Performance Models and Risk Management in Communications Systems PDF
Preview Performance Models and Risk Management in Communications Systems
PERFORMANCE MODELS AND RISK MANAGEMENT IN COMMUNICATIONS SYSTEMS Springer Optimization and Its Applications VOLUME46 ManagingEditor PanosM.Pardalos(UniversityofFlorida) Editor–CombinatorialOptimization Ding-ZhuDu(UniversityofTexasatDallas) AdvisoryBoard J.Birge(UniversityofChicago) C.A.Floudas(PrincetonUniversity) F.Giannessi(UniversityofPisa) H.D.Sherali(VirginiaPolytechnicandStateUniversity) T.Terlaky(McMasterUniversity) Y.Ye(StanfordUniversity) AimsandScope Optimizationhasbeenexpandinginalldirectionsatanastonishingrateduringthe lastfewdecades.Newalgorithmicandtheoreticaltechniqueshavebeendeveloped, thediffusionintootherdisciplineshasproceededatarapidpace,andourknowledge ofallaspectsofthefieldhasgrownevenmoreprofound.Atthesametime,oneof themoststrikingtrendsinoptimizationistheconstantlyincreasingemphasisonthe interdisciplinarynatureofthefield.Optimizationhasbeenabasictoolinallareas ofappliedmathematics,engineering,medicine,economicsandothersciences. The series Springer Optimization and Its Applications publishes undergradu- ateandgraduatetextbooks,monographsandstate-of-the-artexpositoryworksthat focusonalgorithmsforsolvingoptimizationproblemsandalsostudyapplications involvingsuchproblems.Someofthetopicscoveredincludenonlinearoptimization (convex and nonconvex), network flow problems, stochastic optimization, optimal control,discreteoptimization,multiobjectiveprogramming,descriptionofsoftware packages,approximationtechniquesandheuristicapproaches. Forothertitlespublishedinthisseries,goto http://www.springer.com/series/7393 PERFORMANCE MODELS AND RISK MANAGEMENT IN COMMUNICATIONS SYSTEMS By ˆ NALANGÜLPINAR WarwickBusinessSchool Coventry,UK PETERHARRISON ImperialCollege London,UK BERÇRÜSTEM ImperialCollege London,UK 123 Editors NalânGülpınar WarwickBusinessSchool PeterHarrison TheUniversityofWarwick DepartmentofComputing Coventry,CV47AL,UK ImperialCollegeLondon [email protected] London,SW72BZ,UK [email protected] BerçRüstem DepartmentofComputing ImperialCollegeLondon London,SW72BZ,UK [email protected] ISSN1931-6828 ISBN978-1-4419-0533-8 e-ISBN978-1-4419-0534-5 DOI10.1007/978-1-4419-0534-5 SpringerNewYorkDordrechtHeidelbergLondon MathematicsSubjectClassification(2010):90B15,90B18,90C15,90C90,91A40,93E03 LibraryofCongressControlNumber:2010937634 (cid:2)c SpringerScience+BusinessMedia,LLC2011 Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewritten permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Usein connection with any form of information storage and retrieval, electronic adaptation, computer software,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not theyaresubjecttoproprietaryrights. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface Computer and telecommunication sectors are important for global dynamic eco- nomic development. The design and deployment of future networks are subject to uncertainties such as capacity prices, demand and supply for services, and shared infrastructure. Moreover, recent trends in those sectors have led to considerable increase in the level of uncertainty. Optimal policies of the operators and design of complex network functionalities require decision support methodologies that take into account uncertainty in order to improve performance, cost-effectiveness, riskandsecurityandensurerobustness.Stochasticmodeling,decisionmaking,and game-theoretic techniques ensure the optimum end-to-end performance of general networksystems.Optimalsystemdesignunifyingperformancemodelinganddeci- sionmakingprovidesagenericapproach. Real-timeoptimaldecisionmakingisinevitablyintendedtoimproveefficiency. Riskmanagementinjectsrobustnessandensuresthateffectsofuncertaintyaretaken into account. The achievement of best performance may conflict with the mini- mization of the associated risk. Robustness in view of traffic variations, changes in network capacity, or topology, is important for both network operators and end users. A robust network allows operators to hedge against uncertainty and hence savecostsandyieldperformancebenefitstoendusers.Robustnesscanbeachieved byintroducingdiversityattransportlevelandusingfloworcongestioncontrol. Thisbookconsidersrecentdevelopmentsinthedesign,operation,andmanage- ment of telecommunication and computer network systems in performance engi- neeringandaddressesissuesofuncertainty,robustness,andrisk.Thebookconsists of10chaptersthatprovideareferencetoolforscientistsandengineersintelecom- municationandcomputernetworks.Moreover,itisintendedtomotivateanewwave ofresearchintheinterfaceoftelecommunicationsandoperationsresearch. Coventry,UK NalânGülpınar London,UK PeterHarrison London,UK BerçRüstem v Contents DistributedandRobustRateControlforCommunicationNetworks ..... 1 TansuAlpcan OfThreatsandCosts:AGame-TheoreticApproachtoSecurityRisk Management ...................................................... 