Information Theory for Mobile Ad-Hoc Networks (ITMANET): The FLoWS Project Thrust 3 Application Metrics and Network Performance Asu Ozdaglar and Devavrat.

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Oblivious Equilibrium for Stochastic Games with Concave Utility
Application Metrics and Network Performance
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Information Theory for Mobile Ad-Hoc Networks (ITMANET): The FLoWS Project Thrust 3 Application Metrics and Network Performance Asu Ozdaglar and Devavrat Shah

Capacity Delay Energy Upper Bound Lower Bound Capacity and Fundamental Limits Capacity Delay Energy/SNR Utility=U(C,D,E) End-to-End Performance and Network Utility (C*,D*,E*) Constraints Degrees of Freedom Models and Dynamics Application Metrics and Network Performance Layerless Dynamic Networks New Paradigms for Upper Bounds MANET Metrics Fundamental Limits of Wireless Systems Application Metrics Models New MANET Theory Metrics

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation  Information theory  Fundamental limitations (Thrust 1)  Dealing with unreliability (Thrust 2) Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation  Control  Understanding and controlling system dynamics Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation  Economics  Extracts effect of non co-operative behavior and `manage’ it Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes Economics Multi-agent systems Equilibrium and Mechanism design Economics Multi-agent systems Equilibrium and Mechanism design

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation  Networks  Captures uncertainty through stochastics and queuing  “Technological” constrains driven architecture o Implementable, distributed or message-passing network algorithms Networks Resource Allocation Queues and algorithms Networks Resource Allocation Queues and algorithms Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes Economics Multi-agent systems Equilibrium and Mechanism design Economics Multi-agent systems Equilibrium and Mechanism design

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes Economics Multi-agent systems Equilibrium and Mechanism design Economics Multi-agent systems Equilibrium and Mechanism design Networks Resource Allocation Queues and algorithms Networks Resource Allocation Queues and algorithms Thrust 3 Application Metrics and Network Performance Thrust 3 Application Metrics and Network Performance Physical layer considerations General application metrics Physical layer considerations General application metrics Optimization and Dynamic Stability Robust against non- cooperative behavior Queuing, distributed algorithms Networks Resource Allocation Queues and algorithms Networks Resource Allocation Queues and algorithms Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes Economics Multi-agent systems Equilibrium and Mechanism design Economics Multi-agent systems Equilibrium and Mechanism design

Thrust Motivation  Fundamental problem of MANET  (Some form of) dynamic resource allocation Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes Economics Multi-agent systems Equilibrium and Mechanism design Economics Multi-agent systems Equilibrium and Mechanism design Networks Resource Allocation Queues and algorithms Networks Resource Allocation Queues and algorithms Thrust 3 Application Metrics and Network Performance Thrust 3 Application Metrics and Network Performance Physical layer considerations General application metrics Physical layer considerations General application metrics Optimization and Dynamic Stability Robust against non- cooperative behavior Queuing, distributed algorithms Networks Resource Allocation Queues and algorithms Networks Resource Allocation Queues and algorithms Control Dynamical systems Feedback, Stabilization and Controlability Control Dynamical systems Feedback, Stabilization and Controlability Information Theory Capacity and fundamental limits and codes Information Theory Capacity and fundamental limits and codes Economics Multi-agent systems Equilibrium and Mechanism design Economics Multi-agent systems Equilibrium and Mechanism design Thrust Objective: Develop a framework for resource allocation with heterogeneous and dynamically varying application metrics while ensuring efficient (stable) operation of decentralized networks with uncertain capabilities

Thrust achievements: thus far Optimization Stochastics Game Theory Different metrics require different methodology Distributed algorithms Wireless Dynamic NUM Ozdaglar, Shah Boyd, Goldsmith Cross-Layer Optimization Boyd, Goldsmith, Medard, Ozdaglar Integration of macro level control and micro level system design Johari, Meyn, Shah Goldsmith, Johari Topology formation Noncooperative scheduling Johari Ozdaglar Noncooperative coding Effros Network Resource Allocation Cognitive radio design

