1,988 research outputs found

    The Power of Online Learning in Stochastic Network Optimization

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    In this paper, we investigate the power of online learning in stochastic network optimization with unknown system statistics {\it a priori}. We are interested in understanding how information and learning can be efficiently incorporated into system control techniques, and what are the fundamental benefits of doing so. We propose two \emph{Online Learning-Aided Control} techniques, OLAC\mathtt{OLAC} and OLAC2\mathtt{OLAC2}, that explicitly utilize the past system information in current system control via a learning procedure called \emph{dual learning}. We prove strong performance guarantees of the proposed algorithms: OLAC\mathtt{OLAC} and OLAC2\mathtt{OLAC2} achieve the near-optimal [O(ϵ),O([log(1/ϵ)]2)][O(\epsilon), O([\log(1/\epsilon)]^2)] utility-delay tradeoff and OLAC2\mathtt{OLAC2} possesses an O(ϵ2/3)O(\epsilon^{-2/3}) convergence time. OLAC\mathtt{OLAC} and OLAC2\mathtt{OLAC2} are probably the first algorithms that simultaneously possess explicit near-optimal delay guarantee and sub-linear convergence time. Simulation results also confirm the superior performance of the proposed algorithms in practice. To the best of our knowledge, our attempt is the first to explicitly incorporate online learning into stochastic network optimization and to demonstrate its power in both theory and practice

    The Power of Online Learning in Stochastic Network Optimization

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    In this paper, we investigate the power of online learning in stochastic network optimization with unknown system statistics {\it a priori}. We are interested in understanding how information and learning can be efficiently incorporated into system control techniques, and what are the fundamental benefits of doing so. We propose two \emph{Online Learning-Aided Control} techniques, OLAC\mathtt{OLAC} and OLAC2\mathtt{OLAC2}, that explicitly utilize the past system information in current system control via a learning procedure called \emph{dual learning}. We prove strong performance guarantees of the proposed algorithms: OLAC\mathtt{OLAC} and OLAC2\mathtt{OLAC2} achieve the near-optimal [O(ϵ),O([log(1/ϵ)]2)][O(\epsilon), O([\log(1/\epsilon)]^2)] utility-delay tradeoff and OLAC2\mathtt{OLAC2} possesses an O(ϵ2/3)O(\epsilon^{-2/3}) convergence time. OLAC\mathtt{OLAC} and OLAC2\mathtt{OLAC2} are probably the first algorithms that simultaneously possess explicit near-optimal delay guarantee and sub-linear convergence time. Simulation results also confirm the superior performance of the proposed algorithms in practice. To the best of our knowledge, our attempt is the first to explicitly incorporate online learning into stochastic network optimization and to demonstrate its power in both theory and practice

    Equilibrium bandwidth and buffer allocations for elastic traffics

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    Consider a set of users sharing a network node under an allocation scheme that provides each user with a fixed minimum and a random extra amount of bandwidth and buffer. Allocations and prices are adjusted to adapt to resource availability and user demands. Equilibrium is achieved when all users optimize their utility and demand equals supply for nonfree resources. We analyze two models of user behavior. We show that at equilibrium expected return on purchasing variable resources can be higher than that on fixed resources. Thus users must balance the marginal increase in utility due to higher return on variable resources and the marginal decrease in utility due to their variability. For the first user model we further show that at equilibrium where such tradeoff is optimized all users hold strictly positive amounts of variable bandwidth and buffer. For the second model we show that if both variable bandwidth and buffer are scarce then at equilibrium every user either holds both variable resources or none
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