Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • Open bandit processes and optimal scheduling of queueing networks

  • Tze Leung Lai, Zhiliang Ying
  • Journal:
    Advances in Applied Probability / Volume 20 / Issue 2 / June 1988
    Published online by Cambridge University Press:
    01 July 2016, pp. 447-472
    Print publication:
    June 1988

  • Asymptotic approximations are developed herein for the optimal policies in discounted multi-armed bandit problems in which new projects are continually appearing, commonly known as ‘open bandit problems’ or ‘arm-acquiring bandits’. It is shown that under certain stability assumptions the open bandit problem is asymptotically equivalent to a closed bandit problem in which there is no arrival of new projects, as the discount factor approaches 1. Applications of these results to optimal scheduling of queueing networks are given. In particular, Klimov&s priority indices for scheduling queueing networks are shown to be limits of the Gittins indices for the associated closed bandit problem, and extensions of Klimov&s results to preemptive policies and to unstable queueing systems are given.