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Structural properties of optimal transmission policies over a randomly varying channel

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Title Structural properties of optimal transmission policies over a randomly varying channel
 
Creator AGARWAL, MUKUL
BORKAR, VIVEK S
KARANDIKAR, ABHAY
 
Subject computer networks
ketones
markov processes
stochastic programming
 
Description We consider the problem of transmitting packets over a randomly varying point to point channel with the objective of minimizing the expected power consumption subject to a constraint on the average packet delay. By casting it as a constrained Markov decision process in discrete time with time-averaged costs, we prove structural results about the dependence of the optimal policy on buffer occupancy, number of packet arrivals in the previous slot and the channel fading state for both i.i.d. and Markov arrivals and channel fading. The techniques we use to establish such results: convexity, stochastic dominance, decreasing-differences, are among the standard ones for the purpose. Our main contribution, however, is the passage to the average cost case, a notoriously difficult problem for which rather limited results are available. The novel proof techniques used here are likely to have utility in other stochastic control problems well beyond their immediate application considered here.
 
Publisher IEEE
 
Date 2009-02-04T06:09:12Z
2011-11-25T16:35:51Z
2011-12-26T13:05:29Z
2011-12-27T05:52:31Z
2009-02-04T06:09:12Z
2011-11-25T16:35:51Z
2011-12-26T13:05:29Z
2011-12-27T05:52:31Z
2008
 
Type Article
 
Identifier IEEE Transactions on Automatic Control 53 (6), 1476-1491
0018-9286
http://dx.doi.org/10.1109/TAC.2008.925856
http://hdl.handle.net/10054/604
http://dspace.library.iitb.ac.in/xmlui/handle/10054/604
 
Language en