrast to the game-theoretic model of the Gaussian multiple access channel where the set of feasible actions for each player is independent of other players' actions, the strategies of the players in the broadcast channel are mutually coupled, usually by a sum power or joint covariance constraint, and hence cannot be treated using traditional Nash equilibrium solution concepts. To characterize the strategic behavior of receivers connected to a single transmitter, this paper models the broadcast channel as a generalized Nash equilibrium problem with coupled constraints. The concept of normalized equilibrium (NoE) is used to characterize the equilibrium points and the existence and uniqueness of the NoE are proven for key scenarios.

cs.IT↗

arXiv2012

Correlation/Communication complexity of generating bipartite states

We study the correlation complexity (or equivalently, the communication complexity) of generating a bipartite quantum state $ρ$. When $ρ$ is a pure state, we completely characterize the complexity for approximately generating $ρ$ by a corresponding approximate rank, closing a gap left in Ambainis, Schulman, Ta-Shma, Vazirani and Wigderson (SIAM Journal on Computing, 32(6):1570-1585, 2003). When $ρ$ is a classical distribution $P(x,y)$, we tightly characterize the complexity of generating $P$ by the psd-rank, a measure recently proposed by Fiorini, Massar, Pokutta, Tiwary and de Wolf (STOC 2012). We also present a characterization of the complexity of generating a general quantum state $ρ$.

cs.CC↗

arXiv2012

A parallel approximation algorithm for mixed packing and covering semidefinite programs

We present a parallel approximation algorithm for a class of mixed packing and covering semidefinite programs which generalize on the class of positive semidefinite programs as considered by Jain and Yao [2011]. As a corollary we get a faster approximation algorithm for positive semidefinite programs with better dependence of the parallel running time on the approximation factor, as compared to that of Jain and Yao [2011]. Our algorithm and analysis is on similar lines as that of Young [2001] who considered analogous linear programs.

cs.DS↗

arXiv2012

Short proofs of the Quantum Substate Theorem

The Quantum Substate Theorem due to Jain, Radhakrishnan, and Sen (2002) gives us a powerful operational interpretation of relative entropy, in fact, of the observational divergence of two quantum states, a quantity that is related to their relative entropy. Informally, the theorem states that if the observational divergence between two quantum states rho, sigma is small, then there is a quantum state rho' close to rho in trace distance, such that rho' when scaled down by a small factor becomes a substate of sigma. We present new proofs of this theorem. The resulting statement is optimal up to a constant factor in its dependence on observational divergence. In addition, the proofs are both conceptually simpler and significantly shorter than the earlier proof.

quant-ph↗

arXiv2012

A direct product theorem for bounded-round public-coin randomized communication complexity

In this paper, we show a direct product theorm in the model of two-party bounded-round public-coin randomized communication complexity. For a relation f subset of X times Y times Z (X,Y,Z are finite sets), let R^{(t), pub}_e (f) denote the two-party t-message public-coin communication complexity of f with worst case error e. We show that for any relation f and positive integer k: R^{(t), pub}_{1 - 2^{-Omega(k/t^2)}}(f^k) = Omega(k/t (R^{(t), pub}_{1/3}(f) - O(t^2))) . In particular, it implies a strong direct product theorem for the two-party constant-message public-coin randomized communication complexity of all relations f. Our result for example implies a strong direct product theorem for the pointer chasing problem. This problem has been well studied for understanding round v/s communication trade-offs in both classical and quantum communication protocols. We show our result using information theoretic arguments. Our arguments and techniques build on the ones used in [Jain 2011], where a strong direct product theorem for the two-party one-way public-coin communication complexity of all relations is shown (that is the special case of our result when t=1). One key tool used in our work and also in [Jain 2011] is a message compression technique due to [Braverman and Rao 2011], who used it to show a direct sum theorem for the two-party bounded-round public-coin randomized communication complexity of all relations. Another important tool that we use is a correlated sampling protocol, which for example, has been used in [Holenstein 2007] for proving a parallel repetition theorem for two-prover games.

cs.CC↗

arXiv2011

Strategic Arrivals into Queueing Networks: The Network Concert Queueing Game

Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically, taking delay and other metrics into account. In this paper, we develop a framework to study such strategic arrivals into queueing networks. We start by deriving a functional strong law of large numbers (FSLLN) approximation to the queueing network. In the fluid limit derived, we then study the population game wherein users strategically choose when to arrive, and upon arrival which of the K queues to join. The queues start service at given times, which can potentially be different. We characterize the (strategic) arrival process at each of the queues, and the price of anarchy of the ensuing strategic arrival game. We then extend the analysis to multiple populations of users, each with a different cost metric. The equilibrium arrival profile and price of anarchy are derived. Finally, we present the methodology for exact equilibrium analysis. This, however, is tractable for only some simple cases such as two users arriving at a two node queueing network, which we then present.

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