Spinning plates and squad systems: Policies for bi-directional restless bandits

Advances in Applied Probability

Volumn 38, Issue 1, 2006, Pages 95-115

  Glazebrook, K D ^a   Kirkbride, C ^b   Ruiz Hernandez, D ^c  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

^c DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

Author keywords

Index policy; Lagrangian method; Markov decision problem; Restless bandit; Stochastic dynamic programming

Indexed keywords

ALGORITHMS; DYNAMIC PROGRAMMING; HEURISTIC METHODS; LAGRANGE MULTIPLIERS; NUMERICAL ANALYSIS; PIECEWISE LINEAR TECHNIQUES;

INDEX POLICY; LAGRANGIAN METHOD; MARKOV DECISION PROBLEM; RESTLESS BANDITS; SPINNING PLATES; SQUAD SYSTEMS; STOCHASTIC DYNAMIC PROGRAMMING;

MARKOV PROCESSES;

EID: 33646081779     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1143936142     Document Type: Article

References (14)

1. Ansell, P. S., Glazebrook, K. D., Niño-Mora, J. and O'Keeffe, M. (2003). Whittle's index policy for a multi-class queueing system with convex holding costs. Math. Meth. Operat. Res. 57, 21-39.
2. Gittins, J. C. (1979). Bandit processes and dynamic allocation indices. With discussion. J. R. Statist. Soc. Ser. B 41, 148-177.
3. Gittins, J. C. (1989). Multi-Armed Bandit Allocation Indices. John Wiley, Chichester.
4. Glazebrook, K. D., Lumley, R. R. and Ansell, P. S. (2003). Index heuristics for multi-class M/G/1 systems with non-preemptive service and convex holding costs. Queueing Systems 45, 81-111.
5. Glazebrook, K. D., Niño-Mora, J. and Ansell, P. S. (2002). Index policies for a class of discounted restless bandits. Adv. Appl. Prob. 34, 754-774.
6. Niño-Mora, J. (2001a). PCL-indexable restless bandits: diminishing marginal returns, optimal marginal reward rate index characterization, and a tiring-recovery model. Unpublished manuscript.
7. Niño-Mora, J. (2001b). Restless bandits, partial conservation laws and indexability. Adv. Appl. Prob. 33, 76-98.
8. Niño-Mora, J. (2002). Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach. Math. Program. 93, 361-413.
9. Papadimitriou, C. H. and Tsitsiklis, J. N. (1999). The complexity of optimal queueing network control. Math. Operat. Res. 24, 293-305.
10. Puterman, M. L. (1994). Markov Decision Processes: Discrete Stochastic Dynamic Programming. John Wiley, New York.
11. Tijms, H. C. (1994). Stochastic Models: An Algorithmic Approach. John Wiley, New York.
12. Weber, R. R. and Weiss, G. (1990). On an index policy for restless bandits. J. Appl. Prob. 27, 637-648.
13. Weber, R. R. and Weiss, G. (1991). Addendum to 'On an index policy for restless bandits'. Adv. Appl. Prob. 23, 429-430.
14. Whittle, P. (1988). Restless bandits: activity allocation in a changing world. In A Celebration of Applied Probability (J. Appl. Prob. Spec. Vol. 25A), Applied Probability Trust, Sheffield, pp. 287-298.