報告題目:基于無休多臂機的機會訪問:可行性和因子策略
報告人:王克浩副教授
單位:武漢理工大學(xué)信息工程學(xué)院
報告時間:2018年8月17日(周五)上午10:15
報告地點:翡翠科教樓A座106
報告人簡介:王克浩于2003、2006年于武漢理工大學(xué)大學(xué)獲得學(xué)士和碩士學(xué)位,2012年于巴黎十一大和武漢理工大學(xué)獲得博士學(xué)位。2013年香港理工大學(xué)博士后。2013年進入武漢理工大學(xué)信息工程學(xué)院,任副教授,博士生導(dǎo)師。自2015年11月起,一直在麻省理工學(xué)院從事訪問合作研究。主持國家自然科學(xué)基金、湖北省自然科學(xué)基金、博士后資助、晨光計劃等多項。發(fā)表論文30多篇。
報告摘要:We revisit the opportunistic scheduling problem in which a serveropportunistically serves multiple classes of users under time-varying multi-state Markovian channels. The aim of the server is to find an optimal policy minimizing the average waiting cost of those users. Mathematically, the problem can be recast to a restless multiarmed bandit one, and a pivot to solve restless bandit by the Whittle index approach is to establish indexability. Despite the theoretical and practical importance of the Whittle index policy, the indexability is still open for opportunistic scheduling in the heterogeneous multi-state channel case. To fill this gap, we mathematically identify a set of sufficient conditions on a channel state transition matrix under which the indexability is guaranteed and consequently, the Whittle index policy is feasible. Further, we obtain the closed-form Whittle index by exploiting the structural property of the channel state transition matrix. For a generic channel state transition matrix, we propose an eigenvalue-arithmetic-mean scheme to obtain the corresponding approximate matrix which satisfies the sufficient conditions, and consequently, can get an approximate Whittle index.Our work constitutes a small step toward solving the opportunistic scheduling problem in its generic form involving multi-state Markovian channels and multi-class users.