arXiv subjects

Michael J. Neely

Publications and source records attributed to Michael J. Neely.

83 records · Page 5Linked to original sources

arXiv2010

Exploiting Channel Memory for Multi-User Wireless Scheduling without Channel Measurement: Capacity Regions and Algorithms

We study the fundamental network capacity of a multi-user wireless downlink under two assumptions: (1) Channels are not explicitly measured and thus instantaneous states are unknown, (2) Channels are modeled as ON/OFF Markov chains. This is an important network model to explore because channel probing may be costly or infeasible in some contexts. In this case, we can use channel memory with ACK/NACK feedback from previous transmissions to improve network throughput. Computing in closed form the capacity region of this network is difficult because it involves solving a high dimension partially observed Markov decision problem. Instead, in this paper we construct an inner and outer bound on the capacity region, showing that the bound is tight when the number of users is large and the traffic is symmetric. For the case of heterogeneous traffic and any number of users, we propose a simple queue-dependent policy that can stabilize the network with any data rates strictly within the inner capacity bound. The stability analysis uses a novel frame-based Lyapunov drift argument. The outer-bound analysis uses stochastic coupling and state aggregation to bound the performance of a restless bandit problem using a related multi-armed bandit system. Our results are useful in cognitive radio networks, opportunistic scheduling with delayed/uncertain channel state information, and restless bandit problems.

cs.IT↗

arXiv2010

Dynamic Product Assembly and Inventory Control for Maximum Profit

We consider a manufacturing plant that purchases raw materials for product assembly and then sells the final products to customers. There are M types of raw materials and K types of products, and each product uses a certain subset of raw materials for assembly. The plant operates in slotted time, and every slot it makes decisions about re-stocking materials and pricing the existing products in reaction to (possibly time-varying) material costs and consumer demands. We develop a dynamic purchasing and pricing policy that yields time average profit within epsilon of optimality, for any given epsilon>0, with a worst case storage buffer requirement that is O(1/epsilon). The policy can be implemented easily for large M, K, yields fast convergence times, and is robust to non-ergodic system dynamics.

math.OC↗

arXiv2010

Stability and Capacity Regions or Discrete Time Queueing Networks

We consider stability and network capacity in discrete time queueing systems. Relationships between four common notions of stability are described. Specifically, we consider rate stability, mean rate stability, steady state stability, and strong stability. We then consider networks of queues with random events and control actions that can be implemented over time to affect arrivals and service at the queues. The control actions also generate a vector of additional network attributes. We characterize the network capacity region, being the closure of the set of all rate vectors that can be supported subject to network stability and to additional time average attribute constraints. We show that (under mild technical assumptions) the capacity region is the same under all four stability definitions. Our capacity achievability proof uses the drift-plus-penalty method of Lyapunov optimization, and provides full details for the case when network states obey a decaying memory property, which holds for finite state ergodic systems and more general systems.

cs.NI↗

arXiv2010

Universal Scheduling for Networks with Arbitrary Traffic, Channels, and Mobility

We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and there are no probabilistic assumptions describing these time varying events. Performance of our scheduling algorithm is compared against an ideal T-slot lookahead policy that can make optimal decisions based on knowledge up to T-slots into the future. We develop a simple non-anticipating algorithm that provides network throughput-utility that is arbitrarily close to (or better than) that of the T-slot lookahead policy, with a tradeoff in the worst case queue backlog kept at any queue. The same policy offers even stronger performance, closely matching that of an ideal infinite lookahead policy, when ergodic assumptions are imposed. Our analysis uses a sample path version of Lyapunov drift and provides a methodology for optimizing time averages in general time-varying optimization problems.

math.OC↗

arXiv2009

Delay-Limited Cooperative Communication with Reliability Constraints in Wireless Networks

We investigate optimal resource allocation for delay-limited cooperative communication in time varying wireless networks. Motivated by real-time applications that have stringent delay constraints, we develop a dynamic cooperation strategy that makes optimal use of network resources to achieve a target outage probability (reliability) for each user subject to average power constraints. Using the technique of Lyapunov optimization, we first present a general framework to solve this problem and then derive quasi-closed form solutions for several cooperative protocols proposed in the literature. Unlike earlier works, our scheme does not require prior knowledge of the statistical description of the packet arrival, channel state and node mobility processes and can be implemented in an online fashion.

cs.IT↗

arXiv2009

Stock Market Trading Via Stochastic Network Optimization

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that prices evolve according to an ergodic process with a mild decaying memory property, and assuming constraints on the total number of shares that can be bought and sold at any time, we develop a trading policy that comes arbitrarily close to achieving the profit of an ideal policy that has perfect knowledge of future events. Proximity to the optimal profit comes with a corresponding tradeoff in the maximum required stock level and in the timescales associated with convergence. We then consider arbitrary (possibly non-ergodic) price processes, and show that the same algorithm comes close to the profit of a frame based policy that can look a fixed number of slots into the future. Our analysis uses techniques of Lyapunov Optimization that we originally developed for stochastic network optimization problems.

