‘Codes are not enough…’: a report of ongoing research

We consider the problem of rate allocation in a fading Gaussian multiple-access channel (MAC) with fixed transmission powers. Our goal is to maximize a general concave utility function of transmission rates over the throughput capacity region. In contrast to earlier works in this context that propose solutions where a potentially complex optimization problem must be solved in every decision instant, we propose a low-complexity approximate rate allocation policy and analyze the effect of temporal channel variations on its utility performance. To the best of our knowledge, this is the first work that studies the tracking capabilities of an approximate rate allocation scheme under fading channel conditions. We build on an earlier work to present a new rate allocation policy for a fading MAC that implements a low-complexity approximate gradient projection iteration for each channel measurement, and explicitly characterize the effect of the speed of temporal channel variations on the tracking neighborhood of our policy. We further improve our results by proposing an alternative rate allocation policy for which tighter bounds on the size of the tracking neighborhood are derived. These proposed rate allocation policies are computationally efficient in our setting since they implement a single gradient projection iteration per channel measurement and each such iteration relies on approximate projections which has polynomial-complexity in the number of users.Comment: 9 pages, In proc. of ITA 200

On the Performance Bounds of some Policy Search Dynamic Programming Algorithms

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI) scheme via an -approximate greedy operator (Kakade and Langford, 2002; Lazaric et al., 2010). We describe existing and a few new performance bounds for Direct Policy Iteration (DPI) (Lagoudakis and Parr, 2003; Fern et al., 2006; Lazaric et al., 2010) and Conservative Policy Iteration (CPI) (Kakade and Langford, 2002). By paying a particular attention to the concentrability constants involved in such guarantees, we notably argue that the guarantee of CPI is much better than that of DPI, but this comes at the cost of a relative--exponential in $\frac{1}{\epsilon}$-- increase of time complexity. We then describe an algorithm, Non-Stationary Direct Policy Iteration (NSDPI), that can either be seen as 1) a variation of Policy Search by Dynamic Programming by Bagnell et al. (2003) to the infinite horizon situation or 2) a simplified version of the Non-Stationary PI with growing period of Scherrer and Lesner (2012). We provide an analysis of this algorithm, that shows in particular that it enjoys the best of both worlds: its performance guarantee is similar to that of CPI, but within a time complexity similar to that of DPI

On the Complexity of Value Iteration

Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal n-step payoff by iterating n times a recurrence equation which is naturally associated to the MDP. At the same time, value iteration provides a policy for the MDP that is optimal on a given finite horizon n. In this paper, we settle the computational complexity of value iteration. We show that, given a horizon n in binary and an MDP, computing an optimal policy is EXPTIME-complete, thus resolving an open problem that goes back to the seminal 1987 paper on the complexity of MDPs by Papadimitriou and Tsitsiklis. To obtain this main result, we develop several stepping stones that yield results of an independent interest. For instance, we show that it is EXPTIME-complete to compute the n-fold iteration (with n in binary) of a function given by a straight-line program over the integers with max and + as operators. We also provide new complexity results for the bounded halting problem in linear-update counter machines