Table Of ContentPERFORMANCE 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]
