作者：Kumar, S
作者单位：Stanford University
摘要：One of the successes of the Brownian approximation approach to dynamic control of queueing networks is the design of a control policy for closed networks with two servers by Harrison and Wein. Adopting a Brownian approximation with only heuristic justification, they interpret the optimal control policy for the Brownian model as a static priority rule and conjecture that this priority rule is asymptotically optimal as the closed networks's population becomes large. This paper studies closed que...
作者：Glazebrook, KD; Wilkinson, DJ
作者单位：Newcastle University - UK
摘要：We utilize and develop elements of the recent achievable region account of Gittins indexation by Bertsimas and Nino-Mora to design index-based policies for discounted multi-armed bandits on parallel machines. The policies analyzed have expected rewards which come within an O(alpha) quantity of optimality, where alpha > 0 is a discount rate. In the main, the policies make an initial once for all allocation of bandits to machines, with each machine then handling its own workload optimally. This ...
