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Whittle's index policy for a multi-class queueing system with convex holding costs
5 references·16 citing·33 second hop
Whittle's index policy for a multi-class queueing system with convex holding costs (2003)Whittle's index policy for a multi-class …On an index policy for restless bandits (1990)On an index policy for restle…Restless bandits: activity allocation in a changing world (1988)Restless bandits: activity al…Time-Sharing Service Systems. I (1975)Time-Sharing Service Systems.…Dynamic Scheduling of a Multiclass Queue: Discount Optimality (1975)Dynamic Scheduling of a Multi…Priority Assignment in Waiting Line Problems (1954)Priority Assignment in Waitin…Dynamic Control of Birth-and-Death Restless Bandits: Application to Resource-Allocation Problems (2016)Dynamic Control of Birth-and-…Asymptotically optimal priority policies for indexable and nonindexable restless bandits (2016)Asymptotically optimal priori…Asymptotically optimal index policies for an abandonment queue with convex holding cost (2015)Asymptotically optimal index …Time-dependent performance approximation of truck handling operations at an air cargo terminal (2014)Time-dependent performance ap…Index policies for a multi-class queue with convex holding cost and abandonments (2014)Index policies for a multi-cl…Learning in a Changing World: Restless Multiarmed Bandit With Unknown Dynamics (2012)Learning in a Changing World:…Approximation algorithms for restless bandit problems (2010)Approximation algorithms for …Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems (2009)Indexability and Index Heuris…Index Policies for the Admission Control and Routing of Impatient Customers to Heterogeneous Service Stations (2009)Index Policies for the Admiss…DYNAMIC ROUTING OF CUSTOMERS WITH GENERAL DELAY COSTS IN A MULTISERVER QUEUING SYSTEM (2009)DYNAMIC ROUTING OF CUSTOMERS …A Restless Bandit Formulation of Opportunistic Access: Indexablity and Index Policy (2008)A Restless Bandit Formulation…Multi-Armed Bandit Problems (2007)Multi-Armed Bandit ProblemsSome indexable families of restless bandit problems (2006)Some indexable families of re…Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-StockM/G/1Queues (2006)Restless Bandit Marginal Prod…Outsourcing warranty repairs: Dynamic allocation (2005)Outsourcing warranty repairs:…On the optimal allocation of service to impatient tasks (2004)On the optimal allocation of …Design of Experiments (1936)Theory of optimal experiments (1972)The Knowledge Gradient Algorithm for a General Class of Online Learning Problems (2012)Incentivizing exploration (2014)Introduction to Stochastic Processes (2014)Some aspects of the sequential design of experiments (1952)Finite-time Analysis of the Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed Bandit Problem (2002)On Optimality of Myopic Policy for Restless Multi-Armed Bandit Problem: An Axiomatic Approach (2011)Thompson Sampling for Dynamic Multi-armed Bandits (2011)Nonstationary Bandits with Habituation and Recovery Dynamics (2020)Bandit Processes and Dynamic Allocation Indices (1979)Multi-Armed Bandit Allocation Indices. (1990)Principles of Operations Research. (1970)Characterization and Computation of Optimal Policies for Operating an M/G/1 Queuing System with Removable Server (1971)Dynamic Decisions and Work Load in Multitask Supervisory Control (1980)Due-Date Setting and Priority Sequencing in a Multiclass M/G/1 Queue (1991)Four proofs of Gittins’ multiarmed bandit theorem (2014)The Queue M/G/1 with the Shortest Remaining Processing Time Discipline (1966)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic (2000)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)The Psychology and Neuroscience of Curiosity (2015)Bandit Algorithms (2020)Extensions of the multiarmed bandit problem: The discounted case (1985)Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network (1990)Restless bandits, partial conservation laws and indexability (2001)Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems (2013)Channel Selection for Network-Assisted D2D Communication via No-Regret Bandit Learning With Calibrated Forecasting (2014)Multi-armed bandits with application to 5G small cells (2016)An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits (2019)
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References

  • 1988Restless bandits: activity allocation in a changing world1,174 cited
  • 1990On an index policy for restless bandits486 cited
  • 1954Priority Assignment in Waiting Line Problems417 cited
  • 1975Time-Sharing Service Systems. I285 cited
  • 1975Dynamic Scheduling of a Multiclass Queue: Discount Optimality148 cited

Cited by

  • 2007Multi-Armed Bandit Problems188 cited
  • 2012Learning in a Changing World: Restless Multiarmed Bandit With Unknown Dynamics139 cited
  • 2010Approximation algorithms for restless bandit problems110 cited
  • 2016Asymptotically optimal priority policies for indexable and nonindexable restless bandits92 cited
  • 2006Some indexable families of restless bandit problems83 cited
  • 2006Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-StockM/G/1Queues54 cited
  • 2008A Restless Bandit Formulation of Opportunistic Access: Indexablity and Index Policy51 cited
  • 2004On the optimal allocation of service to impatient tasks50 cited
  • 2009DYNAMIC ROUTING OF CUSTOMERS WITH GENERAL DELAY COSTS IN A MULTISERVER QUEUING SYSTEM46 cited
  • 2009Index Policies for the Admission Control and Routing of Impatient Customers to Heterogeneous Service Stations

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45 cited
  • 2016Dynamic Control of Birth-and-Death Restless Bandits: Application to Resource-Allocation Problems37 cited
  • 2009Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems31 cited
  • 2014Time-dependent performance approximation of truck handling operations at an air cargo terminal30 cited
  • 2005Outsourcing warranty repairs: Dynamic allocation27 cited
  • 2015Asymptotically optimal index policies for an abandonment queue with convex holding cost23 cited
  • 2014Index policies for a multi-class queue with convex holding cost and abandonments22 cited