Markov Decision Processing Networks

Wednesday 22 October 2025, 1:00pm to 2:00pm

Venue

Online via Microsoft Teams, Lancaster, United Kingdom

Open to

Postgraduates, Public, Staff

Registration

Free to attend - registration required

Registration Info

Contact Gay Bentinck for the Teams link

Event Details

Professor Neil Walton from Durham University will present a seminar to the Management Science Department

Abstract: 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.

Speaker

Professor Neil Walton

Durham University Business School

Neil Walton is a Professor in Operations Management at Durham University Business School. He received his undergraduate ('05), Masters ('06) and PhD ('10) in Mathematics at the University of Cambridge. His research is in applied probability and principally concerns the decentralized minimization of congestion in networks. In Durham, he is Deputy Head of the Department of Management and Marketing. He is an area editor for stochastic models at Operations Research, and an associate editor at Stocha

Contact Details

Name Gay Bentinck
Email

g.bentinck@lancaster.ac.uk