19,390 research outputs found
Stochastic Online Shortest Path Routing: The Value of Feedback
This paper studies online shortest path routing over multi-hop networks. Link
costs or delays are time-varying and modeled by independent and identically
distributed random processes, whose parameters are initially unknown. The
parameters, and hence the optimal path, can only be estimated by routing
packets through the network and observing the realized delays. Our aim is to
find a routing policy that minimizes the regret (the cumulative difference of
expected delay) between the path chosen by the policy and the unknown optimal
path. We formulate the problem as a combinatorial bandit optimization problem
and consider several scenarios that differ in where routing decisions are made
and in the information available when making the decisions. For each scenario,
we derive a tight asymptotic lower bound on the regret that has to be satisfied
by any online routing policy. These bounds help us to understand the
performance improvements we can expect when (i) taking routing decisions at
each hop rather than at the source only, and (ii) observing per-link delays
rather than end-to-end path delays. In particular, we show that (i) is of no
use while (ii) can have a spectacular impact. Three algorithms, with a
trade-off between computational complexity and performance, are proposed. The
regret upper bounds of these algorithms improve over those of the existing
algorithms, and they significantly outperform state-of-the-art algorithms in
numerical experiments.Comment: 18 page
Location-Quality-aware Policy Optimisation for Relay Selection in Mobile Networks
Relaying can improve the coverage and performance of wireless access
networks. In presence of a localisation system at the mobile nodes, the use of
such location estimates for relay node selection can be advantageous as such
information can be collected by access points in linear effort with respect to
number of mobile nodes (while the number of links grows quadratically).
However, the localisation error and the chosen update rate of location
information in conjunction with the mobility model affect the performance of
such location-based relay schemes; these parameters also need to be taken into
account in the design of optimal policies. This paper develops a Markov model
that can capture the joint impact of localisation errors and inaccuracies of
location information due to forwarding delays and mobility; the Markov model is
used to develop algorithms to determine optimal location-based relay policies
that take the aforementioned factors into account. The model is subsequently
used to analyse the impact of deployment parameter choices on the performance
of location-based relaying in WLAN scenarios with free-space propagation
conditions and in an measurement-based indoor office scenario.Comment: Accepted for publication in ACM/Springer Wireless Network
Delay Optimal Event Detection on Ad Hoc Wireless Sensor Networks
We consider a small extent sensor network for event detection, in which nodes
take samples periodically and then contend over a {\em random access network}
to transmit their measurement packets to the fusion center. We consider two
procedures at the fusion center to process the measurements. The Bayesian
setting is assumed; i.e., the fusion center has a prior distribution on the
change time. In the first procedure, the decision algorithm at the fusion
center is \emph{network-oblivious} and makes a decision only when a complete
vector of measurements taken at a sampling instant is available. In the second
procedure, the decision algorithm at the fusion center is \emph{network-aware}
and processes measurements as they arrive, but in a time causal order. In this
case, the decision statistic depends on the network delays as well, whereas in
the network-oblivious case, the decision statistic does not depend on the
network delays. This yields a Bayesian change detection problem with a tradeoff
between the random network delay and the decision delay; a higher sampling rate
reduces the decision delay but increases the random access delay. Under
periodic sampling, in the network--oblivious case, the structure of the optimal
stopping rule is the same as that without the network, and the optimal change
detection delay decouples into the network delay and the optimal decision delay
without the network. In the network--aware case, the optimal stopping problem
is analysed as a partially observable Markov decision process, in which the
states of the queues and delays in the network need to be maintained. A
sufficient statistic for decision is found to be the network-state and the
posterior probability of change having occurred given the measurements received
and the state of the network. The optimal regimes are studied using simulation.Comment: To appear in ACM Transactions on Sensor Networks. A part of this work
was presented in IEEE SECON 2006, and Allerton 201
Dynamic Server Allocation over Time Varying Channels with Switchover Delay
We consider a dynamic server allocation problem over parallel queues with
randomly varying connectivity and server switchover delay between the queues.
At each time slot the server decides either to stay with the current queue or
switch to another queue based on the current connectivity and the queue length
information. Switchover delay occurs in many telecommunications applications
and is a new modeling component of this problem that has not been previously
addressed. We show that the simultaneous presence of randomly varying
connectivity and switchover delay changes the system stability region and the
structure of optimal policies. In the first part of the paper, we consider a
system of two parallel queues, and develop a novel approach to explicitly
characterize the stability region of the system using state-action frequencies
which are stationary solutions to a Markov Decision Process (MDP) formulation.
We then develop a frame-based dynamic control (FBDC) policy, based on the
state-action frequencies, and show that it is throughput-optimal asymptotically
in the frame length. The FBDC policy is applicable to a broad class of network
control systems and provides a new framework for developing throughput-optimal
network control policies using state-action frequencies. Furthermore, we
develop simple Myopic policies that provably achieve more than 90% of the
stability region. In the second part of the paper, we extend our results to
systems with an arbitrary but finite number of queues.Comment: 38 Pages, 18 figures. arXiv admin note: substantial text overlap with
arXiv:1008.234
A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information
Copyright q 2012 Hongli Dong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German
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