We consider the channel access problem under imperfect sensing of channel
state in a multi-channel opportunistic communication system, where the state of
each channel evolves as an independent and identically distributed Markov
process. The considered problem can be cast into a restless multi-armed bandit
(RMAB) problem that is of fundamental importance in decision theory. It is
well-known that solving the RMAB problem is PSPACE-hard, with the optimal
policy usually intractable due to the exponential computation complexity. A
natural alternative is to consider the easily implementable myopic policy that
maximizes the immediate reward but ignores the impact of the current strategy
on the future reward. In this paper, we perform an analytical study on the
optimality of the myopic policy under imperfect sensing for the considered RMAB
problem. Specifically, for a family of generic and practically important
utility functions, we establish the closed-form conditions under which the
myopic policy is guaranteed to be optimal even under imperfect sensing. Despite
our focus on the opportunistic channel access, the obtained results are generic
in nature and are widely applicable in a wide range of engineering domains.Comment: 21 pages regular pape