Bi-Level Online Provisioning and Scheduling with Switching Costs and Cross-Level Constraints
- URL: http://arxiv.org/abs/2601.18936v1
- Date: Mon, 26 Jan 2026 20:16:13 GMT
- Title: Bi-Level Online Provisioning and Scheduling with Switching Costs and Cross-Level Constraints
- Authors: Jialei Liu, C. Emre Koksal, Ming Shi,
- Abstract summary: We study a bi-level online provisioning and scheduling problem motivated by network resource allocation.<n>We model this two-time-scale interaction using an upper-level online convex optimization problem and a lower-level constrained Markov decision process.
- Score: 1.639795325203038
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study a bi-level online provisioning and scheduling problem motivated by network resource allocation, where provisioning decisions are made at a slow time scale while queue-/state-dependent scheduling is performed at a fast time scale. We model this two-time-scale interaction using an upper-level online convex optimization (OCO) problem and a lower-level constrained Markov decision process (CMDP). Existing OCO typically assumes stateless decisions and thus cannot capture MDP network dynamics such as queue evolution. Meanwhile, CMDP algorithms typically assume a fixed constraint threshold, whereas in provisioning-and-scheduling systems, the threshold varies with online budget decisions. To address these gaps, we study bi-level OCO-CMDP learning under switching costs (budget reprovisioning/system reconfiguration) and cross-level constraints that couple budgets to scheduling decisions. Our new algorithm solves this learning problem via several non-trivial developments, including a carefully designed dual feedback that returns the budget multiplier as sensitivity information for the upper-level update and a lower level that solves a budget-adaptive safe exploration problem via an extended occupancy-measure linear program. We establish near-optimal regret and high-probability satisfaction of the cross-level constraints.
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