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An index policy for a stochastic scheduling model with improving/deteriorating jobs

Lookup NU author(s): Professor Kevin Glazebrook, Helen Mitchell

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Abstract

We consider stochastic scheduling models which have the natural character that jobs improve while being processed, but deteriorate (and may possibly leave the system altogether) while processing is diverted elsewhere. Such restless bandit problems are shown to be indexable in the sense of Whittle. A numerical study which elucidates the strong performance of the resulting index policy is complemented by a theoretical study which demonstrates the optimality of the index policy under given conditions and which develops performance guarantees for the index heuristic more generally. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49.

Publication metadata

Author(s): Glazebrook KD, Mitchell HM

Publication type: Article

Publication status: Published

Journal: Naval Research Logistics

Year: 2002

Volume: 49

Issue: 7

Pages: 706-721

ISSN (print): 0894-069X

ISSN (electronic): 1520-6750

Publisher: John Wiley & Sons, Inc

URL: http://dx.doi.org/10.1002/nav.10036

DOI: 10.1002/nav.10036

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