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In this paper, we study a novel Stochastic Network Utility Maximization (NUM) problem where the utilities of agents are unknown. The utility of each agent depends on the amount of resource it receives from a network operator/controller. The…

Machine Learning · Computer Science 2020-06-18 Arun Verma , Manjesh K. Hanawal

We study the fundamental network capacity of a multi-user wireless downlink under two assumptions: (1) Channels are not explicitly measured and thus instantaneous states are unknown, (2) Channels are modeled as ON/OFF Markov chains. This is…

Information Theory · Computer Science 2010-04-23 Chih-ping Li , Michael J. Neely

We consider the problem of joint routing and scheduling in queueing networks, where the edge transmission costs are unknown. At each time-slot, the network controller receives noisy observations of transmission costs only for those edges it…

Networking and Internet Architecture · Computer Science 2025-11-05 Sathwik Chadaga , Eytan Modiano

We address the problem of opportunistic multiuser scheduling in downlink networks with Markov-modeled outage channels. We consider the scenario in which the scheduler does not have full knowledge of the channel state information, but…

Networking and Internet Architecture · Computer Science 2011-12-08 Wenzhuo Ouyang , Sugumar Murugesan , Atilla Eryilmaz , Ness B. Shroff

We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…

Data Structures and Algorithms · Computer Science 2021-01-27 Ying Cao , Bo Sun , Danny H. K. Tsang

This paper considers the following stochastic control problem that arises in opportunistic spectrum access: a system consists of n channels (Gilbert-Elliot channels)where the state (good or bad) of each channel evolves as independent and…

Information Theory · Computer Science 2009-10-13 Sahand Haji Ali Ahmad , Mingyan Liu

We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer

This paper treats power-aware throughput maxi-mization in a multi-user file downloading system. Each user can receive a new file only after its previous file is finished. The file state processes for each user act as coupled Markov chains…

Performance · Computer Science 2015-04-17 Xiaohan Wei , Michael J. Neely

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

This brief paper presents simple simulation-based algorithms for obtaining an approximately optimal policy in a given finite set in large finite constrained Markov decision processes. The algorithms are adapted from playing strategies for…

Optimization and Control · Mathematics 2014-12-17 Hyeong Soo Chang

There is a surge of need for fresh information with the overwhelming proliferation of the Internet of Things (IoT) applications. To characterize the information freshness perceived by the destination, the age of information (AoI) has been…

Information Theory · Computer Science 2026-05-21 Xijun Wang , Shuying Gan , Yanzhi Huang , Xiaoyu Zhao , Chao Xu , Xiang Chen

We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activities) is modeled as an arbitrary finite-state Markov chain. At…

Optimization and Control · Mathematics 2010-10-04 Cem Tekin , Mingyan Liu

This paper considers a network of agents, where each agent is assumed to take actions optimally with respect to a predefined payoff function involving the latest actions of the agent's neighbors. Neighborhood relationships stem from payoff…

Dynamical Systems · Mathematics 2021-01-19 Sadegh Arefizadeh , Sadjaad Ozgoli , Sadegh Bolouki , Tamer Başar

The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…

Data Structures and Algorithms · Computer Science 2016-08-02 Michalis Kallitsis , Stilian Stoev , George Michailidis

We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…

Systems and Control · Computer Science 2017-05-18 Lorenzo Ferrari , Qing Zhao , Anna Scaglione

We consider the channel access problem in a multi-channel opportunistic communication system with imperfect channel sensing, where the state of each channel evolves as a non independent and identically distributed Markov process. This…

Systems and Control · Computer Science 2015-06-05 Kehao Wang , Lin Chen , Quan Liu , Khaldoun Al Agha

We consider a class of restless multi-armed bandit problems (RMBP) that arises in dynamic multichannel access, user/server scheduling, and optimal activation in multi-agent systems. For this class of RMBP, we establish the indexability and…

Information Theory · Computer Science 2008-11-13 Keqin Liu , Qing Zhao

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

Optimization and Control · Mathematics 2016-02-16 Benoîte de Saporta , François Dufour , Christophe Nivot

Real-world networks such as social and communication networks are too large to be observed entirely. Such networks are often partially observed such that network size, network topology, and nodes of the original network are unknown. In this…

Machine Learning · Statistics 2018-04-20 Kaushalya Madhawa , Tsuyoshi Murata

Partially observable restless multi-armed bandits have found numerous applications including in recommendation systems, communication systems, public healthcare outreach systems, and in operations research. We study multi-action partially…

Machine Learning · Computer Science 2025-09-03 Rahul Meshram , Kesav Kaza
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