Related papers: Network Utility Maximization over Partially Observ…
Multi-hop random access networks have received much attention due to their distributed nature which facilitates deploying many new applications over the sensor and computer networks. Recently, utility maximization framework is applied in…
We propose novel resource allocation algorithms that have the objective of finding a good tradeoff between resource reuse and interference avoidance in wireless networks. To this end, we first study properties of functions that relate the…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
In a wireless network, the efficiency of scheduling algorithms over time-varying channels depends heavily on the accuracy of the Channel State Information (CSI), which is usually quite ``costly'' in terms of consuming network resources.…
In this paper we study a revenue maximization problem for optical routing nodes. We model the routing node as a single server polling model with the aim to assign visit periods (service windows) to the different stations (ports) such that…
Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…
The problem of minimizing queueing delay of opportunistic access of multiple continuous time Markov channels is considered. A new access policy based on myopic sensing and adaptive transmission (MS-AT) is proposed. Under the framework of…
Network Function Virtualization (NFV) has the potential to significantly reduce the capital and operating expenses, shorten product release cycle, and improve service agility. In this paper, we focus on minimizing the total number of…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
Sequential decision making under uncertainty is studied in a mixed observability domain. The goal is to maximize the amount of information obtained on a partially observable stochastic process under constraints imposed by a fully observable…
We propose a information theoretical framework to capture transition and information costs of network navigation models. Based on the minimum description length principle and the Markov decision process, we demonstrate that efficient global…
Flexible optical network is a promising technology to accommodate high-capacity demands in next-generation networks. To ensure uninterrupted communication, existing lightpath provisioning schemes are mainly done with the assumption of…
Multi-hop random access networks have received much attention due to their distributed nature which facilitates deploying many new applications over the sensor and computer networks. Recently, utility maximization framework is applied in…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
We study a utility maximization problem in a financial market with a stochastic drift process, combining a worst-case approach with filtering techniques. Drift processes are difficult to estimate from asset prices, and at the same time…
The interdiction problem arises in a variety of areas including military logistics, infectious disease control, and counter-terrorism. In the typical formulation of network interdiction, the task of the interdictor is to find a set of edges…
The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…
In this article we consider risk-sensitive control of semi-Markov processes with a discrete state space. We consider general utility functions and discounted cost in the optimization criteria. We consider random finite horizon and infinite…
Semi-online algorithms that are allowed to perform a bounded amount of repacking achieve guaranteed good worst-case behaviour in a more realistic setting. Most of the previous works focused on minimization problems that aim to minimize some…