Results 81 to 90 of about 313 (110)
Approximation Results for Preemptive Stochastic Online Scheduling
We present first constant performance guarantees for preemptive stochastic scheduling to minimize the sum of weighted completion times. For scheduling jobs with release dates on identical parallel machines we derive policies with a guaranteed performance
Megow, Nicole, Vredeveld, Tjark
core
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Empirical Gittins index strategies with ε-explorations for multi-armed bandit problems
Computational Statistics and Data Analysis, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yuqiang Li, Xianyi Wu
exaly +3 more sources
Sensitivity of the gittins index in the contiuous time two-armed bandit problem
Optimization, 1996in this note we study the dependency of the Gittins index on the parameters of the diffusion and Brownian bandits. We formulate the continuous time two-armed bandit problem within the framework of the two-parameter stochastic processes. 1 o assess explicitly the reiationstrip between the indcx and the parameters, we cosider a distribution function as a
H -J Girlich
exaly +2 more sources
A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
Mathematics of Operations Research, 1986In a recent paper Katehakis and Chen propose a sequence of linear programs for the computation of the Gittins indices. If there are N projects and project v has Kv states, then ∑v=1N Kv linear programs have to be solved. In this note it is shown that instead of the Kv linear programs for project v also one parametric linear program with the same ...
exaly +3 more sources
Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting
Theory of Probability and Its Applications, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly +2 more sources
Control and optimization of single-server queues: the Gittins index approach revisited
, 2010 We consider the optimal scheduling problem for a single-server queue. We allow preemptions, and our purpose is to minimize the mean sojourn time. The optimal non-anticipating discipline is known to be the Gittins index policy, which, however, is de ned in an implicit way.
Aalto, Samuli
openaire +2 more sources
Reflections on a New Approach to Gittins Indexation
Journal of the Operational Research Society, 1996Summary: Traditional approaches to stochastic resource allocation problems (including the classical multi-armed bandit problems) have usually made use of dynamic programming (DP) methodology, perhaps buttressed by further ad hoc arguments. While such approaches seem `natural' they have usually proved technically very difficult.
Glazebrook, K. D., Garbe, R.
openaire +1 more source