914 research outputs found
A Survey on Delay-Aware Resource Control for Wireless Systems --- Large Deviation Theory, Stochastic Lyapunov Drift and Distributed Stochastic Learning
In this tutorial paper, a comprehensive survey is given on several major
systematic approaches in dealing with delay-aware control problems, namely the
equivalent rate constraint approach, the Lyapunov stability drift approach and
the approximate Markov Decision Process (MDP) approach using stochastic
learning. These approaches essentially embrace most of the existing literature
regarding delay-aware resource control in wireless systems. They have their
relative pros and cons in terms of performance, complexity and implementation
issues. For each of the approaches, the problem setup, the general solution and
the design methodology are discussed. Applications of these approaches to
delay-aware resource allocation are illustrated with examples in single-hop
wireless networks. Furthermore, recent results regarding delay-aware multi-hop
routing designs in general multi-hop networks are elaborated. Finally, the
delay performance of the various approaches are compared through simulations
using an example of the uplink OFDMA systems.Comment: 58 pages, 8 figures; IEEE Transactions on Information Theory, 201
Validity of heavy traffic steady-state approximations in generalized Jackson Networks
We consider a single class open queueing network, also known as a generalized
Jackson network (GJN). A classical result in heavy-traffic theory asserts that
the sequence of normalized queue length processes of the GJN converge weakly to
a reflected Brownian motion (RBM) in the orthant, as the traffic intensity
approaches unity. However, barring simple instances, it is still not known
whether the stationary distribution of RBM provides a valid approximation for
the steady-state of the original network. In this paper we resolve this open
problem by proving that the re-scaled stationary distribution of the GJN
converges to the stationary distribution of the RBM, thus validating a
so-called ``interchange-of-limits'' for this class of networks. Our method of
proof involves a combination of Lyapunov function techniques, strong
approximations and tail probability bounds that yield tightness of the sequence
of stationary distributions of the GJN.Comment: Published at http://dx.doi.org/10.1214/105051605000000638 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Computing stationary probability distributions and large deviation rates for constrained random walks. The undecidability results
Our model is a constrained homogeneous random walk in a nonnegative orthant
Z_+^d. The convergence to stationarity for such a random walk can often be
checked by constructing a Lyapunov function. The same Lyapunov function can
also be used for computing approximately the stationary distribution of this
random walk, using methods developed by Meyn and Tweedie. In this paper we show
that, for this type of random walks, computing the stationary probability
exactly is an undecidable problem: no algorithm can exist to achieve this task.
We then prove that computing large deviation rates for this model is also an
undecidable problem. We extend these results to a certain type of queueing
systems. The implication of these results is that no useful formulas for
computing stationary probabilities and large deviations rates can exist in
these systems
Concave Switching in Single and Multihop Networks
Switched queueing networks model wireless networks, input queued switches and
numerous other networked communications systems. For single-hop networks, we
consider a {()-switch policy} which combines the MaxWeight policies
with bandwidth sharing networks -- a further well studied model of Internet
congestion. We prove the maximum stability property for this class of
randomized policies. Thus these policies have the same first order behavior as
the MaxWeight policies. However, for multihop networks some of these
generalized polices address a number of critical weakness of the
MaxWeight/BackPressure policies.
For multihop networks with fixed routing, we consider the Proportional
Scheduler (or (1,log)-policy). In this setting, the BackPressure policy is
maximum stable, but must maintain a queue for every route-destination, which
typically grows rapidly with a network's size. However, this proportionally
fair policy only needs to maintain a queue for each outgoing link, which is
typically bounded in number. As is common with Internet routing, by maintaining
per-link queueing each node only needs to know the next hop for each packet and
not its entire route. Further, in contrast to BackPressure, the Proportional
Scheduler does not compare downstream queue lengths to determine weights, only
local link information is required. This leads to greater potential for
decomposed implementations of the policy. Through a reduction argument and an
entropy argument, we demonstrate that, whilst maintaining substantially less
queueing overhead, the Proportional Scheduler achieves maximum throughput
stability.Comment: 28 page
Scheduling with Rate Adaptation under Incomplete Knowledge of Channel/Estimator Statistics
In time-varying wireless networks, the states of the communication channels
are subject to random variations, and hence need to be estimated for efficient
rate adaptation and scheduling. The estimation mechanism possesses inaccuracies
that need to be tackled in a probabilistic framework. In this work, we study
scheduling with rate adaptation in single-hop queueing networks under two
levels of channel uncertainty: when the channel estimates are inaccurate but
complete knowledge of the channel/estimator joint statistics is available at
the scheduler; and when the knowledge of the joint statistics is incomplete. In
the former case, we characterize the network stability region and show that a
maximum-weight type scheduling policy is throughput-optimal. In the latter
case, we propose a joint channel statistics learning - scheduling policy. With
an associated trade-off in average packet delay and convergence time, the
proposed policy has a stability region arbitrarily close to the stability
region of the network under full knowledge of channel/estimator joint
statistics.Comment: 48th Allerton Conference on Communication, Control, and Computing,
Monticello, IL, Sept. 201
The Power of Online Learning in Stochastic Network Optimization
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, and , 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: and achieve the
near-optimal utility-delay tradeoff
and possesses an convergence time.
and 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
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, and , 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: and achieve the
near-optimal utility-delay tradeoff
and possesses an convergence time.
and 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
Nonlinear Markov Processes in Big Networks
Big networks express various large-scale networks in many practical areas
such as computer networks, internet of things, cloud computation, manufacturing
systems, transportation networks, and healthcare systems. This paper analyzes
such big networks, and applies the mean-field theory and the nonlinear Markov
processes to set up a broad class of nonlinear continuous-time block-structured
Markov processes, which can be applied to deal with many practical stochastic
systems. Firstly, a nonlinear Markov process is derived from a large number of
interacting big networks with symmetric interactions, each of which is
described as a continuous-time block-structured Markov process. Secondly, some
effective algorithms are given for computing the fixed points of the nonlinear
Markov process by means of the UL-type RG-factorization. Finally, the Birkhoff
center, the Lyapunov functions and the relative entropy are used to analyze
stability or metastability of the big network, and several interesting open
problems are proposed with detailed interpretation. We believe that the results
given in this paper can be useful and effective in the study of big networks.Comment: 28 pages in Special Matrices; 201
Stability of multi-dimensional birth-and-death processes with state-dependent 0-homogeneous jumps
We study the positive recurrence of multi-dimensional birth-and-death
processes describing the evolution of a large class of stochastic systems, a
typical example being the randomly varying number of flow-level transfers in a
telecommunication wire-line or wireless network.
We first provide a generic method to construct a Lyapunov function when the
drift can be extended to a smooth function on , using an
associated deterministic dynamical system. This approach gives an elementary
proof of ergodicity without needing to establish the convergence of the scaled
version of the process towards a fluid limit and then proving that the
stability of the fluid limit implies the stability of the process. We also
provide a counterpart result proving instability conditions.
We then show how discontinuous drifts change the nature of the stability
conditions and we provide generic sufficient stability conditions having a
simple geometric interpretation. These conditions turn out to be necessary
(outside a negligible set of the parameter space) for piece-wise constant
drifts in dimension 2.Comment: 18 pages, 4 figure
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