Thrust achievements: recent Optimization Stochastics Game Theory Different metrics require different methodology Distributed CSMA Wireless, Distributed Dynamic NUM Shah Boyd, Goldsmith Q-learning for network resource allocation Meyn Fundamental Overhead in Distributed Algorithm El Gamal Johari Capacity with Coding Power Control & Potential Games Ozdaglar Network Resource Allocation Supermodular Games Info. Theory Medard Large Dynamic Stochastic Games Johari Near Potential Games Ozdaglar Dynamic Resource Allocation Game Ozdaglar

Recent Thrust Achievements Optimization Methods for General Application Metrics  Wireless Stochastic Resource Allocation (WNUM)  Distributed Wireless Network Utility Maximization (Goldsmith)  To optimize the rate-reliability tradeoff in wireless networks  Stochastic approximation to establish convergence  Promising simulation study  Full Stochastic Control Problem (Boyd)  To optimize power control and capacity allocation o With utilities being smooth functions of flow rates  Exact characterization of “no transmit” region o Optimal things to do : no power utilization !  Approximation dynamic programming techniques

Recent Thrust Achievements Optimization Methods for General Application Metrics  Wireless Stochastic Resource Allocation (WNUM)  Dynamic Resource Allocation (Ozdaglar)  Proportional fair allocation of capacity  Existence and uniqueness of Nash Equilibrium  Fluid model approximation

Recent Thrust Achievements Network Games  Network games and non-cooperative behavior  Two benchmark model for networked systems  Supermodular and Potential games o Both admit simple, learning rules to reach Nash Equilibrium o Provide insights in understanding more complex setup  Supermodular Games (Johari)  Largest Nash Equilibrium o Pareto optimal under positive externalities o Player action determined by the “centrality” o Relation to the connectivity of an agent … … 1 … …

Recent Thrust Achievements Network Games  Network games and non-cooperative behavior  Two benchmark model for networked systems  Supermodular and Potential games o Both admit simple, learning rules to reach Nash Equilibrium o Provide insights in understanding more complex setup  Potential Games (Ozdaglar)  Power control in a multi-cell CDMA system  Analysis through an “approximate” potential game  Ingredient: o Lyapunov analysis  More in Focus Talk.  Near Potential Games (Ozdaglar)  Decomposition of games Power control game Potential game approximate pricing Lyapunov analysis Optimal power allocation

Recent Thrust Achievements Network Games  Network games and non-cooperative behavior  Large Dynamic Stochastic Games (Johari)  Study of Oblivious Equilibrium (OE) o Aggregate effect of the large number of agents  Exogenous conditions on model primitives o OE approximates Markov perfect equilibrium General Stochastic Games Competitive Model Non-cooperative games. Sub modular payoff Existence results for OE. AME property. Coordination Model Cooperative games. Super modular payoff structure. Results for special class of linear quadratic games.

Recent Thrust Achievements Stochastic Network and Control  Network resource allocation algorithm  Q-learning (Meyn)  Characterization of optimal policy for Markovian system o By means of system observation under non-optimal policy  Broadening the domain of application, including o Network resource allocation scenario

Recent Thrust Achievements Stochastic Network and Control  Network resource allocation algorithm  Capacity under immediate decoding (Medard)  Characterization through conflict graphs  When tractable o Outperforms naïve routing based approach

Recent Thrust Achievements Stochastic Network and Control  Network resource allocation algorithm  Medium Access Control (MAC) protocol (Shah)  Asynchronous, distributed and extremely simple  Like classical backoff protocol o Backoff probabilities are function of queue-sizes  Efficient o Resolves a long standing intellectual challenge in networks and information theory  Utilizes insights from statistical physics and Markov chain mixing time  Adjudged Kenneth Sevic Outstanding Student Paper at ACM Sigmetrics ‘09 o See Poster by Jinwoo Shin 1/1+log q log q/1+log q

