2013 · 22 citations · 17 references
Mathematical ProgrammingSpectrum Bandit OptimizationEngineeringMachine LearningStochastic OptimizationExploration V ExploitationOptimization ProblemGame TheoryConflict GraphOnline AlgorithmBusinessComputer ScienceOptimal AllocationNetwork OptimizationSignal ProcessingChannel AllocationCombinatorial OptimizationOperations Research
We consider the problem of allocating radio channels to links in a wireless network. Links interact through interference, modelled as a conflict graph (i.e., two interfering links cannot be simultaneously active on the same channel). We aim at identifying the channel allocation maximizing the total network throughput over a finite time horizon. Should we know the average radio conditions on each channel and on each link, an optimal allocation would be obtained by solving an Integer Linear Program (ILP). When radio conditions are unknown a priori, we look for a sequential channel allocation policy that converges to the optimal allocation while minimizing on the way the throughput loss or regret due to the need for exploring suboptimal allocations. We formulate this problem as a generic linear bandit problem, and analyze it in a stochastic setting where radio conditions are driven by a i.i.d. stochastic process, and in an adversarial setting where radio conditions can evolve arbitrarily. We provide, in both settings, algorithms whose regret upper bounds outperform those of existing algorithms.
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Finite-time Analysis of the Multiarmed Bandit Problem
Peter Auer, Nicolò Cesa‐Bianchi, Paul Fischer · Machine Learning · 2002 · 5.7K citations
The Nonstochastic Multiarmed Bandit Problem
Peter Auer, Nicolò Cesa‐Bianchi, Yoav Freund et al. · SIAM Journal on Computing · 2002 · 2.2K citations
J. W. Moon, Leo Moser · Israel Journal of Mathematics · 1965 · 845 citations
Graph Theory, Algebraic Graph Theory, Structural Graph Theory +4