NDLI: Online fractional programming for Markov decision systems

Content Provider	IEEE Xplore Digital Library
Author	Neely, M.J.
Copyright Year	2011
Description	Author affiliation: Electrical Engineering department at the University of Southern California, Los Angeles, CA (Neely, M.J.)
Abstract	We consider a system with K states which operates over frames with different lengths. Every frame, the controller observes a new random event and then chooses a control action based on this observation. The current state, random event, and control action together affect: (i) the frame size, (ii) a vector of penalties incurred over the frame, and (iii) the transition probabilities to the next state visited at the end of the frame. The goal is to minimize the time average of one penalty subject to time average constraints on the others. This problem has applications to task scheduling in computer systems and wireless networks, where each task can take a different amount of time and may change the state of the network. An example is energy-optimal scheduling in a system with several energy-saving transmission modes, where transitions to a different mode incur energy and/or delay penalties. We pose the problem as a stochastic linear fractional program and present an online Lyapunov drift method for solving it. For large classes of problems, the solution can be implemented without any knowledge of the random event probabilities.
Starting Page	353
Ending Page	360
File Size	840518
Page Count	8
File Format	PDF
ISBN	9781457718175
e-ISBN	9781457718182
DOI	10.1109/Allerton.2011.6120189
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-09-28
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Processor scheduling computer networks Markov processes Approximation algorithms wireless networks Dynamic scheduling energy savings Vectors Probability distribution Approximation methods stochastic control Optimization
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Loss bounds for uncertain transition probabilities in Markov decision processes

Stochastic optimization of controlled partially observable Markov decision processes

Genetic algorithms and neuro-dynamic programming: application to water supply networks

An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes

Asynchronous scheduling for energy optimality in systems with multiple servers

Parameterized penalties in the dual representation of Markov decision processes

Optimal control in Markov decision processes via distributed optimization

Risk-constrained Markov decision processes

Energy efficient scheduling in multi-access wireless sensor networks: A stochastic dynamic programming method

Online fractional programming for Markov decision systems

Similar Documents

Loss bounds for uncertain transition probabilities in Markov decision processes

Stochastic optimization of controlled partially observable Markov decision processes

Genetic algorithms and neuro-dynamic programming: application to water supply networks

An Approximate Stochastic Annealing algorithm for finite horizon Markov decision processes

Asynchronous scheduling for energy optimality in systems with multiple servers

Parameterized penalties in the dual representation of Markov decision processes

Optimal control in Markov decision processes via distributed optimization

Risk-constrained Markov decision processes

Energy efficient scheduling in multi-access wireless sensor networks: A stochastic dynamic programming method

Online fractional programming for Markov decision systems