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Structure and Optimality of Myopic Policy in Opportunistic Access with Noisy Observations

2008/02/11 by Qing Zhao, Bhaskar Krishnamachari, Zhao, Qing +1
Computer Science · Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Advanced MIMO Systems Optimization #Cognitive Radio Networks and Spectrum Sensing #FOS: Computer and information sciences #Networking and Internet Architecture (cs.NI)

paper · pdf · doi:10.48550/arxiv.0802.1379

openalex publication_date 2008/02/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A restless multi-armed bandit problem that arises in multichannel opportunistic communications is considered, where channels are modeled as independent and identical Gilbert-Elliot channels and channel state observations are subject to errors. A simple structure of the myopic policy is established under a certain condition on the false alarm probability of the channel state detector. It is shown that the myopic policy has a semi-universal structure that reduces channel selection to a simple round-robin procedure and obviates the need to know the underlying Markov transition probabilities. The optimality of the myopic policy is proved for the case of two channels and conjectured for the general case based on numerical examples.

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