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Koolen W.M.,Centrum Wiskunde en Informatica CWI | De Rooij S.,Statistical Laboratory
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | Year: 2010

We present a simple online two-way trading algorithm that exploits fluctuations in the unit price of an asset. Rather than analysing worst-case performance under some assumptions, we prove a novel, unconditional performance bound that is parameterised either by the actual dynamics of the price of the asset, or by a simplifying model thereof. The algorithm processes T prices in O(T 2) time and O(T) space, but if the employed prior density is exponential, the time requirement reduces to O(T). The result translates to the prediction with expert advice framework, and has applications in data compression and hypothesis testing. © 2010 Springer-Verlag. Source

Van Der Stelt S.,University of Amsterdam | Doelman A.,Leiden University | Hek G.,University of Amsterdam | Hek G.,Institute International Of Lancy | Rademacher J.D.M.,Centrum Wiskunde en Informatica CWI
Journal of Nonlinear Science | Year: 2013

In this paper we introduce a conceptual model for vegetation patterns that generalizes the Klausmeier model for semi-arid ecosystems on a sloped terrain (Klausmeier in Science 284:1826-1828, 1999). Our model not only incorporates downhill flow, but also linear or nonlinear diffusion for the water component. To relate the model to observations and simulations in ecology, we first consider the onset of pattern formation through a Turing or a Turing-Hopf bifurcation. We perform a Ginzburg-Landau analysis to study the weakly nonlinear evolution of small amplitude patterns and we show that the Turing/Turing-Hopf bifurcation is supercritical under realistic circumstances. In the second part we numerically construct Busse balloons to further follow the family of stable spatially periodic (vegetation) patterns. We find that destabilization (and thus desertification) can be caused by three different mechanisms: fold, Hopf and sideband instability, and show that the Hopf instability can no longer occur when the gradient of the domain is above a certain threshold. We encounter a number of intriguing phenomena, such as a 'Hopf dance' and a fine structure of sideband instabilities. Finally, we conclude that there exists no decisive qualitative difference between the Busse balloons for the model with standard diffusion and the Busse balloons for the model with nonlinear diffusion. © Springer Science+Business Media, LLC 2012. Source

Honing N.,Centrum Wiskunde en Informatica CWI | Schut M.C.,VU University Amsterdam
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | Year: 2010

We describe and model a new aspect in the design of distributed information systems. We build upon a previously described problem on the micro-level, which asks how quickly agents should discount (forget) their experience: If they cherish their memories, they can build their reports on larger data sets; if they discount quickly, they can respond well to change in their environment. Here, we argue that on the macro-level, where agents disseminate information, the coordination of these micro-level strategies of discounting can have significant consequences on the system performance if the environment is uncertain. In our proposed model, a referral network disseminates information about a disruptive environment (a service provider) to a risk-averse client agent, who uses this information to maximise his profit and then gives feedback into the referral system. We model two simple strategies to dynamically find better discounting factors, through central and decentral control. We show that with dynamic discounting rates, the system can become more reactive. We discuss interdependence of the system components in the light of differing discounting scenarios. In this work, we build on a certainty-based trust representation and operators for it in referral systems, developed by Josang [7] and Hang, Wang and Singh [13,2]. © 2010 Springer-Verlag. Source

Shneer S.,Heriot - Watt University | Ven Van De P.M.,Centrum Wiskunde en Informatica CWI
Performance Evaluation Review | Year: 2015

CSMA/CA is a popular random-access algorithm for wireless networks, but its stability properties are poorly understood. We consider a linear multi-hop network of three nodes where the neighbouring nodes interfere with each other and medium access is governed by the CSMA/CA algorithm. We assume that the source node is saturated and packets are forwarded through the network, each node transmitting towards its neighbour on the right. We demonstrate that the queue of the second node is saturated (unstable) and the queue of the third node is stable; this confirms heuristic arguments and simulation results found in the research literature. Providing a rigorous proof for the (in)stability of these nodes is complicated by the fact that neither queue is Markovian when considered in isolation, and the two queues are dependent. We then compute the limiting behavior of node 3, and use this to determine the end-to-end throughput of the network. Finally, we vary the access probabilities of the nodes, and evaluate how this affects the stability and throughput of the system. Source

Honing N.,Centrum Wiskunde en Informatica CWI | La Poutre H.,Centrum Wiskunde en Informatica CWI | La Poutre H.,University Utrecht
Proceedings - 2012 IEEE/WIC/ACM International Conference on Intelligent Agent Technology, IAT 2012 | Year: 2012

Modern electricity markets conduct a two-settlement procedure. Ahead of time, they allocate definite supply as well as reserves. Close to the time of consumption, they balance supply and demand. Bidding in these two auctions poses a challenge for automated bidding by agents, which will be more common in future electricity markets and so-called "smart grids". In a decision-theoretic model, we implement the current bidding practice that uses two independent bids and a novel, unified format that simplifies computation. We show through Monte-Carlo simulations in one-shot settings that the unified format restricts market power of suppliers in exploitable settings, and is also less vulnerable to uncertainty of bidders about market outcomes. © 2012 IEEE. Source

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