Stochastic Online Shortest Path Routing: The Value of Feedback.
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| Title: | Stochastic Online Shortest Path Routing: The Value of Feedback. |
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| Authors: | Talebi, Mohammad Sadegh1, Proutiere, Alexandre1, Johansson, Mikael1, Zou, Zhenhua2, Combes, Richard3 |
| Source: | IEEE Transactions on Automatic Control. Apr2018, Vol. 63 Issue 4, p915-930. 16p. |
| Subjects: | Stochastic analysis, Random operators, Matrix analytic methods, Combinatorial optimization, Routing (Computer network management) |
| Abstract: | This paper studies online shortest path routing over multihop networks. Link costs or delays are time varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters, and hence the optimal path, can only be estimated by routing packets through the network and observing the realized delays. Our aim is to find a routing policy that minimizes the regret (the cumulative difference of expected delay) between the path chosen by the policy and the unknown optimal path. We formulate the problem as a combinatorial bandit optimization problem and consider several scenarios that differ in where routing decisions are made and in the information available when making the decisions. For each scenario, we derive a tight asymptotic lower bound on the regret that has to be satisfied by any online routing policy. Three algorithms, with a tradeoff between computational complexity and performance, are proposed. The regret upper bounds of these algorithms improve over those of the existing algorithms. We also assess numerically the performance of the proposed algorithms and compare it to that of existing algorithms. [ABSTRACT FROM PUBLISHER] |
| Copyright of IEEE Transactions on Automatic Control is the property of IEEE and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
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| Items | – Name: Title Label: Title Group: Ti Data: Stochastic Online Shortest Path Routing: The Value of Feedback. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Talebi%2C+Mohammad+Sadegh%22">Talebi, Mohammad Sadegh</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Proutiere%2C+Alexandre%22">Proutiere, Alexandre</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Johansson%2C+Mikael%22">Johansson, Mikael</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Zou%2C+Zhenhua%22">Zou, Zhenhua</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Combes%2C+Richard%22">Combes, Richard</searchLink><relatesTo>3</relatesTo> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22IEEE+Transactions+on+Automatic+Control%22">IEEE Transactions on Automatic Control</searchLink>. Apr2018, Vol. 63 Issue 4, p915-930. 16p. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Stochastic+analysis%22">Stochastic analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Random+operators%22">Random operators</searchLink><br /><searchLink fieldCode="DE" term="%22Matrix+analytic+methods%22">Matrix analytic methods</searchLink><br /><searchLink fieldCode="DE" term="%22Combinatorial+optimization%22">Combinatorial optimization</searchLink><br /><searchLink fieldCode="DE" term="%22Routing+%28Computer+network+management%29%22">Routing (Computer network management)</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: This paper studies online shortest path routing over multihop networks. Link costs or delays are time varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters, and hence the optimal path, can only be estimated by routing packets through the network and observing the realized delays. Our aim is to find a routing policy that minimizes the regret (the cumulative difference of expected delay) between the path chosen by the policy and the unknown optimal path. We formulate the problem as a combinatorial bandit optimization problem and consider several scenarios that differ in where routing decisions are made and in the information available when making the decisions. For each scenario, we derive a tight asymptotic lower bound on the regret that has to be satisfied by any online routing policy. Three algorithms, with a tradeoff between computational complexity and performance, are proposed. The regret upper bounds of these algorithms improve over those of the existing algorithms. We also assess numerically the performance of the proposed algorithms and compare it to that of existing algorithms. [ABSTRACT FROM PUBLISHER] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of IEEE Transactions on Automatic Control is the property of IEEE and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1109/TAC.2017.2747409 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 16 StartPage: 915 Subjects: – SubjectFull: Stochastic analysis Type: general – SubjectFull: Random operators Type: general – SubjectFull: Matrix analytic methods Type: general – SubjectFull: Combinatorial optimization Type: general – SubjectFull: Routing (Computer network management) Type: general Titles: – TitleFull: Stochastic Online Shortest Path Routing: The Value of Feedback. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Talebi, Mohammad Sadegh – PersonEntity: Name: NameFull: Proutiere, Alexandre – PersonEntity: Name: NameFull: Johansson, Mikael – PersonEntity: Name: NameFull: Zou, Zhenhua – PersonEntity: Name: NameFull: Combes, Richard IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 04 Text: Apr2018 Type: published Y: 2018 Identifiers: – Type: issn-print Value: 00189286 Numbering: – Type: volume Value: 63 – Type: issue Value: 4 Titles: – TitleFull: IEEE Transactions on Automatic Control Type: main |
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