Learning-Aided Stochastic Network Optimization With State Prediction

We investigate the problem of stochastic network optimization in the presence of state prediction and nonstationarity. Based on a novel state prediction model featured with a distribution-accuracy curve, we develop the predictive learning-aided control (PLC) algorithm, which jointly utilizes historic and predicted network state information for decision making. PLC is an online algorithm that consists of three key components, namely, sequential distribution estimation and change detection, dual learning, and online queue-based control. We show that for stationary networks, PLC achieves a near-optimal utility-delay tradeoff. For non-stationary networks, PLC obtains an utility-backlog tradeoff for distributions that last longer than a time proportional to the square of the prediction error, which is smaller than that needed by backpressure (BP) for achieving the same utility performance. Moreover, PLC detects distribution change O(ω) slots faster with high probability (w is the prediction size) and achieves a convergence time faster than that under BP. Our results demonstrate that state prediction helps: 1) achieve faster detection and convergence and 2) obtain better utility-delay tradeoffs. They also quantify the benefits of prediction in four important performance metrics, i.e., utility (efficiency), delay (quality-of-service), detection (robustness), and convergence (adaptability) and provide new insight for joint prediction, learning, and optimization in stochastic networks.