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 utility (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 decision networks. We also present approximation results for the corresponding shortest path problems, and discuss the additional complexity and delay incurred as compared to systems without delay constraints. The solution technique is general and applies to other constrained stochastic decision problems.