A Lyapunov Drift-Plus-Penalty Method Tailored for Reinforcement Learning with Queue Stability

Abstract: With the proliferation of Internet of Things (IoT) devices, the demand for addressing complex optimization challenges has intensified. The Lyapunov Drift-Plus-Penalty algorithm is a widely adopted approach for ensuring queue stability, and some research has preliminarily explored its integration with reinforcement learning (RL). In this paper, we investigate the adaptation of the Lyapunov Drift-Plus-Penalty algorithm for RL applications, deriving an effective method for combining Lyapunov Drift-Plus-Penalty with RL under a set of common and reasonable conditions through rigorous theoretical analysis. Unlike existing approaches that directly merge the two frameworks, our proposed algorithm, termed Lyapunov drift-plus-penalty method tailored for reinforcement learning with queue stability (LDPTRLQ) algorithm, offers theoretical superiority by effectively balancing the greedy optimization of Lyapunov Drift-Plus-Penalty with the long-term perspective of RL. Simulation results for multiple problems demonstrate that LDPTRLQ outperforms the baseline methods using the Lyapunov drift-plus-penalty method and RL, corroborating the validity of our theoretical derivations. The results also demonstrate that our proposed algorithm outperforms other benchmarks in terms of compatibility and stability.