We consider the problem of learning the optimal threshold policy for control problems. Threshold policies make control decisions by evaluating whether an element of the system state exceeds a certain threshold, whose value is determined by other elements of the system state. By leveraging the monotone property of threshold policies, we prove that their policy gradients have a surprisingly simple expression. We use this simple expression to build an off-policy actor-critic algorithm for learning the optimal threshold policy. Simulation results show that our policy significantly outperforms other reinforcement learning algorithms due to its ability to exploit the monotone property. In addition, we show that the Whittle index, a powerful tool for restless multi-armed bandit problems, is equivalent to the optimal threshold policy for an alternative problem. This observation leads to a simple algorithm that finds the Whittle index by learning the optimal threshold policy in the alternative problem. Simulation results show that our algorithm learns the Whittle index much faster than several recent studies that learn the Whittle index through indirect means.36th Conference on Neural Information Processing Systems (NeurIPS 2022).
This paper introduces a new theoretical framework for optimizing second-order behaviors of wireless networks. Unlike existing techniques for network utility maximization, which only considers first-order statistics, this framework models every random process by its mean and temporal variance. The inclusion of temporal variance makes this framework well-suited for modeling stateful fading wireless channels and emerging network performance metrics such as age-of-information (AoI). Using this framework, we sharply characterize the secondorder capacity region of wireless access networks. We also propose a simple scheduling policy and prove that it can achieve every interior point in the second-order capacity region. To demonstrate the utility of this framework, we apply it for an important open problem: the optimization of AoI over Gilbert-Elliott channels. We show that this framework provides a very accurate characterization of AoI. Moreover, it leads to a tractable scheduling policy that outperforms other existing work.
This paper introduces a new theoretical framework for optimizing second-order behaviors of wireless networks. Unlike existing techniques for network utility maximization, which only consider first-order statistics, this framework models every random process by its mean and temporal variance. The inclusion of temporal variance makes this framework well-suited for modeling Markovian fading wireless channels and emerging network performance metrics such as age-of-information (AoI) and timely-throughput. Using this framework, we sharply characterize the second-order capacity region of wireless access networks. We also propose a simple scheduling policy and prove that it can achieve every interior point in the second-order capacity region. To demonstrate the utility of this framework, we apply it to an unsolved network optimization problem where some clients wish to minimize AoI while others wish to maximize timely-throughput. We show that this framework accurately characterizes AoI and timely-throughput. Moreover, it leads to a tractable scheduling policy that outperforms other existing work.
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