We develop a generic game platform that can be used to model various real-world systems with multiple intelligent cloud-computing pools and parallel-queues for resources-competing users. Inside the platform, the software structure is modelled as Blockchain. All the users are associated with Big Data arrival streams whose random dynamics is modelled by triply stochastic renewal reward processes (TSRRPs). Each user may be served simultaneously by multiple pools while each pool with parallel- servers may also serve multi-users at the same time via smart policies in the Blockchain, e.g. a Nash equilibrium point myopically at each fixed time to a game-theoretic scheduling problem. To illustrate the effectiveness of our game platform, we model the performance measures of its internal data flow dynamics (queue length and workload processes) as reflecting diffusion with regime-switchings (RDRSs) under our scheduling policies. By RDRS models, we can prove our myopic game-theoretic policy to be an asymptotic Pareto minimal-dual-cost Nash equilibrium one globally over the whole time horizon to a randomly evolving dynamic game problem. Iterative schemes for simulating our multi-dimensional RDRS models are also developed with the support of numerical comparisons.
We study the well-posedness of a unified system of coupled forward-backward stochastic differential equations (FB-SDEs)
with Levy jumps and double completely-S skew reflections. Owing to the reflections, the solution to an embedded Skorohod problem may be not unique, i.e., bifurcations may occur at reflection boundaries, the well-known contraction mapping approach can not be extended directly to solve our problem. Thus, we develop a weak convergence method to prove the well-posedness of an adapted 6-tuple weak solution in the sense of distribution to the unified system. The proof heavily depends on newly established Malliavin calculus for vector-valued Levy processes together with a generalized linear growth and Lipschitz condition that guarantees the well-posedness of the unified system even under a random environment. Nevertheless,
if a more strict boundary condition is imposed, i.e., the spectral radii in certain sense for the reflections are strictly less than the unity, a unique adapted 6-tuple strong solution in the sense of sample pathwise is concerned. In addition, as applications and economical studies of our unified system, we also develop new techniques including deriving a generalized mutual information formula for signal processing over possible non-Gaussian channels with multi-input multi-output (MIMO) antennas and dynamics driven by Levy processes.
There is much research on the dynamical complexity on irregular sets andlevel sets of ergodic average from the perspective of density in base space, theHausdorff dimension, Lebesgue positive measure, positive or full topological entropy (andtopological pressure), etc. However, this is not the case from the viewpoint of chaos.There are many results on the relationship of positive topological entropy and variouschaos. However, positive topological entropy does not imply a strong version of chaos,called DC1. Therefore, it is non-trivial to study DC1 on irregular sets and level sets. Inthis paper, we will show that, for dynamical systems with specification properties, thereexist uncountable DC1-scrambled subsets in irregular sets and level sets. Meanwhile, weprove that several recurrent level sets of points with different recurrent frequency haveuncountable DC1-scrambled subsets. The major argument in proving the above results isthat there exists uncountable DC1-scrambled subsets in saturated sets.