The service capacities of a source peer at different times in a peer-to-peer (P2P) network exhibit temporal correlation. Unfortunately, there is no analytical resultwhich clearly characterizes the expected download time from a source peer with stochastic and time-varying service capacity. The main contribution of this paper is to analyze the expected file download time in P2P networks with stoc...

The study focuses on the dynamic multi-site capacity planning problem in the thin film transistor liquid crystal display (TFT-LCD) industry under stochastic demand. Capacity planning refers to the process of simultaneously implementing a robust capacity allocation plan and capacity expansion policy across multiple sites against stochastic demand. In addition, the demand situation in TFT-LCD man...

In ALOHA-type packetized network, the transmission times of packets follow a stochastic process. In this paper, we advocate a deterministic approach for channel multiple-access. Each user is statically assigned a periodic protocol signal, which takes value either zero or one, and transmit packets whenever the value of the protocol signal is equal to one. On top of this multiple-access protocol,...

Triggered by the ever growing demand of wireless data rate, modern cellular network is in the middle of a paradigm shift. By deploying small cells underlaying current macrocells, a heterogeneous network (HetNet) architecture is formed with great potentials to improve system capacity and reduce overall energy consumption in the mean time. However, such layout is challenged by the co-tier and cro...

In this paper, we investigate the strategic stochastic air traffic flow management problem which seeks to balance airspace capacity and demand under weather disruptions. The goal is to reduce the need for myopic tactical decisions that do not account for probabilistic knowledge about the NAS near-future states. We present and discuss a scenario-based modeling approach based on a time-space stoc...

Recently sample-path methods have been successfully used in solving challenging simulation optimization and stochastic equilibrium problems. In this paper we deal with a variant of these methods to solve stochastic optimization problems with stochastic constraints. Using optimality conditions, we convert the problem to a stochastic variational inequality. We outline a set of sufficient conditio...

The estimation of the capacity of an airspace region during weather events is an important part of air traffic management. This problem must be solved ahead of time with predicted traffic demands and weather forecasts. In order to capture the uncertainty of the weather, a stochastic weather model is used. We investigate the problem of estimating the maximum capacity of an airspace region by ana...

This paper describes the MQNA Markovian Queueing Networks Analyser, a software tool to model and obtain the stationary solution of a large class of Queueing Networks. MQNA can directly solve open and closed product-form queueing networks using classical algorithms. For finite capacity queueing models, MQNA generates Markovian description in the Stochastic Automata Networks (SAN) and Stochastic ...

This paper re-visits Shayevitz & Feder’s recent ‘Posterior Matching Scheme’, a deterministic, recursive, capacityachieving feedback encoding scheme for memoryless channels. We here consider the feedback encoder design problem from a stochastic control perspective. The state of the system is the posterior distribution of the message given current outputs of the channel. The per-trial reward is t...

The paper provides simple formulas of Bayesian filtering for the exact recursive computation of state conditional probability density functions given quantized innovations signal measurements of a linear stochastic system. This is a topic of current interest because the innovations signal should be white and therefore efficient in its use of channel capacity and in the design and optimization o...