Stochastic optimization and real-time scheduling in cyber-physical systems

A principal goal of this dissertation is to study stochastic optimization and real-time scheduling in cyber-physical systems (CPSs) ranging from real-time wireless systems to energy systems to distributed control systems. Under this common theme, this dissertation can be broadly organized into three parts based on the system environments. The first part investigates stochastic optimization in real-time wireless systems, with the focus on the deadline-aware scheduling for real-time traffic. The optimal solution to such scheduling problems requires to explicitly taking into account the coupling in the deadline-aware transmissions and stochastic characteristics of the traffic, which involves a dynamic program that is traditionally known to be intractable or computationally expensive to implement. First, real-time scheduling with adaptive network coding over memoryless channels is studied, and a polynomial-time complexity algorithm is developed to characterize the optimal real-time scheduling. Then, real-time scheduling over Markovian channels is investigated, where channel conditions are time-varying and online channel learning is necessary, and the optimal scheduling policies in different traffic regimes are studied. The second part focuses on the stochastic optimization and real-time scheduling involved in energy systems. First, risk-aware scheduling and dispatch for plug-in electric vehicles (EVs) are studied, aiming to jointly optimize the EV charging cost and the risk of the load mismatch between the forecasted and the actual EV loads, due to the random driving activities of EVs. Then, the integration of wind generation at high penetration levels into bulk power grids is considered. Joint optimization of economic dispatch and interruptible load management is investigated using short-term wind farm generation forecast. The third part studies stochastic optimization in distributed control systems under different network environments. First, distributed spectrum access in cognitive radio networks is investigated by using pricing approach, where primary users (PUs) sell the temporarily unused spectrum and secondary users compete via random access for such spectrum opportunities. The optimal pricing strategy for PUs and the corresponding distributed implementation of spectrum access control are developed to maximize the PU's revenue. Then, a systematic study of the nonconvex utility-based power control problem is presented under the physical interference model in ad-hoc networks. Distributed power control schemes are devised to maximize the system utility, by leveraging the extended duality theory and simulated annealing.