Open bandit processes and optimal scheduling of queueing networks

DOI10.2307/1427399zbMath0645.90027OpenAlexW2323860985MaRDI QIDQ3789311

Zhiliang Ying, Tze Leung Lai

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/1427399

zbMATH Keywords

Gittins indexpreemptive policiesdiscounted multi-armed banditKlimov's priority indicesopen bandit problemsoptimal scheduling of queueing networks

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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