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Multi-channel opportunistic access : a restless multi-armed bandit perspective

Abstract : In the thesis, we address the fundamental problem of opportunistic spectrum access in a multi-channel communication system. Specifically, we consider a communication system in which a user has access to multiple channels, but is limited to sensing and transmitting only on one at a given time. We explore how the smart user should exploit past observations and the knowledge of the stochastic properties of these channels to maximize its transmission rate by switching channels opportunistically. Formally, we provide a generic analysis on the opportunistic spectrum access problem by casting the problem into the restless multi-armed bandit (RMAB) problem, one of the most well-known generalizations of the classic multi-armed bandit (MAB) problem, which is of fundamental importance in stochastic decision theory. Despite the significant research efforts in the field, the RMAB problem in its generic form still remains open. Until today, very little result is reported on the structure of the optimal policy. Obtaining the optimal policy for a general RMAB problem is often intractable due to the exponential computation complexity. Hence, a natural alternative is to seek a simple myopic policy maximizing the short-term reward. Therefore, we develop three axioms characterizing a family of functions which we refer to as regular functions, which are generic and practically important. We then establish the optimality of the myopic policy when the reward function can be expressed as a regular function and the discount factor is bounded by a closed-form threshold determined by the reward function. We also illustrate how the derived results, generic in nature, are applied to analyze a class of RMAB problems arising from multi-channel opportunistic access. Next, we further investigate the more challenging problem where the user has to decide the number of channels to sense in each slot in order to maximize its utility (e.g., throughput). After showing the exponential complexity of the problem, we develop a heuristic v-step look-ahead strategy. In the developed strategy, the parameter v allows to achieve a desired tradeoff between social efficiency and computation complexity. We demonstrate the benefits of the proposed strategy via numerical experiments on several typical settings.
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Submitted on : Tuesday, June 11, 2013 - 1:01:36 AM
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  • HAL Id : tel-00832569, version 1

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Kehao Wang. Multi-channel opportunistic access : a restless multi-armed bandit perspective. Other [cs.OH]. Université Paris Sud - Paris XI; Université de Wuhan (Chine), 2012. English. ⟨NNT : 2012PA112103⟩. ⟨tel-00832569⟩

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