Taming the Heavy Tail: Age-Optimal Preemption
Aimin Li, Yiğit İnce, Elif Uysal
TL;DR
This work addresses aged-of-information optimization in a continuous-time setting with joint sampling and preemption under general, potentially heavy-tailed service times. It formulates the problem as an impulse-controlled PDMP and derives coupled integral average-cost equations, reducing the busy-phase decision to a one-dimensional optimal-stopping problem on a busy-start boundary. For exponential service times, it proves a threshold structure for both sampling and preemption, while for general heavy-tailed distributions it develops a heavy-tail-accelerated policy-iteration algorithm with a hybrid action grid and far-field closure, demonstrating large gains in simulations. The results reveal that delaying strategies and preemption can dramatically reduce information-age costs, with a surprising insight that delay variance can become advantageous for freshness under preemption, highlighting practical implications for real-time systems with variable delays.
Abstract
This paper studies a continuous-time joint sampling-and-preemption problem, incorporating sampling and preemption penalties under general service-time distributions. We formulate the system as an impulse-controlled piecewise-deterministic Markov process (PDMP) and derive coupled integral average-cost optimality equations via the dynamic programming principle, thereby avoiding the smoothness assumptions typically required for an average-cost Hamilton-Jacobi-Bellman quasi-variational inequality (HJB-QVI) characterization. A key invariance in the busy phase collapses the dynamics onto a one-dimensional busy-start boundary, reducing preemption control to an optimal stopping problem. Building on this structure, we develop an efficient policy iteration algorithm with heavy-tail acceleration, employing a hybrid (uniform/log-spaced) action grid and a far-field linear closure. Simulations under Pareto and log-normal service times demonstrate substantial improvements over AoI-optimal non-preemptive sampling and zero-wait baselines, achieving up to a 30x reduction in average cost in heavy-tailed regimes. Finally, simulations uncover a counterintuitive insight: under preemption, delay variance, despite typically being a liability, can become a strategic advantage for information freshness.
