research-article

Distributed stochastic optimization via correlated scheduling

Author:

Michael J. NeelyAuthors Info & Claims

IEEE/ACM Transactions on Networking (TON), Volume 24, Issue 2

Pages 759 - 772

https://doi.org/10.1109/TNET.2014.2382597

Published: 01 April 2016 Publication History

Abstract

This paper considers a problem where multiple devices make repeated decisions based on their own observed events. The events and decisions at each time-step determine the values of a utility function and a collection of penalty functions. The goal is to make distributed decisions over time to maximize time-average utility subject to time-average constraints on the penalties. An example is a collection of power-constrained sensors that repeatedly report their own observations to a fusion center. Maximum time-average utility is fundamentally reduced because devices do not know the events observed by others. Optimality is characterized for this distributed context. It is shown that optimality is achieved by correlating device decisions through a commonly known pseudo-random sequence. An optimal algorithm is developed that chooses pure strategies at each time-step based on a set of time-varying weights.

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Cited By

Neely M(2022)Repeated Games, Optimal Channel Capture, and Open Problems for Slotted Multiple Access2022 58th Annual Allerton Conference on Communication, Control, and Computing (Allerton)10.1109/Allerton49937.2022.9929420(1-8)Online publication date: 27-Sep-2022
https://dl.acm.org/doi/10.1109/Allerton49937.2022.9929420
Lin HChen PHan YVarshney P(2020)Minimum Byzantine Effort for Blinding Distributed Detection in Wireless Sensor NetworksIEEE Transactions on Signal Processing10.1109/TSP.2020.296424168(647-661)Online publication date: 1-Jan-2020
https://dl.acm.org/doi/10.1109/TSP.2020.2964241
Zhou CLi QTham C(2018)Information-Driven Distributed Sensing for Efficient Bayesian Inference in Internet of Things Systems2018 15th Annual IEEE International Conference on Sensing, Communication, and Networking (SECON)10.1109/SAHCN.2018.8397111(1-9)Online publication date: 11-Jun-2018
https://dl.acm.org/doi/10.1109/SAHCN.2018.8397111

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cover image IEEE/ACM Transactions on Networking

IEEE/ACM Transactions on Networking Volume 24, Issue 2

April 2016

646 pages

ISSN:1063-6692

Editor:
Chee Wei Tan
IEEE Transactions on Communications

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IEEE Press

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Published: 01 April 2016

Published in TON Volume 24, Issue 2

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Cited By

Neely M(2022)Repeated Games, Optimal Channel Capture, and Open Problems for Slotted Multiple Access2022 58th Annual Allerton Conference on Communication, Control, and Computing (Allerton)10.1109/Allerton49937.2022.9929420(1-8)Online publication date: 27-Sep-2022
https://dl.acm.org/doi/10.1109/Allerton49937.2022.9929420
Lin HChen PHan YVarshney P(2020)Minimum Byzantine Effort for Blinding Distributed Detection in Wireless Sensor NetworksIEEE Transactions on Signal Processing10.1109/TSP.2020.296424168(647-661)Online publication date: 1-Jan-2020
https://dl.acm.org/doi/10.1109/TSP.2020.2964241
Zhou CLi QTham C(2018)Information-Driven Distributed Sensing for Efficient Bayesian Inference in Internet of Things Systems2018 15th Annual IEEE International Conference on Sensing, Communication, and Networking (SECON)10.1109/SAHCN.2018.8397111(1-9)Online publication date: 11-Jun-2018
https://dl.acm.org/doi/10.1109/SAHCN.2018.8397111

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