Intervention-Assisted Policy Gradient Methods for Online Stochastic Queuing Network Optimization: Technical Report
This work addresses the problem of real-time control in queuing systems for operations research and AI applications, offering an incremental improvement over existing methods.
The paper tackles the challenge of applying online deep reinforcement learning to stochastic queuing networks with unbounded state-spaces by proposing an intervention-assisted framework that combines neural networks with stable classical policies. The result is that their algorithms outperform classical controls and prior online methods in experiments.
Deep Reinforcement Learning (DRL) offers a powerful approach to training neural network control policies for stochastic queuing networks (SQN). However, traditional DRL methods rely on offline simulations or static datasets, limiting their real-world application in SQN control. This work proposes Online Deep Reinforcement Learning-based Controls (ODRLC) as an alternative, where an intelligent agent interacts directly with a real environment and learns an optimal control policy from these online interactions. SQNs present a challenge for ODRLC due to the unbounded nature of the queues within the network resulting in an unbounded state-space. An unbounded state-space is particularly challenging for neural network policies as neural networks are notoriously poor at extrapolating to unseen states. To address this challenge, we propose an intervention-assisted framework that leverages strategic interventions from known stable policies to ensure the queue sizes remain bounded. This framework combines the learning power of neural networks with the guaranteed stability of classical control policies for SQNs. We introduce a method to design these intervention-assisted policies to ensure strong stability of the network. Furthermore, we extend foundational DRL theorems for intervention-assisted policies and develop two practical algorithms specifically for ODRLC of SQNs. Finally, we demonstrate through experiments that our proposed algorithms outperform both classical control approaches and prior ODRLC algorithms.