Whittle's index policy for a multi-class queueing system with convex holding costs

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic network models in operations research (90B15) Queues and service in operations research (90B22) Stochastic scheduling theory in operations research (90B36) Dynamic programming (90C39)

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(27)

Index heuristics for multiclass \(M/G/1\) systems with nonpreemptive service and convex holding costs
The single-server scheduling problem with convex costs
On the Whittle index of Markov modulated restless bandits
Multi-machine preventive maintenance scheduling with imperfect interventions: a restless bandit approach
A conservative index heuristic for routing problems with multiple heterogeneous service facilities
Dynamic routing to heterogeneous collections of unreliable servers
On the computation of Whittle's index for Markovian restless bandits
Time-dependent performance approximation of truck handling operations at an air cargo terminal
Grid Brokering for Batch Allocation Using Indexes
DYNAMIC ROUTING OF CUSTOMERS WITH GENERAL DELAY COSTS IN A MULTISERVER QUEUING SYSTEM
Solving convex optimization with side constraints in a multi-class queue by adaptive c rule
On the optimal allocation of service to impatient tasks
Stochastic scheduling: a short history of index policies and new approaches to index generation for dynamic resource allocation
Monotone policies and indexability for bidirectional restless bandits
Conditions for indexability of restless bandits and an algorithm to compute Whittle index
A verification theorem for threshold-indexability of real-state discounted restless bandits
Some indexable families of restless bandit problems
Spinning plates and squad systems: policies for bi-directional restless bandits
Minimizing the mean slowdown in the M/G/1 queue
Testing indexability and computing Whittle and Gittins index in subcubic time
Exponential asymptotic optimality of Whittle index policy
Whittle index approach to the multi-class queueing systems with convex holding costs and ihr service times
LookAhead: the optimal non-decreasing index policy for a time-varying holding cost problem
On the sensitivity of restless bandits solutions to uncertainty in the models of the arms
Dynamic scheduling with convex delay costs revisited
A dual-index rule for managing temporary congestion
Asymptotically optimal index policies for an abandonment queue with convex holding cost

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