General notions of indexability for queueing control and asset management

DOI10.1214/10-AAP705zbMath1229.91173arXiv1211.1775OpenAlexW3103744592MaRDI QIDQ549860

Chris Kirkbride, David J. Hodge, Kevin D. Glazebrook

Publication date: 19 July 2011

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.1775

zbMATH Keywords

Lagrangian relaxationdynamic programmingdynamic resource allocationasset managementqueueing controlfull indexabilityindex policymonotone policy

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Stochastic scheduling theory in operations research (90B36) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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