In this article, we address the problem of long-term resource allocation for a 5G and beyond dense wireless network. Of particular interest within the considered framework are machine-type communications (MTCs). To establish an optimal operation for an energy-efficient MTC system, the power allocation policy should be designed by taking into consideration both channel and queue states of the devices. This problem formulation belongs to the category of complex stochastic optimization that can be recast as a Markov decision process (MDP) over high-dimensional state space. We circumvent the hurdle inherent to state space of a huge dimension by resorting to mean-field approximation on the MDP. More specifically, we demonstrate that the formulated MDP converges to a deterministic control problem provided that the number of devices approaches infinity. We develop a low-complexity power allocation scheme to efficiently solve the original high-dimensional state space stochastic optimization problem. Our proposed power allocation policy is drawn from the solution of the Hamilton-Jacobi-Bellman equation. It can be understood as a threshold-based policy and can be implemented in a decentralized manner that makes it very appealing for high scale networks. Finally, the simulations analyses are provided to establish the effectiveness of our proposed framework.

In this paper, we consider a queueing system with multiple channels (or servers) and multiple classes of users. We aim at allocating the available channels among the users in such a way to minimize the expected total average queue length of the system. This known scheduling problem falls in the framework of Restless Bandit Problems (RBP) for which an optimal solution is known to be out of reach for the general case. The contributions of this paper are as follows. We rely on the Lagrangian relaxation method to characterize the Whittle index values and to develop an index-based heuristic for the original scheduling problem. The main difficulty lies in the fact that, for some queue states, deriving the Whittle's index requires introducing a new approach which consists in introducing a new expected discounted cost function and deriving the Whittle's index values with respect to the discount parameter β. We then deduce the Whittle's indices for the original problem (i.e. with total average queue length minimization) by taking the limit β → 1. The numerical results provided in this paper show that this policy performs very well and is very close to the optimal solution for high number of users.

We consider the problem of long term power allocation in dense wireless networks. The framework considered in this paper is of interest for machine-type communications (MTC). In order to guarantee an optimal operation of the system while being as power efficient as possible, the allocation policy must take into account both the channel and queue states of the devices. This is a complex stochastic optimization problem, that can be cast as a Markov Decision Process (MDP) over a huge state space. In order to tackle this state space explosion, we perform a mean-field approximation on the MDP. Letting the number of devices grow to infinity the MDP converges to a deterministic control problem. By solving the Hamilton-Jacobi-Bellman Equation, we obtain a well-performing power allocation policy for the original stochastic problem, which turns out to be a threshold-based policy and can then be easily implemented in practice.

We investigate a pilot allocation problem in wireless networks over Markovian fading channels. In wireless systems, the channel state information (CSI) is collected at the base station, in particular, this paper considers a pilot-aided channel estimation method (TDD mode). Typically, there are less available pilots than users, hence at each slot the scheduler needs to decide an allocation of pilots to users with the goal of maximizing the long-term average throughput. There is an inherent tradeoff in how the limited pilots are used: assign a pilot to a user with up-to-date CSI and good channel condition for exploitation, or assign a pilot to a user with outdated CSI for exploration. As we show, the arising pilot allocation problem is a restless bandit problem and thus its optimal solution is out of reach. In this paper, we propose an approximation based on the Lagrangian relaxation method, which provides a low-complexity Whittle index policy. We prove this policy to be asymptotically optimal in the many users regime (when the number of users in the system and the available pilots for channel sensing grow large). We evaluate the performance of Whittle's index policy in various scenarios and illustrate its remarkably good performance for small number of users, where it is not guaranteed to be optimal.

We investigate a pilot allocation problem in wireless networks over Markovian fading channels. In wireless systems, the Channel State Information (CSI) is collected at the Base Station (BS) through either a feedback channel (FDD mode) or a pilot-aided channel estimation method (TDD mode). This paper focuses on the latter. Typically, there are less available pilots than users, hence at each slot the scheduler needs to decide an allocation of pilots to users with the goal of maximizing the long-term average throughput. A trade-off emerges between exploiting users with up-to-date CSI for immediate gains or, exploring users with outdated CSI for a potential larger future gain. As we show, the arising pilot allocation problem is a restless bandit problem and thus its optimal solution is out of reach. In this paper, we propose a Lagrangian relaxation approach to obtain a Whittle index policy, which represents a low-complexity heuristic solution with remarkably good performance.

