The performance of index-based policies for bandit problems with stochastic machine availability

DOI10.1239/AAP/999188319zbMath1017.90049OpenAlexW2058629767MaRDI QIDQ2749128

R. T. Dunn, Kevin D. Glazebrook

Publication date: 21 October 2001

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/999188319

zbMATH Keywords

parallel machinesstochastic schedulingasymptotic optimalitymachine breakdownsGittins indicesdiscounted rewardsaverage-reward optimalsuboptimality boundaverage-overtaking optimaldiscounted branching banditdiscounted multi-armed bandit

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stochastic scheduling theory in operations research (90B36)

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Stochastic scheduling: a short history of index policies and new approaches to index generation for dynamic resource allocation ⋮ Stochastic scheduling on parallel machines to minimize discounted holding costs

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