Chuanshu Ji, "Sequential scheduling of priority queues and Arm-acquiring bandits", International Journal of Stochastic Analysis, vol. 1, Article ID 740762, 21 pages, 1987. https://doi.org/10.1155/S1048953388000097
Sequential scheduling of priority queues and Arm-acquiring bandits
In a queueing network with a single server and service nodes, a non-preemptive non-idling policy chooses a node to service at each service completion epoch. Under the assumptions of independent Poisson arrival processes, fixed routing probabilities, and linear holding cost rates, we apply Whistle's method for Arm-acquiring bandits to show that for minimizing discounted cost or long-run average cost the optimal policy is an index policy. We also give explicit expressions for those priority indices.
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