We develop a unifying framework to obtain efficient index policies for restless multi-armed bandit problems with birth-and-death state evolution. This is a broad class of stochastic resource allocation problems whose objective is to determine efficient policies to share resources among competing projects. In a seminal work, Whittle developed a methodology to derive well-performing Whittle’s index policies that are obtained by solving a relaxed version of the original problem. Our first main contribution is the derivation of a closed-form expression for Whittle’s index as a function of the steady-state probabilities. In some particular cases, qualitative insights can be obtained from its expression; nevertheless, it requires several technical conditions to be verified. We, therefore, formulate a fluid version of the relaxed optimization problem, and in our second main contribution, we develop a fluid index policy. The latter does provide qualitative insights and it is equivalent to Whittle’s index policy in the light-traffic regime. The applicability of our approach is illustrated by two important problems: optimal class selection and optimal load balancing. Allowing state-dependent capacities, we can model important phenomena, e.g., power-aware server-farms and opportunistic scheduling in wireless systems. Whittle’s index and our fluid index policy show remarkably good performance in numerical simulations.

We develop a unifying framework to obtain efficient index policies for restless multi-armed bandit problems with birth-and-death state evolution. This is a broad class of stochastic resource allocation problems whose objective is to determine efficient policies to share resources among competing projects. In a seminal work, Whittle developed a methodology to derive well-performing (Whittle's) index policies that are obtained by solving a relaxed version of the original problem. Our first main contribution is the derivation of a closed-form expression for Whittle's index as a function of the steady-state probabilities. It can be efficiently calculated, however, it requires several technical conditions to be verified, and in addition, it does not provide qualitative insights into Whittle's index. We therefore formulate a fluid version of the relaxed optimization problem and in our second main contribution we develop a fluid index policy. The latter does provide qualitative insights and is close to Whittle's index. The applicability of our approach is illustrated by two important problems: optimal class selection and optimal load balancing. Allowing state-dependent capacities we can model important phenomena: e.g. power-aware server-farms and opportunistic scheduling in wireless systems. Numerical simulations show that Whittle's index and our fluid index policy are both nearly optimal.

We investigate a resource allocation problem in a multi-class server with convex holding costs and user impatience under the average cost criterion. In general, the optimal policy has a complex dependency on all the input parameters and state information. Our main contribution is to derive index policies that can serve as heuristics and are shown to give good performance. Our index policy attributes to each class an index, which depends on the number of customers currently present in that class. The index values are obtained by solving a relaxed version of the optimal stochastic control problem and combining results from restless multi-armed bandits and queueing theory. They can be expressed as a function of the steady-state distribution probabilities of a one-dimensional birth-and-death process. For linear holding cost, the index can be calculated in closed-form and turns out to be independent of the arrival rates and the number of customers present. In the case of no abandonments and linear holding cost, our index coincides with the cμ-rule, which is known to be optimal in this simple setting. For general convex holding cost we derive properties of the index value in limiting regimes: we consider the behavior of the index (i) as the number of customers in a class grows large, which allows us to derive the asymptotic structure of the index policies, and (ii) as the abandonment rate vanishes, which allows us to retrieve an index policy proposed for the multi-class M/M/1 queue with convex holding cost and no abandonments. In fact, in a multi-server environment it follows from recent advances that the index policy is asymptotically optimal for linear holding cost. To obtain further insights into the index policy, we consider the fluid version of the relaxed problem and derive a closed-form expression for the fluid index. The latter coincides with the stochastic model in case of linear holding costs. For arbitrary convex holding cost the fluid index can be seen as the Gcμθ-rule, that is, including abandonments into the generalized cμ-rule (Gcμ-rule). Numerical experiments show that our index policies become optimal as the load in the system increases.