Stochastic optimization for Markov modulated networks with application to delay constrained wireless scheduling

Abstract-- We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput (to within a desired proximity), stabilizes all queues, and satisfies the delay constraints. The problem is solved by reducing the constrained optimization to a set of weighted stochastic shortest path problems, which act as natural generalizations of max-weight policies to Markov modulated networks. We also present performance bounds when the shortest path problems are solved inexactly, and discuss the additional complexity as compared to systems without delay constraints. The solution technique is general and applies to other constrained stochastic network optimization problems.

• Type: Journal
• Year: 2009
• Where: CDC
• Authors: Michael J. Neely
• Keywords: CDC 2009, Constrained Stochastic Network, Control Systems, Delay Constraints, Shortest Path Problems