Journal
JOURNAL OF APPLIED PROBABILITY
Volume 41, Issue 1, Pages 51-72Publisher
CAMBRIDGE UNIV PRESS
DOI: 10.1239/jap/1077134667
Keywords
dynamic programming; index policy; Markov decision process; multiclass queue; restless bandit
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Service is often provided in contexts where tasks or customers are impatient or perishable in that they have natural lifetimes of availability for useful service. Moreover, these lifetimes are usually unknown to the service provider. The question of how service might best be allocated to the currently waiting tasks or customers in such a context has been neglected and we propose three simple models. For each model, an index heuristic is developed and is assessed numerically. In all cases studied the heuristic comes close to optimality.
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