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Vijay G. Subramanian

Publications and source records attributed to Vijay G. Subramanian.

At least 19 recordsLinked to original sources

On Equivalence Between Decentralized Policy-Profile Mixtures and Behavioral Coordination Policies in Multi-Agent Systems

Constrained decentralized team problem formulations are good models for many cooperative multi-agent systems. Constraints necessitate randomization when solving for optimal solutions -- past results show that joint randomization in the team is in general necessary for (strong) Lagrangian duality to hold -- , but a better understanding of randomization still remains. For a partially observed multi-agent system with a Borel hidden state, countable observations, and finite actions, we prove the following: \textit{i}) independently randomized decentralized policy-profiles -- whether behavioral or pure -- induce the same occupation measures (on joint-history and joint-action pairs) as decentralized behavioral policy-profiles; and \textit{ii}) jointly randomized behavioral and pure decentralized policy-profiles induce the same occupation measures. Restricting to finite observations, we also prove that joint mixtures of decentralized policy-profiles (both pure and behavioral) and common information based behavioral coordination policies (also mixtures of them) induce the same occupation measures. This generalizes past work that shows equivalence between pure decentralized policy-profiles and pure coordination policies. These results can be used to develop further results on Lagrangian duality, the minimum number of randomizations needed in an optimal behavioral coordination policy, and learning based schemes that can find approximately optimal solutions.

math.OC↗

Sharing with Frictions: Limited Transfers and Costly Inspections

The radio spectrum suitable for commercial wireless services is limited. A portion of the radio spectrum has been reserved for institutions using it for non-commercial purposes such as federal agencies, defense, public safety bodies and scientific institutions. In order to operate efficiently, these incumbents need clean spectrum access. However, commercial users also want access, and granting them access may materially interfere with the existing activity of the incumbents. Conventional market based mechanisms for allocating scarce resources in this context are problematic. Allowing direct monetary transfers to and from public or scientific institutions risks distorting their non-commercial mission. Moreover, often only the incumbent knows the exact value of the interference it experiences, and, likewise, only commercial users can predict accurately the expected monetary outcome from sharing the resource. Thus, our problem is to determine the efficient allocation of resources in the presence of private information without the use of direct monetary transfers. The problem is not unique to spectrum. Other resources that governments hold in trust share the same feature. We propose a novel mechanism design formulation of the problem, characterize the optimal mechanism and describe some of its qualitative properties.

econ.TH↗

The Time to Consensus in a Blockchain: Insights into Bitcoin's "6 Blocks Rule''

We investigate the time to consensus in Nakamoto blockchains. Specifically, we consider two competing growth processes, labeled \emph{honest} and \emph{adversarial}, and determine the time after which the honest process permananetly exceeds the adversarial process. This is done via queueing techniques. The predominant difficulty is that the honest growth process is subject to \emph{random delays}. In a stylized Bitcoin model, we compute the Laplace transform for the time to consensus and verify it via simulation.

cs.DC↗

Information Compression in Dynamic Information Disclosure Games

We consider a two-player dynamic information design problem between a principal and a receiver -- a game is played between the two agents on top of a Markovian system controlled by the receiver's actions, where the principal obtains and strategically shares some information about the underlying system with the receiver in order to influence their actions. In our setting, both players have long-term objectives, and the principal sequentially commits to their strategies instead of committing at the beginning. Further, the principal cannot directly observe the system state, but at every turn they can choose randomized experiments to observe the system partially. The principal can share details about the experiments to the receiver. For our analysis we impose the truthful disclosure rule: the principal is required to truthfully announce the details and the result of each experiment to the receiver immediately after the experiment result is revealed. Based on the received information, the receiver takes an action when its their turn, with the action influencing the state of the underlying system. We show that there exist Perfect Bayesian equilibria in this game where both agents play Canonical Belief Based (CBB) strategies using a compressed version of their information, rather than full information, to choose experiments (for the principal) or actions (for the receiver). We also provide a backward inductive procedure to solve for an equilibrium in CBB strategies.

