Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-Stock M/G/1 Queues

DOI10.1287/MOOR.1050.0165MaRDI QIDQ5387965zbMATH OpenOpenAlexFDO

Authors José Niño-Mora

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1050.0165

zbMATH Keywords

achievable performancebiascontrol by pricecontrol of queuesconvex optimizationdiminishing returnsdynamic resource allocationefficient frontierindex policiesindexabilitymake to ordermake to stockmarginal productivitymixed criteriapartial conservation lawsproduction-inventory controlrestless banditssemi-Markov decision processesstochastic scheduling

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Stochastic scheduling theory in operations research (90B36) Semidefinite programming (90C22)

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Cited in

(17)

• Linear programming relaxations and marginal productivity index policies for the buffer sharing problem
• Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach
• On the Whittle index of Markov modulated restless bandits
• Scheduling policies for a repair shop problem
• On the computation of Whittle's index for Markovian restless bandits
• Four proofs of Gittins' multiarmed bandit theorem
• Marginal Productivity Index Policies for Admission Control and Routing to Parallel Multi-server Loss Queues with Reneging
• A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups
• Whittle’s Index Policy for Multi-Target Tracking with Jamming and Nondetections
• Optimal policies for observing time series and related restless bandit problems
• 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
• Multi-armed bandits under general depreciation and commitment
• Dynamic resource allocation in a multi-product make-to-stock production system
• A fluid approach to large volume job shop scheduling
• Marginal productivity index policies for scheduling a multiclass delay-/loss-sensitive queue
• Dynamic priority allocation via restless bandit marginal productivity indices

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