论文标题
预先预订,未来的交易:在混合设备 - 云网络中计算资源供应
Overbook in Advance, Trade in Future: Computing Resource Provisioning in Hybrid Device-Edge-Cloud Networks
论文作者
论文摘要
分布式物联网(IoT)系统中的大数据处理要求创新的计算体系结构和资源配置技术,以支持实时和成本效益的计算服务。本文介绍了一个新颖的超预订前进交易机制,即未来的Trade In Future(OATF)提前预订,在该机构中,可以在三方(即最终用户,边缘服务器和远程云服务器)之间进行计算资源,在混合设备 - 窗口网络下具有不确定性(例如,“否”显示”)。更重要的是,OATF鼓励可行的超预订速率,使边缘服务器可以通过从云服务器购买备份资源,通过确定通过分析历史统计数据(例如,网络,网络,网络,网络,网络)来确定与远期合同相关的权利和远期合同相关的权利和义务,将资源大量预订为多个最终用户(例如,超过资源供应)。由于预订和预先签署的远期合同,这种机制可以大大提高时间效率和资源利用率。在本文中仔细研究了诸如超预订率设计和风险管理之类的关键问题,而通过数学分析提出了一个有趣的案例研究。全面的模拟表明,与常规交易方法相比,OATF可为不同的各方(云,边缘和最终用户)以及大量资源使用和值得称赞的时间效率实现互惠互利的公用事业。
The big data processing in distributed Internet of Things (IoT) systems calls for innovative computing architectures and resource provisioning techniques to support real-time and cost-effective computing services. This article introduces a novel overbooking-promoted forward trading mechanism named Overbook in Advance, Trade in Future (OATF), where computing resources can be traded across three parties, i.e. end-users, an edge server and a remote cloud server, under a hybrid device-edge-cloud network with uncertainties (e.g., "no shows"). More importantly, OATF encourages a feasible overbooking rate that allows the edge server to overbook resources to multiple end-users (e.g., exceed the resource supply), while purchasing backup resources from the cloud server, by determining rights and obligations associated with forward contracts in advance via analyzing historical statistics (e.g., network, resource dynamics). Such a mechanism can greatly improve time efficiency and resource utilization thanks to overbooking and pre-signed forward contracts. Critical issues such as overbooking rate design and risk management are carefully investigated in this article, while an interesting case study is proposed with mathematical analysis. Comprehensive simulations demonstrate that OATF achieves mutually beneficial utilities for different parties (cloud, edge, and end-users), as well as substantial resource usage and commendable time efficiency, in comparison with conventional trading methods.