33 PatrickMaillé,PeterReichl,andBrunoTuffin Computationally Supported Quantitative Risk Management forInformationSystems ............................................ 55 DenisTrcˇek Cardinality-ConstrainedCriticalNodeDetectionProblem .............. 79 Ashwin Arulselvan, Clayton W. Commander, Oleg Shylo, andPanosM.Pardalos Reliability-Based Routing Algorithms for Energy-Aware CommunicationinWirelessSensorNetworks ......................... 93 JanosLevendovszky,AndrasOlah,GergelyTreplan,andLongTran-Thanh Opportunistic Scheduling with Deadline Constraints in Wireless Networks .........................................................127 DavidIShumanandMingyanLiu A Hybrid Polyhedral Uncertainty Model fortheRobustNetworkLoadingProblem ............................157 Ays¸egülAltın,HandeYaman,andMustafaÇ.Pınar AnalyticalModellingofIEEE802.11eEnhancedDistributedChannel AccessProtocolinWirelessLANs ....................................173 JiaHu,GeyongMin,MikeE.Woodward,andWeijiaJia vii viii Contents Dynamic Overlay Single-Domain Contracting for End-to-End ContractSwitching ................................................191 MuratYüksel,AparnaGupta,andKoushikKar ModellingaGridMarketEconomy ..................................225 FernandoMartínezOrtuño,UliHarder,andPeterHarrison Contributors TansuAlpcan DeutscheTelekomLaboratories,TechnicalUniversityofBerlin, Ernst-Reuter-Platz7,Berlin10587Germany,[email protected] Ays¸egül Altın Department of Industrial Engineering, TOBB University of EconomicsandTechnology,Sög˘ütözü06560Ankara,Turkey,[email protected] AshwinArulselvan CenterforDiscreteMathematicsandApplications,Warwick BusinessSchool,UniversityofWarwick,Coventry,UK,ashwin@ufl.edu ClaytonW.Commander AirForceResearchLaboratory,MunitionsDirectorate, and Department of Industrial and Systems Engineering, University of Florida, Gainesville,FL,USA,[email protected] Aparna Gupta Rensselaer Polytechnic Institute, Troy, NY 12180, USA, [email protected] Uli Harder Department of Computing, Imperial College London, Huxley Building,180QueensGate,LondonSW72AZ,UK,[email protected] Peter Harrison Department of Computing, Imperial College London, Huxley Building,180QueensGate,LondonSW72AZ,UK,[email protected] JiaHu DepartmentofComputing,SchoolofInformatics,UniversityofBradford, Bradford,BD71DP,UK,[email protected] WeijiaJia DepartmentofComputerScience,CityUniversityofHongKong,83 TatCheeAve,HongKong,[email protected] Koushik Kar Rensselaer Polytechnic Institute, Troy, NY 12180, USA, [email protected] Janos Levendovszky Budapest University of Technology and Economics, Department of Telecommunications, H-1117 Magyar tud. krt. 2, Budapest, Hungary,[email protected] Mingyan Liu Electrical Engineering and Computer Science Department, UniversityofMichigan,AnnArbor,MI48109,USA,[email protected] ix x Contributors PatrickMaillé InstitutTelecom;TelecomBretagne,2ruedelaChâtaigneraieCS 17607,35576Cesson-SévignéCedex,France,[email protected] Geyong Min Department of Computing, School of Informatics, University of Bradford,Bradford,BD71DP,UK,[email protected] Andras Olah Faculty of Information Technology, Peter Pazmany Catholic University,H-1083Práteru.50/ABudapest,Hungary,[email protected] FernandoMartínezOrtuño DepartmentofComputing,ImperialCollegeLondon, HuxleyBuilding,180QueensGate,LondonSW72AZ,UK,[email protected] PanosM.Pardalos CenterforAppliedOptimization,DepartmentofIndustrial and Systems Engineering, University of Florida, Gainesville, FL, USA, pardalos@ufl.edu Mustafa Ç. Pınar Department of Industrial Engineering, Bilkent University, 06800Ankara,Turkey,[email protected] PeterReichl TelecommunicationsResearchCenterVienna(ftw.),Donau-City-Str. 1,1220Wien,Austria,[email protected] David I Shuman Electrical Engineering and Computer Science Department, UniversityofMichigan,AnnArbor,MI48109,USA,[email protected] Oleg Shylo Center for Applied Optimization, Department of Industrial and SystemsEngineering,UniversityofFlorida,Gainesville,FL,USA,shylo@ufl.edu Long Tran-Thanh Budapest University of Technology and Economics, Department of Telecommunications, z, H-1117 Magyar tud. krt. 2, Budapest, Hungary,[email protected] Denis Trcˇek Faculty of Computer and Information Science, Laboratory of E-media ,University of Ljubljana, Tržaška cesta 25, 1000 Ljubljana, Slovenia, [email protected] GergelyTreplan FacultyofInformationTechnology, PeterPazmany Catholic University,H-1083Práteru.50/ABudapest,Hungary,[email protected] BrunoTuffin INRIARennes–BretagneAtlantique,CampusUniversitairede Beaulieu,35042RennesCedex,France,bruno.tuffi[email protected] MikeE.Woodward DepartmentofComputing,SchoolofInformatics,University ofBradford,Bradford,BD71DP,UK,[email protected] HandeYaman DepartmentofIndustrialEngineering,BilkentUniversity,06800 Ankara,Turkey,[email protected] Murat Yüksel University of Nevada - Reno, Reno, NV 89557, USA, [email protected]
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