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Perturbation analysis of stochastic hybrid systems and applications to resource contention games

  • Research Article
  • Published:
Frontiers of Electrical and Electronic Engineering in China

Abstract

We provide an overview of the recently developed general infinitesimal perturbation analysis (IPA) framework for stochastic hybrid systems (SHSs), and establish some conditions under which this framework can be used to obtain unbiased performance gradient estimates in a particularly simple and efficient manner. We also propose a general scheme for systematically deriving an abstraction of a discrete event system (DES) in the form of an SHS. Then, as an application of the general IPA framework, we study a class of stochastic non-cooperative games termed “resource contention games” modeled through stochastic flow models (SFMs), where two or more players (users) compete for the use of a sharable resource. Simulation results are provided for a simple version of such games to illustrate and contrast system-centric and user-centric optimization.

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Author information

Authors and Affiliations

  1. Division of Systems Engineering and Center for Information and Systems Engineering, Boston University, Brookline, MA, 02446, USA

    Chen Yao & Christos G. Cassandras

Authors
  1. Chen Yao
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  2. Christos G. Cassandras
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Corresponding author

Correspondence to Christos G. Cassandras.

Additional information

Chen YAO is a final year Ph.D candidate in the Division of Systems Engineering at Boston University. He received a Bachelor degree in automatic control from Zhejiang University in 2006 and a Master degree in systems engineering from Boston University in 2009. He has been working as a Research Assistant in the Center for Information and Systems Engineering (CISE) at Boston University since 2006. His research interests lie in the areas of discrete event and hybrid systems, stochastic optimization, and cooperative control, with applications to manufacturing systems, communication systems, and robotics. He is the recipient of several awards, including the General Chair’s Recognition Award of Interactive Sessions in the 48th IEEE Conference of Decision and Control (CDC), and Dean’s Fellowship at Boston University in 2006. He is a student member of IEEE and INFORMS.

Christos G. CASSANDRAS is Head of the Division of Systems Engineering and Professor of Electrical and Computer Engineering at Boston University. He is also co-founder of Boston University’s Center for Information and Systems Engineering (CISE). He received degrees from Yale University (B.S., 1977), Stanford University (M.S.E.E., 1978), and Harvard University (S.M., 1979; Ph.D, 1982). In 1982–1984 he was with ITP Boston, Inc., where he worked on the design of automated manufacturing systems. In 1984–1996 he was a faculty member at the Department of Electrical and Computer Engineering, University of Massachusetts/Amherst. He specializes in the areas of discrete event and hybrid systems, stochastic optimization, and computer simulation, with applications to computer and sensor networks, manufacturing systems, and transportation systems. He has published over 300 refereed papers in these areas, and five books. He has guest-edited several technical journal issues and serves on several journal Editorial Boards. He has recently collaborated with The MathWorks, Inc. in the development of the discrete event and hybrid system simulator SimEvents. Dr. Cassandras was Editor-in-Chief of the IEEE Transactions on Automatic Control from 1998 through 2009 and has also served as Editor for Technical Notes and Correspondence and Associate Editor. He is the 2011 President-Elect of the IEEE Control Systems Society (CSS) and has served as Vice President for Publications and on the Board of Governors of the CSS. He has chaired the CSS Technical Committee on Control Theory, and served as Chair of several conferences. He has been a plenary speaker at various international conferences, including the American Control Conference in 2001 and the IEEE Conference on Decision and Control in 2002. He is the recipient of several awards, including the Distinguished Member Award of the IEEE Control Systems Society (2006), the 1999 Harold Chestnut Prize (IFAC Best Control Engineering Textbook) for Discrete Event Systems: Modeling and Performance Analysis, and a 1991 Lilly Fellowship. He is a member of Phi Beta Kappa and Tau Beta Pi. He is also a Fellow of the IEEE and a Fellow of the IFAC.

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Yao, C., Cassandras, C.G. Perturbation analysis of stochastic hybrid systems and applications to resource contention games. Front. Electr. Electron. Eng. China 6, 453–467 (2011). https://doi.org/10.1007/s11460-011-0166-7

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  • DOI: https://doi.org/10.1007/s11460-011-0166-7

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