SMOR Seminar: The Role of Information in System Stability with Partially Observable Servers
We consider a simple discrete-time controlled queueing system, where the controller has a choice of which server to use at each time slot and server performance varies according to a Markov modulated random environment. We explore the role of information in the system stability region. At the extreme cases of information availability, that is when there is either full information or no information, stability regions and maximally stabilizing policies are trivial. But in the more realistic cases where only the environment state of the selected server is observed, only the service successes are observed or only queue length is observed, finding throughput maximizing control laws is a challenge. To handle these situations, we devise a Partially Observable Markov Decision Process (POMDP) formulation of the problem and illustrate properties of its solution. We further model the system under given decision rules, using Quasi-Birth-and-Death (QBD) structure to find a matrix analytic expression for the stability bound.
Azam Asanjarani has conducted mathematical research since 1999 and obtained her first PhD in Pure Mathematics (Geometry) in 2008. She has worked as a lecturer for more than 4 years at Tehran universities and then started her second PhD in Applied Mathematics and Statistics in 2013 at the University of Queensland. Her Applied PhD is titled “ Control and Inference in Structured Markov Models”. She is an active student member of ACEMS, is a contributor to the Women in Maths group, has been a state representative at the AMSI 3 minute thesis competition in AustMS, 2016, has presented her recent applied probability and statistics work in several international conferences with proceedings and currently has papers arising from her recent PhD under review in international journals.
Further details about SMOR seminars are here: https://www.smp.uq.edu.au/past-smor-seminars