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

DOI10.1007/S001860200257MaRDI QIDQ1395142zbMATH OpenOpenAlexFDO

Authors P. S. Ansell, Michael O'Keeffe, Kevin D. Glazebrook, José Niño-Mora

Publication date 26 June 2003

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860200257

zbMATH Keywords

dynamic programmingindex policyrestless banditindexabilityachievable region approach

Mathematics Subject Classification ID

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

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Cited in

(23)

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

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