论文标题
检测马尔可夫来源的状态过渡:抽样频率和年龄折衷
Detecting State Transitions of a Markov Source: Sampling Frequency and Age Trade-off
论文作者
论文摘要
我们考虑一个有限状态离散时间马尔可夫链(DTMC)源,该源可以采样以检测DTMC转移到新状态时的事件。我们的目标是研究检测事件的抽样频率和稳定性之间的权衡。我们认为,对于当前的问题,使用信息时代(AOI)来量化样本的陈旧性是保守的,因此,为此目的介绍\ textit {年龄罚款}。我们研究了两个优化问题:根据平均采样频率约束,最大程度地减少年龄罚款,并最大程度地减少平均采样频率,而受年龄罚款的平均限制;两者都是马尔可夫决策问题。我们使用线性编程方法和计算所有因果策略最佳的马尔可夫策略来解决它们。我们的数值结果表明,计算出的马尔可夫策略不仅要优于最佳的周期性抽样策略,而且如果允许较小的年龄罚款,则可以实现接近或低于最佳固定固定(非临床)抽样策略的采样频率。
We consider a finite-state Discrete-Time Markov Chain (DTMC) source that can be sampled for detecting the events when the DTMC transits to a new state. Our goal is to study the trade-off between sampling frequency and staleness in detecting the events. We argue that, for the problem at hand, using Age of Information (AoI) for quantifying the staleness of a sample is conservative and therefore, introduce \textit{age penalty} for this purpose. We study two optimization problems: minimize average age penalty subject to an average sampling frequency constraint, and minimize average sampling frequency subject to an average age penalty constraint; both are Constrained Markov Decision Problems. We solve them using linear programming approach and compute Markov policies that are optimal among all causal policies. Our numerical results demonstrate that the computed Markov policies not only outperform optimal periodic sampling policies, but also achieve sampling frequencies close to or lower than that of an optimal clairvoyant (non-causal) sampling policy, if a small age penalty is allowed.