Related papers: Improving Upon the generalized c-mu rule: a Whittl…
The considered problem is how to optimally allocate a set of jobs to technicians of different skills such that the number of technicians of each skill does not exceed the number of persons with that skill designation. The key motivation is…
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…
We introduce a natural but seemingly yet unstudied generalization of the problem of scheduling jobs on a single machine so as to minimize the number of tardy jobs. Our generalization lies in simultaneously considering several instances of…
The problem of scheduling non-simultaneously released jobs with due dates on a single machine with the objective to minimize the maximum job lateness is known to be strongly NP-hard. Here we consider an extended model in which the…
We consider the class of single machine scheduling problems with the objective to minimize the weighted number of late jobs, under the assumption that completion due-dates are not known precisely at the time when decision-maker must provide…
Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…
In restless bandits, a central agent is tasked with optimally distributing limited resources across several bandits (arms), with each arm being a Markov decision process. In this work, we generalize the traditional restless bandits problem…
The task of scheduling jobs to machines while minimizing the total makespan, the sum of weighted completion times, or a norm of the load vector, are among the oldest and most fundamental tasks in combinatorial optimization. Since all of…
The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum…
Whittle index is a generalization of Gittins index that provides very efficient allocation rules for restless multi-armed bandits. In this work, we develop an algorithm to test the indexability and compute the Whittle indices of any…
In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…
This paper addresses an important class of restless multi-armed bandit (RMAB) problems that finds broad application in operations research, stochastic optimization, and reinforcement learning. There are $N$ independent Markov processes that…
This paper studies restless multi-armed bandit (RMAB) problems with unknown arm transition dynamics but with known correlated arm features. The goal is to learn a model to predict transition dynamics given features, where the Whittle index…
We consider a class of restless multi-armed bandit problems (RMBP) that arises in dynamic multichannel access, user/server scheduling, and optimal activation in multi-agent systems. For this class of RMBP, we establish the indexability and…
Restless bandits are an important class of problems with applications in recommender systems, active learning, revenue management and other areas. We consider infinite-horizon discounted restless bandits with many arms where a fixed…
Energy demands from data centers have surged and stressed the grid in recent years. Electric grids require balancing supply and demand every second, motivating demand response (reduction) from large loads, including data centers. This can…
We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…
We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…
We consider a single machine scheduling problem that seeks to minimize a generalized cost function: given a subset of jobs we must order them so as to minimize $\sum f_j(C_j)$, where $C_j$ is the completion time of job $j$ and $f_j$ is a…
We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…