Related papers: Network Utility Maximization over Partially Observ…
We consider the fractional influence maximization problem, i.e., identifying users on a social network to be incentivized with potentially partial discounts to maximize the influence on the network. The larger the discount given to a user,…
In the Markov paging model, one assumes that page requests are drawn from a Markov chain over the pages in memory, and the goal is to maintain a fast cache that suffers few page faults in expectation. While computing the optimal online…
Network slicing is an emerging technique for providing resources to diverse wireless services with heterogeneous quality-of-service needs. However, beyond satisfying end-to-end requirements of network users, network slicing needs to also…
The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
We consider influence maximization (IM) in social networks, which is the problem of maximizing the number of users that become aware of a product by selecting a set of "seed" users to expose the product to. While prior work assumes a known…
We consider a risk-sensitive optimization of consumption-utility on infinite time horizon where the one-period investment gain depends on an underlying economic state whose evolution over time is assumed to be described by a discrete-time,…
This paper studies the problem of optimal investment in incomplete markets, robust with respect to stopping times. We work on a Brownian motion framework and the stopping times are adapted to the Brownian filtration. Robustness can only be…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
Fair resource allocation is one of the most important topics in communication networks. Existing solutions almost exclusively assume each user utility function is known and concave. This paper seeks to answer the following question: how to…
This paper investigates optimal portfolio strategies in a market where the drift is driven by an unobserved Markov chain. Information on the state of this chain is obtained from stock prices and expert opinions in the form of signals at…
We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable Markov Decision Process (POMDP). The certainty equivalent…
In this paper we consider energy efficient scheduling in a multiuser setting where each user has a finite sized queue and there is a cost associated with holding packets (jobs) in each queue (modeling the delay constraints). The packets of…
In this paper, we consider the problem of power efficient uplink scheduling in a Time Division Multiple Access (TDMA) system over a fading wireless channel. The objective is to minimize the power expenditure of each user subject to…
We consider a class of restless bandit problems that finds a broad application area in reinforcement learning and stochastic optimization. We consider $N$ independent discrete-time Markov processes, each of which had two possible states: 1…
In this work, we propose distributed and networked energy management scenarios to optimize the production and reservation of energy among a set of distributed energy nodes. In other words, the idea is to optimally allocate the generated and…
Throughput-optimal transmission scheduling in wireless networks has been a well considered problem in the literature, and the method for achieving optimality, MaxWeight scheduling, has been known for several decades. This algorithm achieves…
We investigate the problem of optimally observing a finite set of targets using a mobile agent over an infinite time horizon. The agent is tasked to move in a network-constrained structure to gather information so as to minimize the…
We study the stochastic multi-armed bandit (MAB) problem where an underlying network structure enables side-observations across related actions. We use a bipartite graph to link actions to a set of unknowns, such that selecting an action…