Open bandit processes and optimal scheduling of queueing networks

DOI10.2307/1427399MaRDI QIDQ3789311zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Zhiliang Ying

Publication date 1988

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427399

zbMATH Keywords

discounted multi-armed banditGittins indexKlimov's priority indicesopen bandit problemsoptimal scheduling of queueing networkspreemptive policies

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Queues and service in operations research (90B22) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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(20)

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• Stochastic scheduling of parallel queues with set-up costs
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• Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
• The complexity of optimal queuing network control
• Properties of the Gittins index with application to optimal scheduling
• Tax problems in the undiscounted case
• Sequential scheduling of priority queues and Arm-acquiring bandits
• OPTIMAL JOB SCHEDULING OF M/GI/1 QUEUE WITH FEEDBACK: THE DISCOUNTED CASE
• A bisection/successive approximation method for computing Gittins indices
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• Learning unknown service rates in queues: a multiarmed bandit approach
• Integrated online learning and adaptive control in queueing systems with uncertain payoffs
• Optimal control of single-server queueing networks
• Open bandit processes with uncountable states and time-backward effects
• Empirical Gittins index strategies with -explorations for multi-armed bandit problems
• A Bayesian two-armed bandit model

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