Dynamic programming: deterministic and stochastic models
Dynamic programming: deterministic and stochastic models
Multiclass queueing systems: polymatroidal structure and optimal scheduling control
Operations Research - Supplement to Operations Research: stochastic processes
Dynamic scheduling of a multiclass make-to-stock queue
Operations Research
Mathematics of Operations Research
The Complexity of Optimal Queuing Network Control
Mathematics of Operations Research
Optimal Control: Basics and Beyond
Optimal Control: Basics and Beyond
Markov Decision Processes: Discrete Stochastic Dynamic Programming
Markov Decision Processes: Discrete Stochastic Dynamic Programming
Characterization and computation of restless bandit marginal productivity indices
Proceedings of the 2nd international conference on Performance evaluation methodologies and tools
Computing an index policy for bandits with switching penalties
Proceedings of the 2nd international conference on Performance evaluation methodologies and tools
Queueing Systems: Theory and Applications
A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups
Network Control and Optimization
Computing an index policy for multiarmed bandits with deadlines
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
An index policy for multiarmed multimode restless bandits
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
NET-COOP'07 Proceedings of the 1st EuroFGI international conference on Network control and optimization
A fluid approach to large volume job shop scheduling
Journal of Scheduling
Dynamic resource allocation in a multi-product make-to-stock production system
Queueing Systems: Theory and Applications
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This paper presents a framework grounded on convex optimization and economics ideas to solve by index policies problems of optimal dynamic allocation of effort to a discrete-state (finite or countable) binary-action (work/rest) semi-Markov restless bandit project, elucidating issues raised by previous work. Its contributions include: (i) the concept of a restless bandits marginal productivity index (MPI), characterizing optimal policies relative to general cost and work measures; (ii) the characterization of indexable restless bandits as those satisfying diminishing marginal returns to work, consistently with a nested family of threshold policies; (iii) sufficient indexability conditions via partial conservation laws (PCLs); (iv) the characterization of the MPI as an optimal marginal productivity rate relative to feasible active-state sets; (v) application to semi-Markov bandits under several criteria, including a new mixed average-bias criterion; and (vi) PCL-indexability analyses and MPIs for optimal service control of make-to-order/make-to-stock queues with convex holding costs, under discounted and average-bias criteria.