作者：Kang, Weining; Ramanan, Kavita
作者单位：University System of Maryland; University of Maryland Baltimore County; Brown University
摘要：A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables. Customers enter service in the order of arrival and are assumed to abandon the queue if the waiting time in queue exceeds the patience time. The state of the system with N servers is represented by a four-component process that consists of the forward recur...
作者：Tarres, Pierre; Vandekerkhove, Pierre
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universite Gustave-Eiffel; Universite Paris-Est-Creteil-Val-de-Marne (UPEC)
摘要：A device has two arms with unknown deterministic payoffs and the aim is to asymptotically identify the best one without spending too much time on the other. The Narendra algorithm offers a stochastic procedure to this end. We show under weak ergodic assumptions on these deterministic payoffs that the procedure eventually chooses the best arm (i.e., with greatest Cesaro limit) with probability one for appropriate step sequences of the algorithm. In the case of i.i.d. payoffs, this implies a que...
