Markov Decision Processing Networks

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Bhambay, Sanidhay, Vasantam, Thirupathaiah, Walton, Neil
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866916976435134464
author Bhambay, Sanidhay
Vasantam, Thirupathaiah
Walton, Neil
author_facet Bhambay, Sanidhay
Vasantam, Thirupathaiah
Walton, Neil
contents We introduce Markov Decision Processing Networks (MDPNs) as a multiclass queueing network model where service is a controlled, finite-state Markov process. The model exhibits a decision-dependent service process where actions taken influence future service availability. Viewed as a two-sided queueing model, this captures settings such as assemble-to-order systems, ride-hailing platforms, cross-skilled call centers, and quantum switches. We first characterize the capacity region of MDPNs. Unlike classical switched networks, the MDPN capacity region depends on the long-run mix of service states induced by the control of the underlying service process. We show, via a counterexample, that MaxWeight is not throughput-optimal in this class, demonstrating the distinction between MDPNs and classical queueing models. To bridge this gap, we design a weighted average reward policy, a multiobjective MDP that leverages a two-timescale separation at the fluid scale. We prove throughput-optimality of the resulting policy. The techniques yield a clear capacity region description and apply to a broad family of two-sided matching systems.
format Preprint
id arxiv_https___arxiv_org_abs_2509_24541
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Markov Decision Processing Networks
Bhambay, Sanidhay
Vasantam, Thirupathaiah
Walton, Neil
Optimization and Control
Networking and Internet Architecture
Probability
We introduce Markov Decision Processing Networks (MDPNs) as a multiclass queueing network model where service is a controlled, finite-state Markov process. The model exhibits a decision-dependent service process where actions taken influence future service availability. Viewed as a two-sided queueing model, this captures settings such as assemble-to-order systems, ride-hailing platforms, cross-skilled call centers, and quantum switches. We first characterize the capacity region of MDPNs. Unlike classical switched networks, the MDPN capacity region depends on the long-run mix of service states induced by the control of the underlying service process. We show, via a counterexample, that MaxWeight is not throughput-optimal in this class, demonstrating the distinction between MDPNs and classical queueing models. To bridge this gap, we design a weighted average reward policy, a multiobjective MDP that leverages a two-timescale separation at the fluid scale. We prove throughput-optimality of the resulting policy. The techniques yield a clear capacity region description and apply to a broad family of two-sided matching systems.
title Markov Decision Processing Networks
topic Optimization and Control
Networking and Internet Architecture
Probability
url https://arxiv.org/abs/2509.24541