cs.GT↗

Learning-based Optimal Admission Control in a Single Server Queuing System

We consider a long-term average profit maximizing admission control problem in an M/M/1 queuing system with unknown service and arrival rates. With a fixed reward collected upon service completion and a cost per unit of time enforced on customers waiting in the queue, a dispatcher decides upon arrivals whether to admit the arriving customer or not based on the full history of observations of the queue-length of the system. (Naor 1969, Econometrica) showed that if all the parameters of the model are known, then it is optimal to use a static threshold policy -- admit if the queue-length is less than a predetermined threshold and otherwise not. We propose a learning-based dispatching algorithm and characterize its regret with respect to optimal dispatch policies for the full information model of Naor (1969). We show that the algorithm achieves an $O(1)$ regret when all optimal thresholds with full information are non-zero, and achieves an $O(\ln^{1+ε}(N))$ regret for any specified $ε>0$, in the case that an optimal threshold with full information is $0$ (i.e., an optimal policy is to reject all arrivals), where $N$ is the number of arrivals.

math.OC↗

Order of Commitments in Bayesian Persuasion with Partial-informed Senders

The commitment power of senders distinguishes Bayesian persuasion problems from other games with (strategic) communication. Persuasion games with multiple senders have largely studied simultaneous commitment and signalling settings. However, many real-world instances with multiple senders have sequential signalling. In such contexts, commitments can also be made sequentially, and then the order of commitment by the senders -- the sender signalling last committing first or last -- could significantly impact the equilibrium payoffs and strategies. For a two-sender persuasion game where the senders are partially aware of the state of the world, we find necessary and sufficient conditions to determine when different commitment orders yield different payoff profiles. In particular, for the two-sender setting, we show that different payoff profiles arise if two properties hold: 1) the two senders are willing to collaborate in persuading the receiver in some state(s); and 2) the sender signalling second can carry out a credible threat when committing first such that the other sender's room to design signals gets constrained.

econ.TH↗

Bayesian Persuasion in Sequential Trials

We consider a Bayesian persuasion or information design problem where the sender tries to persuade the receiver to take a particular action via a sequence of signals. This we model by considering multi-phase trials with different experiments conducted based on the outcomes of prior experiments. In contrast to most of the literature, we consider the problem with constraints on signals imposed on the sender. This we achieve by fixing some of the experiments in an exogenous manner; these are called determined experiments. This modeling helps us understand real-world situations where this occurs: e.g., multi-phase drug trials where the FDA determines some of the experiments, funding of a startup by a venture capital firm, start-up acquisition by big firms where late-stage assessments are determined by the potential acquirer, multi-round job interviews where the candidates signal initially by presenting their qualifications but the rest of the screening procedures are determined by the interviewer. The non-determined experiments (signals) in the multi-phase trial are to be chosen by the sender in order to persuade the receiver best. With a binary state of the world, we start by deriving the optimal signaling policy in the only non-trivial configuration of a two-phase trial with binary-outcome experiments. We then generalize to multi-phase trials with binary-outcome experiments where the determined experiments can be placed at any chosen node in the trial tree. Here we present a dynamic programming algorithm to derive the optimal signaling policy that uses the two-phase trial solution's structural insights. We also contrast the optimal signaling policy structure with classical Bayesian persuasion strategies to highlight the impact of the signaling constraints on the sender.

econ.TH↗

On the benefits of being constrained when receiving signals

We study a Bayesian persuasion setting in which the receiver is trying to match the (binary) state of the world. The sender's utility is partially aligned with the receiver's, in that conditioned on the receiver's action, the sender derives higher utility when the state of the world matches the action. Our focus is on whether, in such a setting, being constrained helps a receiver. Intuitively, if the receiver can only take the sender's preferred action with a smaller probability, the sender might have to reveal more information, so that the receiver can take the action more specifically when the sender prefers it. We show that with a binary state of the world, this intuition indeed carries through: under very mild non-degeneracy conditions, a more constrained receiver will always obtain (weakly) higher utility than a less constrained one. Unfortunately, without additional assumptions, the result does not hold when there are more than two states in the world, which we show with an explicit example.