Achievements Overview (Last Year) Shah: Low complexity throughput and delay efficient scheduling Ozdaglar: Distributed optimization algorithms for general metrics and with quantized information Johari: Local dynamics for topology formation Meyn: Generalized Max-Weight policies with performance optim- distributed implementations Goldsmith, Johari: Game-theoretic model for cognitive radio design with incomplete channel information Boyd, Goldsmith: Wireless network utility maximization (dynamic user metrics, random environments and adaptive modulation ) Optimization Distributed and dynamic algorithms for resource allocation Stochastic Network Analysis Flow-based models and queuing dynamics Game Theory New resource allocation paradigm that focuses on hetereogeneity and competition Medard, Ozdaglar: Efficient resource allocation in non-fading and fading MAC channels using optimization methods and rate-splitting Shah: Capacity region characterization through scaling for arbitrary node placement and arbitrary demand Ozdaglar: Competitive scheduling in collision channels with correlated channel states Medard, Ozdaglar: Cross-Layer optimization for different application delay metrics and block- by-block coding schemes Boyd: Efficient methods for large scale network utility maximization Goldsmith: Layered broadcast source-channel coding Medard, Shah: Distributed functional compression

Achievements Overview (Most Recent) Shah: Distributed MAC using queue based feedback Johari: Large network games Meyn: Q-learning for network optimization Boyd, Goldsmith: Wireless network utility maximization as a stochastic optimal control problem Optimization Distributed and dynamic algorithms for resource allocation Stochastic Network Analysis Flow-based models and queuing dynamics Game Theory New resource allocation paradigm that focuses on hetereogeneity and competition Ozdaglar: Distributed second order methods for network optimization Ozdaglar: Noncooperative power control using potential games Effros: Noncooperative network coding Medard: Decoding and network scheduling for increased capacity Ozdaglar: Near potential games for network analysis Johari: Supermodular games El Gamal: Overhead in distributed algorithms

Thrust Synergies: An Example T3 solves this problem: Using distributed algorithms Considering stochastic changes, physical layer constraints and micro- level considerations Modeling information structures (may lead to changes in the performance region) Algorithmic constraints and sensitivity analysis may change the dimension of performance region Thrust 1 Upper Bounds Thrust 2 Layerless Dynamic Networks Capacity Delay Energy Upper Bound Lower Bound Thrust 3 Application Metrics and Network Performance Capacity Delay Energy (C*,D*,E*) (C*,D*,E*) optimal solution of Combinatorial algorithms for upper bounds Effros: Noncooperative network coding Moulin: Interference mitigating mobility Boyd, Goldsmith: Wireless network utility maximization as a stochastic optimal control problem Medard: (De)coding with scheduling to increase capacity Shah: Capacity region for large wireless networks accompanied by efficient, distributed MAC Ozdaglar: Wireless power control through potential games El Gamal: Information theory capacity and overhead introduced by distributed protocols. Meyn: Q-learning for network resource allocation

FLoWS Phase 3 and 4 Progress Criteria : Thrust 3  Specific challenges/goals : currently addressed via some examples 3. Develop new achievability results for key performance metrics based on networks designed as a single probabilistic mapping with dynamics over multiple timescales  Stochastic NUM for hard delay constraints and dynamic channel variation  Distributed medium access control via reversible dynamics 4. Develop a generalized theory of rate distortion and network utilization as an optimal and adaptive interface between networks and applications that results in maximum performance regions  Potential game approach for dynamically achieving general system objective  Supermodular games and complementarities over networks 5. Demonstrate the consummated union between information theory, networks, and control; and why all three are necessary ingredients in this union  Q-learning for dynamic network control  Bringing together coding, dynamics and queuing

Thrust Challenges: Going Forward  Distributed networks  Fundamental limitations using information theoretic approaches  Interplay between game theory and distributed optimization ?  Different delay metrics and robustness  Going beyond hard delay constraints ?  Multi-resolution algorithm design and effect of feedback  “Universality” of system design with respect to uncertainty  Effect of dynamics at different “time scales”  Topological : incremental versus abrupt changes  Scheduling : dynamics over evolving queues  Consummating the union : an example  Use of (de)coding for better distributed MAC