q-fin.PM↗

arXiv2009

MIMO Downlink Scheduling with Non-Perfect Channel State Knowledge

Downlink scheduling schemes are well-known and widely investigated under the assumption that the channel state is perfectly known to the scheduler. In the multiuser MIMO (broadcast) case, downlink scheduling in the presence of non-perfect channel state information (CSI) is only scantly treated. In this paper we provide a general framework that addresses the problem systematically. Also, we illuminate the key role played by the channel state prediction error: our scheme treats in a fundamentally different way users with small channel prediction error ("predictable" users) and users with large channel prediction error ("non-predictable" users), and can be interpreted as a near-optimal opportunistic time-sharing strategy between MIMO downlink beamforming to predictable users and space-time coding to nonpredictable users. Our results, based on a realistic MIMO channel model used in 3GPP standardization, show that the proposed algorithms can significantly outperform a conventional "mismatched" scheduling scheme that treats the available CSI as if it was perfect.

cs.IT↗

arXiv2009

Delay Reduction via Lagrange Multipliers in Stochastic Network Optimization

In this paper, we consider the problem of reducing network delay in stochastic network utility optimization problems. We start by studying the recently proposed quadratic Lyapunov function based algorithms (QLA). We show that for every stochastic problem, there is a corresponding \emph{deterministic} problem, whose dual optimal solution "exponentially attracts" the network backlog process under QLA. In particular, the probability that the backlog vector under QLA deviates from the attractor is exponentially decreasing in their Euclidean distance. This not only helps to explain how QLA achieves the desired performance but also suggests that one can roughly "subtract out" a Lagrange multiplier from the system induced by QLA. We thus develop a family of \emph{Fast Quadratic Lyapunov based Algorithms} (FQLA) that achieve an $[O(1/V), O(\log^2(V))]$ performance-delay tradeoff for problems with a discrete set of action options, and achieve a square-root tradeoff for continuous problems. This is similar to the optimal performance-delay tradeoffs achieved in prior work by Neely (2007) via drift-steering methods, and shows that QLA algorithms can also be used to approach such performance. These results highlight the "network gravity" role of Lagrange Multipliers in network scheduling. This role can be viewed as the counterpart of the "shadow price" role of Lagrange Multipliers in flow regulation for classic flow-based network problems.

math.OC↗

arXiv2009

Max Weight Learning Algorithms with Application to Scheduling in Unknown Environments

We consider a discrete time stochastic queueing system where a controller makes a 2-stage decision every slot. The decision at the first stage reveals a hidden source of randomness with a control-dependent (but unknown) probability distribution. The decision at the second stage incurs a penalty vector that depends on this revealed randomness. The goal is to stabilize all queues and minimize a convex function of the time average penalty vector subject to an additional set of time average penalty constraints. This setting fits a wide class of stochastic optimization problems. This includes problems of opportunistic scheduling in wireless networks, where a 2-stage decision about channel measurement and packet transmission must be made every slot without knowledge of the underlying transmission success probabilities. We develop a simple max-weight algorithm that learns efficient behavior by averaging functionals of previous outcomes. The algorithm yields performance that can be pushed arbitrarily close to optimal, with a tradeoff in convergence time and delay.

math.OC↗

arXiv2008

Delay Analysis for Max Weight Opportunistic Scheduling in Wireless Systems

We consider the delay properties of max-weight opportunistic scheduling in a multi-user ON/OFF wireless system, such as a multi-user downlink or uplink. It is well known that max-weight scheduling stabilizes the network (and hence yields maximum throughput) whenever input rates are inside the network capacity region. We show that when arrival and channel processes are independent, average delay of the max-weight policy is order-optimal, in the sense that it does not grow with the number of network links. While recent queue-grouping algorithms are known to also yield order-optimal delay, this is the first such result for the simpler class of max-weight policies. We then consider multi-rate transmission models and show that average delay in this case typically does increase with the network size due to queues containing a small number of "residual" packets.

math.OC↗

arXiv2008

Dynamic Data Compression with Distortion Constraints for Wireless Transmission over a Fading Channel

We consider a wireless node that randomly receives data from different sensor units. The arriving data must be compressed, stored, and transmitted over a wireless link, where both the compression and transmission operations consume power. Specifically, the controller must choose from one of multiple compression options every timeslot. Each option requires a different amount of power and has different compression ratio properties. Further, the wireless link has potentially time-varying channels, and transmission rates depend on current channel states and transmission power allocations. We design a dynamic algorithm for joint compression and transmission, and prove that it comes arbitrarily close to minimizing average power expenditure, with an explicit tradeoff in average delay. Our approach uses stochastic network optimization together with a concept of place holder bits to provide efficient energy-delay performance. The algorithm is simple to implement and does not require knowledge of probability distributions for packet arrivals or channel states. Extensions that treat distortion constraints are also considered.

math.OC↗