cs.GT↗

Derandomized Load Balancing using Random Walks on Expander Graphs

In a computing center with a huge amount of machines, when a job arrives, a dispatcher need to decide which machine to route this job to based on limited information. A classical method, called the power-of-$d$ choices algorithm is to pick $d$ servers independently at random and dispatch the job to the least loaded server among the $d$ servers. In this paper, we analyze a low-randomness variant of this dispatching scheme, where $d$ queues are sampled through $d$ independent non-backtracking random walks on a $k$-regular graph $G$. Under certain assumptions of the graph $G$ we show that under this scheme, the dynamics of the queuing system converges to the same deterministic ordinary differential equation (ODE) for the power-of-$d$ choices scheme. We also show that the system is stable under the proposed scheme, and the stationary distribution of the system converges to the fixed point of the ODE.

math.PR↗

Balanced Allocation with Random Walk Based Sampling

In the standard ball-in-bins experiment, a well-known scheme is to sample $d$ bins independently and uniformly at random and put the ball into the least loaded bin. It can be shown that this scheme yields a maximum load of $\log\log n/\log d+O(1)$ with high probability. Subsequent work analyzed the model when at each time, $d$ bins are sampled through some correlated or non-uniform way. However, the case when the sampling for different balls are correlated are rarely investigated. In this paper we propose three schemes for the ball-in-bins allocation problem. We assume that there is an underlying $k$-regular graph connecting the bins. The three schemes are variants of power-of-$d$ choices, except that the sampling of $d$ bins at each time are based on the locations of $d$ independently moving non-backtracking random walkers, with the positions of the random walkers being reset when certain events occurs. We show that under some conditions for the underlying graph that can be summarized as the graph having large enough girth, all three schemes can perform as well as power-of-$d$, so that the maximum load is bounded by $\log\log n/\log d+O(1)$ with high probability.

math.PR↗

A Descending Price Auction for Matching Markets

This work presents a descending-price-auction algorithm to obtain the maximum market-clearing price vector (MCP) in unit-demand matching markets with m items by exploiting the combinatorial structure. With a shrewd choice of goods for which the prices are reduced in each step, the algorithm only uses the combinatorial structure, which avoids solving LPs and enjoys a strongly polynomial runtime of $O(m^4)$. Critical to the algorithm is determining the set of under-demanded goods for which we reduce the prices simultaneously in each step of the algorithm. This we accomplish by choosing the subset of goods that maximize a skewness function, which makes the bipartite graph series converges to the combinatorial structure at the maximum MCP in $O(m^2)$ steps. A graph coloring algorithm is proposed to find the set of goods with the maximal skewness value that yields $O(m^4)$ complexity.

cs.GT↗

Competitive Resource Allocation in HetNets: the Impact of Small-cell Spectrum Constraints and Investment Costs

Heterogeneous wireless networks with small-cell deployments in licensed and unlicensed spectrum bands are a promising approach for expanding wireless connectivity and service. As a result, wireless service providers (SPs) are adding small-cells to augment their existing macro-cell deployments. This added flexibility complicates network management, in particular, service pricing and spectrum allocations across macro- and small-cells. Further, these decisions depend on the degree of competition among SPs. Restrictions on shared spectrum access imposed by regulators, such as low power constraints that lead to small-cell deployments, along with the investment cost needed to add small cells to an existing network, also impact strategic decisions and market efficiency. If the revenue generated by small-cells does not cover the investment cost, then there will be no deployment even if it increases social welfare. We study the implications of such spectrum constraints and investment costs on resource allocation and pricing decisions by competitive SPs, along with the associated social welfare. Our results show that while the optimal resource allocation taking constraints and investment into account can be uniquely determined, adding those features with strategic SPs can have a substantial effect on the equilibrium market structure.

