Asymptotically optimal index policies for an abandonment queue with convex holding cost

DOI10.1007/S11134-015-9445-YzbMATH Open1341.68018OpenAlexW210869371MaRDI QIDQ747712FDOQ747712

Urtzi Ayesta, M. Larrañaga, Ina Maria Verloop

Publication date: 19 October 2015

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-015-9445-y

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zbMATH Keywords

optimal schedulingWhittle indexfluid modelrestless banditsabandonments

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Markov and semi-Markov decision processes (90C40)

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Cited In (13)

• On the modelling and performance measurement of service networks with heterogeneous customers
• Developing Effective Service Policies for Multiclass Queues with Abandonment: Asymptotic Optimality and Approximate Policy Improvement
• Whittle index based Q-learning for restless bandits with average reward
• Whittle index approach to multiserver scheduling with impatient customers and DHR service times
• Asymptotically optimal index policies for an abandonment queue with convex holding cost
• A Restless Bandit Model for Resource Allocation, Competition, and Reservation
• On the asymptotic optimality of the \(c \mu / \theta \) rule under ergodic cost
• \(K\) competing queues with customer abandonment: optimality of a generalised \(c \mu \)-rule by the smoothed rate truncation method
• Whittle index approach to the multi-class queueing systems with convex holding costs and ihr service times
• Index heuristics for multiclass \(M/G/1\) systems with nonpreemptive service and convex holding costs
• Testing indexability and computing Whittle and Gittins index in subcubic time
• Whittle's index policy for a multi-class queueing system with convex holding costs
• On the Whittle index of Markov modulated restless bandits

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