Zobrazeno 1 - 10
of 136
pro vyhledávání: '"90B36"'
We study a system with finitely many groups of multi-action bandit processes, each of which is a Markov decision process (MDP) with finite state and action spaces and potentially different transition matrices when taking different actions. The bandit
Externí odkaz:
http://arxiv.org/abs/2412.03326
Autor:
Budhiraja, Amarjit, Johnson, Dane
We consider a family of resource sharing networks, known as bandwidth sharing models, in heavy traffic with general service and interarrival times. These networks, introduced in Massoulie and Roberts (2000) as models for internet flows, have the feat
Externí odkaz:
http://arxiv.org/abs/2312.14982
We study a large-scale patrol problem with state-dependent costs and multi-agent coordination.We consider heterogeneous agents, rather general reward functions, and the capabilities of tracking agents' trajectories.Given the complexity and uncertaint
Externí odkaz:
http://arxiv.org/abs/2309.13388
Autor:
Rietmole, Puck te, Uetz, Marc
This paper revisits the well known single machine scheduling problem to minimize total weighted completion times. The twist is that job sizes are stochastic from unknown distributions, and the scheduler has access to only a single sample from each of
Externí odkaz:
http://arxiv.org/abs/2308.11461
The separate receiver architecture with a time- or power-splitting mode, widely used for simultaneous wireless information and power transfer (SWIPT), has a major drawback: Energy-intensive local oscillators and mixers need to be installed in the inf
Externí odkaz:
http://arxiv.org/abs/2307.10263
Autor:
Hong, Yige, Scully, Ziv
Publikováno v:
Performance Evaluation 163 (2024), 102377
How should we schedule jobs to minimize mean queue length? In the preemptive M/G/1 queue, we know the optimal policy is the Gittins policy, which uses any available information about jobs' remaining service times to dynamically prioritize jobs. For m
Externí odkaz:
http://arxiv.org/abs/2304.13231
Autor:
Niño-Mora, José
Publikováno v:
TOP, vol. 15, pp. 161-198, 2007
This paper surveys recent work by the author on the theoretical and algorithmic aspects of restless bandit indexation as well as on its application to a variety of problems involving the dynamic allocation of priority to multiple stochastic projects.
Externí odkaz:
http://arxiv.org/abs/2304.06115
Autor:
Niño-Mora, José
Publikováno v:
Mathematical Programming, Series A, vol. 93, pp. 361-413, 2002
This paper develops a polyhedral approach to the design, analysis, and computation of dynamic allocation indices for scheduling binary-action (engage/rest) Markovian stochastic projects which can change state when rested (restless bandits (RBs)), bas
Externí odkaz:
http://arxiv.org/abs/2304.01946
Autor:
Niño-Mora, José
Publikováno v:
INFORMS Journal on Computing, vol. 20, pp. 255-269, 2008
We address the intractable multi-armed bandit problem with switching costs, for which Asawa and Teneketzis introduced in [M. Asawa and D. Teneketzis. 1996. Multi-armed bandits with switching penalties. IEEE Trans. Automat. Control, 41 328-348] an ind
Externí odkaz:
http://arxiv.org/abs/2304.01871
Autor:
Pérez, José-Luis, Yamazaki, Kazutoshi
We consider a version of the continuous-time multi-armed bandit problem where decision opportunities arrive at Poisson arrival times, and study its Gittins index policy. When driven by spectrally one-sided L\'evy processes, the Gittins index can be w
Externí odkaz:
http://arxiv.org/abs/2301.07798