Optimality of Walrand-Varaiya Type Policies and Approximation Results for Zero-Delay Coding of Markov Sources
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Authors
Wood, Richard
Date
2015-07-28
Type
thesis
Language
eng
Keyword
zero-delay source coding , quantization , stochastic control , causal coding
Alternative Title
Abstract
Optimal zero-delay coding of a finite state Markov source through quantization is considered. Building on previous literature, the existence and structure of optimal policies are studied using a stochastic control problem formulation. In the literature, the optimality of deterministic Markov coding policies (or Walrand-Varaiya type policies) for infinite horizon problems has been established. This work expands on this result for systems with finite source alphabets, proving the optimality of de- terministic and stationary Markov coding policies for the infinite horizon setup. In addition, the ε-optimality of finite memory quantizers is established and the depen- dence between the memory length and ε is quantified. An algorithm to find the optimal policy for the finite time horizon problem is presented. Numerical results produced using this algorithm are shown.
Description
Thesis (Master, Mathematics & Statistics) -- Queen's University, 2015-07-27 15:57:18.667
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ProQuest PhD and Master's Theses International Dissemination Agreement
Intellectual Property Guidelines at Queen's University
Copying and Preserving Your Thesis
This publication is made available by the authority of the copyright owner solely for the purpose of private study and research and may not be copied or reproduced except as permitted by the copyright laws without written authority from the copyright owner.