École nationale supérieure d'informatique et de mathématiques appliquées de Grenoble

About: École nationale supérieure d'informatique et de mathématiques appliquées de Grenoble is a based out in . It is known for research contribution in the topics: Scheduling (computing) & Grid computing. The organization has 84 authors who have published 85 publications receiving 2000 citations. The organization is also known as: Playbot & École nationale supérieure d'Informatique et de Mathématiques Appliquées de Grenoble.

Cloud technologies for flexible 5G radio access networks

Abstract: The evolution toward 5G mobile networks will be characterized by an increasing number of wireless devices, increasing device and service complexity, and the requirement to access mobile services ubiquitously. Two key enablers will allow the realization of the vision of 5G: very dense deployments and centralized processing. This article discusses the challenges and requirements in the design of 5G mobile networks based on these two key enablers. It discusses how cloud technologies and flexible functionality assignment in radio access networks enable network densification and centralized operation of the radio access network over heterogeneous backhaul networks. The article describes the fundamental concepts, shows how to evolve the 3GPP LTE architecture, and outlines the expected benefits.

Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations

Abstract: This study focuses on the numerical resolution of backward stochastic differential equations with data dependent on a jump-diffusion process. We propose and analyse a numerical scheme based on iterative regression functions which are approximated by projections on vector spaces of functions, with coefficients evaluated using Monte Carlo simulations. Regarding the error, we derive explicit bounds with respect to the time step, the number of paths simulated and the number of functions: this allows us to optimally adjust the parameters to achieve a given accuracy. We also present numerical tests related to option pricing with differential interest rates and locally risk-minimizing strategies (Follmer- Schweizer decomposition).

Monetary Cost-Aware Checkpointing and Migration on Amazon Cloud Spot Instances

Abstract: Recently introduced spot instances in the Amazon Elastic Compute Cloud (EC2) offer low resource costs in exchange for reduced reliability; these instances can be revoked abruptly due to price and demand fluctuations. Mechanisms and tools that deal with the cost-reliability tradeoffs under this schema are of great value for users seeking to lessen their costs while maintaining high reliability. We study how mechanisms, namely, checkpointing and migration, can be used to minimize the cost and volatility of resource provisioning. Based on the real price history of EC2 spot instances, we compare several adaptive checkpointing schemes in terms of monetary costs and improvement of job completion times. We evaluate schemes that apply predictive methods for spot prices. Furthermore, we also study how work migration can improve task completion in the midst of failures while maintaining low monetary costs. Trace-based simulations show that our schemes can reduce significantly both monetary costs and task completion times of computation on spot instance.

Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

Abstract: In the natural gas market, many derivative contracts have a large degree of flexibility. These are known as Swing or Take-Or-Pay options. They allow their owner to purchase gas daily, at a fixed price and according to a volume of their choice. Daily, monthly and/or annual constraints on the purchased volume are usually incorporated. Thus, the valuation of such contracts is related to a stochastic control problem, which we solve in this paper using new numerical methods. Firstly, we extend the Longstaff–Schwarz methodology (originally used for Bermuda options) to our case. Secondly, we propose two efficient parameterizations of the gas consumption, one is based on neural networks and the other on finite elements. It allows us to derive a local optimal consumption law using a stochastic gradient ascent. Numerical experiments illustrate the efficiency of these approaches. Furthermore, we show that the optimal purchase is of bang-bang type.

Adaptive energy conserving algorithms for neighbor discovery in opportunistic Bluetooth networks

Abstract: In this paper, we introduce and evaluate novel adaptive schemes for neighbor discovery in Bluetooth-enabled ad-hoc networks. In an ad-hoc peer-to-peer setting, neighbor search is a continuous, hence battery draining process. In order to save energy when the device is unlikely to encounter a neighbor, we adaptively choose parameter settings depending on a mobility context to decrease the expected power consumption of Bluetooth-enabled devices. For this purpose, we first determine the mean discovery time and power consumption values for In different Bluetooth parameter settings through a comprehensive exploration of the parameter space by means of simulation validated by experiments on real devices. The fastest average discovery time obtained is 0.2 s, while at an average discovery time of I s the power consumption is just 1.5 times that of the idle mode on our devices. We then introduce two adaptive algorithms for dynamically adjusting the Bluetooth parameters based on past perceived activity in the ad-hoc network. Both adaptive schemes for selecting the discovery mode are based only on locally-available information. We evaluate these algorithms in a node mobility simulation. Our adaptive algorithms reduce energy consumption by 50% and have up to 8% better performance over a static power-con serving scheme