Results 1 to 10 of about 313 (110)
On the Gittins index for multistage jobs
Queueing Systems, 2022 AbstractOptimal scheduling in single-server queueing systems is a classic problem in queueing theory. The Gittins index policy is known to be the optimal nonanticipating policy minimizing the mean delay in the M/G/1 queue. While the Gittins index is thoroughly characterized for ordinary jobs whose state is described by the attained service, it is not ...
Samuli Aalto +2 more
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On the Gittins index in the M/G/1 queue [PDF]
Queueing Systems, 2009 For an M/G/1 queue with the objective of minimizing the mean number of jobs in the system, the Gittins index rule is known to be optimal among the set of non-anticipating policies. We develop properties of the Gittins index. For a single-class queue it is known that when the service time distribution is of type Decreasing Hazard Rate (New Better than ...
Samuli Aalto +2 more
exaly +4 more sources
Testing indexability and computing Whittle and Gittins index in subcubic time
Mathematical Methods of Operations Research, 2023 Mathematical Methods of Operations Research ...
Nicolas Gast +2 more
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A Generalized Gittins Index for a Class of Multiarmed Bandits with General Resource Requirements [PDF]
Mathematics of Operations Research, 2009 We generalise classical multiarmed bandits to allow for the distribution of a (fixed amount of a) divisible resource among the constituent bandits at each decision point. Bandit activation consumes amounts of the available resource, which may vary by bandit and state.
K D Glazebrook
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Response-Adaptive Randomization for Multi-arm Clinical Trials Using the Forward Looking Gittins Index Rule [PDF]
Biometrics, 2015 Summary The Gittins index provides a well established, computationally attractive, optimal solution to a class of resource allocation problems known collectively as the multi-arm bandit problem. Its development was originally motivated by the problem of optimal patient allocation in multi-arm clinical trials.
Sofia S Villar +2 more
exaly +8 more sources
Tabular and Deep Reinforcement Learning for Gittins Index
2025 23rd International Symposium on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks (WiOpt)In the realm of multi-arm bandit problems, the Gittins index policy is known to be optimal in maximizing the expected total discounted reward obtained from pulling the Markovian arms. In most realistic scenarios however, the Markovian state transition probabilities are unknown and therefore the Gittins indices cannot be computed. One can then resort to
Tejas Bodas
exaly +4 more sources
Switching Costs and the Gittins Index [PDF]
Econometrica, 1994 This paper studies independent-armed bandit problems with geometric discounting over an infinite horizon. When there is no cost of switching between arms, it is well-known that the ``Gittins index'' completely characterizes the set of optimal strategies in these problems.
Banks, Jeffrey S. +1 more
openaire +3 more sources
PROPERTIES OF THE GITTINS INDEX WITH APPLICATION TO OPTIMAL SCHEDULING [PDF]
Probability in the Engineering and Informational Sciences, 2011 We consider the optimal scheduling problem for a single-server queue without arrivals. We allow preemptions, and our purpose is to minimize the expected flow time. The optimal nonanticipating discipline is known to be the Gittins index policy, which, however, is defined in an implicit way.
Ayesta, Urtzi +3 more
openaire +6 more sources
Learning Frameworks for Dynamic Joint RF Energy Harvesting and Channel Access
IEEE Access, 2019 The fifth generation mobile networks (5G) envision to interconnect the massive number of devices with a wide range of characteristics and demands for 2020 and beyond.
Fahira Sangare +2 more
doaj +1 more source
General Gittins index processes in discrete time. [PDF]
Proceedings of the National Academy of Sciences, 1993 We combine the formulation of Mandelbaum [Mandelbaum, A. (1986) Probab. Theory Rel. Fields 71, 129-147] with ideas from Whittle [Whittle, P. (1980) J. R. Stat. Soc. B 42, 143-149] to obtain a simple and constructive proof for the optimality of Gittins index processes in the general, nonmarkovian dynamic allocation (or "multi-armed bandit") problem. Our
El Karoui, Nicole, Karatzas, Ioannis
openaire +3 more sources