Multi-actor Markov decision processes

Journal of Applied Probability

Volumn 42, Issue 1, 2005, Pages 15-26

  Ahn, Hyun Soo ^a   Richter, Rhonda ^b,c  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

Author keywords

Flexible server; Markov decision process; Multiarmed bandit

Indexed keywords

EID: 18444396299     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1110381367     Document Type: Article

References (13)

1. AHN, H.-S., DUENYAS, I. AND LEWIS, M. E. (2002). The optimal control of a two-stage tandem queueing system with flexible servers. Prob. Eng. Inf. Sci. 16, 453-469.
2. ANDRADÖTTIR, S., AYHAN, H. AND DOWN, D. G. (2001). Server assignment policies for maximizing the steady-state throughput. Manag. Sci. 47, 1421-1439.
3. GITTINS, J. C. (1979). Bandit processes and dynamic allocation indices. J. R. Statist. Soc. B 14, 148-177.
4. HARRISON, J. M. (1975). Dynamic scheduling of a multiclass queue: discount optimality. Operat. Res. 23, 270-282.
5. KAUFMAN, D., AHN, H.-S. AND LEWIS, M. E. (2004). On the introduction of agile, temporary workers into a tandem queueing system. Work in progress.
6. KLIMOV, G. P. (1974). Time-sharing service systems. I. J. Theory Prob. Appl. 19, 532-551.
7. KLIMOV, G. P. (1978). Time-sharing service systems. II. J. Theory Prob. Appl. 23, 314-321.
8. KOOLE, K. AND RIGHTER, R. (2004). Resource allocation in grid computing. Work in progress.
9. MANDELBAUM, A. AND REIMAN, M. I. (1998). On pooling in queueing networks. Manag. Sci. 44, 971-981.
10. SENNOTT, L. I. (1999). Stochastic Dynamic Programming and the Control of Queueing Systems. John Wiley, New York.
11. VAN OYEN, M. P., GEL, E. G. S. AND HOPP, W. J. (2001). Performance opportunity for workforce agility in collaborative and noncollaborative work systems. IIE Trans. 33, 761-777.
12. VAIRAKTARAKIS, G. L. (2003). The value of resource flexibility in the resource-constrained job assignment problem. Manag. Sci. 49, 718-732.
13. WEISS, G. AND PINEDO, M. (1980). Scheduling tasks with exponential service times on non-identical processors to minimize various cost functions. J. Appl. Prob. 17, 187-202.