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The value of information and efficient switching in channel selection
Published online by Cambridge University Press: 25 August 2022
Abstract
We consider a collection of statistically identical two-state continuous time Markov chains (channels). A controller continuously selects a channel with the view of maximizing infinite horizon average reward. A switching cost is paid upon channel changes. We consider two cases: full observation (all channels observed simultaneously) and partial observation (only the current channel observed). We analyze the difference in performance between these cases for various policies. For the partial observation case with two channels or an infinite number of channels, we explicitly characterize an optimal threshold for two sensible policies which we name “call-gapping” and “cool-off.” Our results present a qualitative view on the interaction of the number of channels, the available information, and the switching costs.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 37 , Issue 4 , October 2023 , pp. 907 - 927
- Copyright
- © The University of Melbourne and The University of Queensland, 2022. Published by Cambridge University Press
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