A markovian futures market for computing power

A markovian futures market for computing power
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计算能力的马尔可夫期货市场

DOI:
10.1145/1712605.1712633
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发表时间:
2010
期刊:
--
影响因子:
--
通讯作者:
Martínez Ortuno F
Martínez Ortuno F
中科院分区:
--
文献类型:
--
作者:
Martínez Ortuno F

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在本文中,我们描述了网格计算市场模型的各个方面。我们特别关注由点对点网络体系结构提供的网格计算。在这个网络中,节点可以通过买卖计算能力来换取金钱。在以往文献的基础上,我们利用马尔可夫链建立了一个数学市场模型。市场中每个代理人的行为是由买入、卖出或持有决策的马尔科夫链描述的。考虑到所有智能体的贡献,我们利用市场压力的概念来计算整个市场状态的全局马尔可夫链,该概念缩小了整个市场模型的状态空间。我们表明,马尔科夫链模型很好地描述了模拟中看到的市场行为。与鱼和电等其他易腐烂的商品市场类似,我们也为在这个市场买卖计算能力的未来合同提供了一个交易模型。利用马尔可夫决策过程,我们得到了最优交易策略。这项工作为未来的全球对等网格计算体系结构引入了一个开创性的数学模型,如MAGO(激活全球开放网格的中间件),其中我们推导了一个全球转移概率矩阵,该矩阵通过汇总不同类型的市场参与者的贡献来确定市场行为。
In this paper we describe aspects of a market model for Grid computing. In particular we concentrate on Grid computing provided by a peer-to-peer network architecture. In this network nodes can either buy or sell computing power in exchange for money. Building on previous publications we develop a mathematical market model using Markov chains. The behaviour of each agent in the market is described by a Markov chain of decisions on buying, selling or holding. Considering the contributions of all agents, we calculate the global Markov chain of the market state as a whole, by making use of a concept ofmarket pressurethat reduces the state space of the entire market model. We show that the Markov chain model describes the market behaviour seen in a simulation extremely well. In a similar way to other perishable commodity markets like fish and electricity, we also provide a model for trading future contracts on the purchase and sale of computing power in this market. Using Markov Decision Processes we derive an optimal trading strategy. This work introduces a pioneer mathematical model for future global peer-to-peer Grid computing architectures like MaGoG (Middleware for activating the Global open Grid), where we have derived a global transition probability matrix that determines the behaviour of the market by summing up the contributions of different kinds of market participants.
更现实的点对点网格市场模型
DOI: --
发表时间: 2009
期刊: European Performance Engineering Workshop
影响因子: --
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期刊:
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期刊: Parallel Distributed Comput. Pract.
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发表时间: 2009
期刊: Australasian Symposium on Grid Computing and e-Research
影响因子: --
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DOI: --
发表时间: 2008
期刊: Analytical and Stochastic Modeling Techniques and Applications
影响因子: --
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