Spinning plates and squad systems: policies for bi-directional restless bandits
نویسندگان
چکیده
منابع مشابه
Index Policies for a Class of Discounted Restless Bandits
The paper concerns a class of discounted restless bandit problems which possess an indexability property. Conservation laws yield an expression for the reward suboptimality of a general policy. These results are utilised to study the closeness to optimality of an index policy for a special class of simple and natural dual speed restless bandits for which indexability is guaranteed. The strong p...
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This paper presents a brief introduction to the emerging research field of multi-armed restless bandits (MARBs), which substantially extend the modeling power of classic multi-armed bandits. MARBs are Markov decision process models for optimal dynamic priority allocation to a collection of stochastic binary-action (active/passive) projects evolving over time. Interest in MARBs has grown steadil...
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We study the asymptotic optimal control of multi-class restless bandits. A restless bandit isa controllable stochastic process whose state evolution depends on whether or not the bandit ismade active. Since finding the optimal control is typically intractable, we propose a class of prioritypolicies that are proved to be asymptotically optimal under a global attractor property an...
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We investigate the optimal allocation of effort to a collection of n projects. The projects are 'restless' in that the state of a project evolves in time, whether or not it is allocated effort. The evolution of the state of each project follows a Markov rule, but transitions and rewards depend on whether or not the project receives effort. The objective is to maximize the expected time-average ...
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In this paper we consider energy efficient scheduling in a multiuser setting where each user has a finite sized queue and there is a cost associated with holding packets (jobs) in each queue (modeling the delay constraints). The packets of each user need to be sent over a common channel. The channel qualities seen by the users are time-varying and differ across users; also, the cost incurred, i...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2006
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800000823