cs.NI↗

The Impact of Small-Cell Bandwidth Requirements on Strategic Operators

Small-cell deployment in licensed and unlicensed spectrum is considered to be one of the key approaches to cope with the ongoing wireless data demand explosion. Compared to traditional cellular base stations with large transmission power, small-cells typically have relatively low transmission power, which makes them attractive for some spectrum bands that have strict power regulations, for example, the 3.5GHz band [1]. In this paper we consider a heterogeneous wireless network consisting of one or more service providers (SPs). Each SP operates in both macro-cells and small-cells, and provides service to two types of users: mobile and fixed. Mobile users can only associate with macro-cells whereas fixed users can connect to either macro- or small-cells. The SP charges a price per unit rate for each type of service. Each SP is given a fixed amount of bandwidth and splits it between macro- and small-cells. Motivated by bandwidth regulations, such as those for the 3.5Gz band, we assume a minimum amount of bandwidth has to be set aside for small-cells. We study the optimal pricing and bandwidth allocation strategies in both monopoly and competitive scenarios. In the monopoly scenario the strategy is unique. In the competitive scenario there exists a unique Nash equilibrium, which depends on the regulatory constraints. We also analyze the social welfare achieved, and compare it to that without the small-cell bandwidth constraints. Finally, we discuss implications of our results on the effectiveness of the minimum bandwidth constraint on influencing small-cell deployments.

cs.IT↗

The Impact of Unlicensed Access on Small-Cell Resource Allocation

Small cells deployed in licensed spectrum and unlicensed access via WiFi provide different ways of expanding wireless services to low mobility users. That reduces the demand for conventional macro-cellular networks, which are better suited for wide-area mobile coverage. The mix of these technologies seen in practice depends in part on the decisions made by wireless service providers that seek to maximize revenue, and allocations of licensed and unlicensed spectrum by regulators. To understand these interactions we present a model in which a service provider allocates available licensed spectrum across two separate bands, one for macro- and one for small-cells, in order to serve two types of users: mobile and fixed. We assume a service model in which the providers can charge a (different) price per unit rate for each type of service (macro- or small-cell); unlicensed access is free. With this setup we study how the addition of unlicensed spectrum affects prices and the optimal allocation of bandwidth across macro-/small-cells. We also characterize the optimal fraction of unlicensed spectrum when new bandwidth becomes available.

cs.IT↗

Explaining Snapshots of Network Diffusions: Structural and Hardness Results

Much research has been done on studying the diffusion of ideas or technologies on social networks including the \textit{Influence Maximization} problem and many of its variations. Here, we investigate a type of inverse problem. Given a snapshot of the diffusion process, we seek to understand if the snapshot is feasible for a given dynamic, i.e., whether there is a limited number of nodes whose initial adoption can result in the snapshot in finite time. While similar questions have been considered for epidemic dynamics, here, we consider this problem for variations of the deterministic Linear Threshold Model, which is more appropriate for modeling strategic agents. Specifically, we consider both sequential and simultaneous dynamics when deactivations are allowed and when they are not. Even though we show hardness results for all variations we consider, we show that the case of sequential dynamics with deactivations allowed is significantly harder than all others. In contrast, sequential dynamics make the problem trivial on cliques even though it's complexity for simultaneous dynamics is unknown. We complement our hardness results with structural insights that can help better understand diffusions of social networks under various dynamics.

cs.SI↗

Comparative Statics On The Allocation Of Spectrum

Allocation of spectrum is an important policy issue and decisions taken have ramifications for future growth of wireless communications and achieving universal connectivity. In this paper, on a common footing we compare the social welfare obtained from the allocation of new spectrum under different alternatives: to licensed providers in monopolistic, oligopolistic and perfectly competitive settings, and for unlicensed access. For this purpose we use mathematical models of competition in congestible resources. Initially we assume that any new bandwidth is available for free, but we also generalize our results to include investment decisions when prices are charged for bandwidth acquisition.

cs.NI↗

Searching and Bargaining with Middlemen

We study decentralized markets with the presence of middlemen, modeled by a non-cooperative bargaining game in trading networks. Our goal is to investigate how the network structure of the market and the role of middlemen influence the market's efficiency and fairness. We introduce the concept of limit stationary equilibrium in a general trading network and use it to analyze how competition among middlemen is influenced by the network structure, how endogenous delay emerges in trade and how surplus is shared between producers and consumers.

cs.GT↗

Convexity Conditions for 802.11 WLANs

In this paper we characterise the maximal convex subsets of the (non-convex) rate region in 802.11 WLANs. In addition to being of intrinsic interest as a fundamental property of 802.11 WLANs, this characterisation can be exploited to allow the wealth of convex optimisation approaches to be applied to 802.11 WLANs.

cs.NI↗