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This paper addresses an important class of restless multi-armed bandit (RMAB) problems that finds broad application in operations research, stochastic optimization, and reinforcement learning. There are $N$ independent Markov processes that…

Optimization and Control · Mathematics 2025-04-18 Keqin Liu

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…

Computer Science and Game Theory · Computer Science 2022-05-17 Hanrui Zhang , Yu Cheng , Vincent Conitzer

Today's queueing network systems are more rapidly evolving and more complex than those of even a few years ago. The goal of this paper is to study customers' behavior in an unobservable Markovian M/M/1 queue where consumers have to choose…

Optimization and Control · Mathematics 2019-01-11 Tesnim Naceur , Yezekael Hayel

A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only…

Machine Learning · Computer Science 2015-04-15 Branislav Kveton , Zheng Wen , Azin Ashkan , Hoda Eydgahi , Brian Eriksson

Network Utility Maximization (NUM) studies the problems of allocating traffic rates to network users in order to maximize the users' total utility subject to network resource constraints. In this paper, we propose a new NUM framework,…

Networking and Internet Architecture · Computer Science 2020-12-18 Xinzhe Fu , Eytan Modiano

Active perception strategies enable an agent to selectively gather information in a way to improve its performance. In applications in which the agent does not have prior knowledge about the available information sources, it is crucial to…

Artificial Intelligence · Computer Science 2019-10-08 Mahsa Ghasemi , Ufuk Topcu

This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Jiping Luo , Nikolaos Pappas

In this paper, we consider the problem of optimal scalable video delivery to mobile users in wireless networks given arbitrary Quality Adaptation (QA) mechanisms. In current practical systems, QA and scheduling are performed independently…

Networking and Internet Architecture · Computer Science 2017-08-28 S. Amir Hosseini , Shivendra S. Panwar

Min-max problems are important in multi-agent sequential decision-making because they improve the performance of the worst-performing agent in the network. However, solving the multi-agent min-max problem is challenging. We propose a…

Multiagent Systems · Computer Science 2024-05-31 Alexandros E. Tzikas , Jinkyoo Park , Mykel J. Kochenderfer , Ross E. Allen

This paper establishes the equivalence between cognitive medium access and the competitive multi-armed bandit problem. First, the scenario in which a single cognitive user wishes to opportunistically exploit the availability of empty…

Information Theory · Computer Science 2007-10-09 Lifeng Lai , Hesham El Gamal , Hai Jiang , H. Vincent Poor

Many sequential decision making problems can be formulated as an adaptive submodular maximization problem. However, most of existing studies in this field focus on pool-based setting, where one can pick items in any order, and there have…

Artificial Intelligence · Computer Science 2022-08-18 Shaojie Tang , Jing Yuan

We consider the problem of maximizing the expected average reward obtained over an infinite time horizon by $n$ weakly coupled Markov decision processes. Our setup is a substantial generalization of the multi-armed restless bandit problem…

Optimization and Control · Mathematics 2026-04-01 Diego Goldsztajn , Konstantin Avrachenkov

We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of $M$ users and $N \geq M$ resources. For each user-resource pair $(i,j)$, there is an…

Optimization and Control · Mathematics 2015-03-17 Yi Gai , Bhaskar Krishnamachari , Mingyan Liu

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

Networking and Internet Architecture · Computer Science 2012-02-03 Kehao Wang , Lin Chen , Quan Liu , Khaldoun Al Agha

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu

We consider the channel sensing problem arising in opportunistic scheduling over fading channels, cognitive radio networks, and resource constrained jamming. The communication system consists of N channels. Each channel is modeled as a…

Systems and Control · Computer Science 2013-05-31 Yi Ouyang , Demosthenis Teneketzis

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…

Machine Learning · Computer Science 2014-11-24 Branislav Kveton , Zheng Wen , Azin Ashkan , Michal Valko

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

Data Structures and Algorithms · Computer Science 2023-10-20 Duksang Lee , William Overman , Dabeen Lee

Network utility maximization is the most important problem in network traffic management. Given the growth of modern communication networks, we consider the utility maximization problem in a network with a large number of connections…

Optimization and Control · Mathematics 2019-12-12 Anastasiya Ivanova , Fedor Stonyakin , Dmitry Pasechnyuk , Evgeniya Vorontsova , Alexander Gasnikov

In beam-based massive multiple-input multiple-output systems, signals are processed spatially in the radio-frequency (RF) front-end and thereby the number of RF chains can be reduced to save hardware cost, power consumptions and pilot…

Information Theory · Computer Science 2017-11-21 Zhiyuan Jiang , Sheng Chen , Sheng Zhou , Zhisheng Niu