Competing Markov decision processes

Glazebrook, K. D.

doi:10.1007/bf02283613

Ann Oper Res

1991

DOI: 10.1007/bf02283613

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Competing Markov decision processes

K. D. Glazebrook

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Cited by 6 publications

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A suboptimality bound for permutation policies in single machine stochastic scheduling

Glazebrook

1995

Naval Research Logistics

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A general class of single machine stochastic scheduling problems incorporating precedence constraints is modelled as a family of competing Markov decision processes. A bound on the optimal return yields a suboptimality bound for permutation policies. This in turn leads to a generalised “used better than new” principle as a (highly intuitive) sufficient condition for the optimality of a permutation policy in the class of all (preemptive) policies. © 1995 John Wiley & Sons, Inc.

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A suboptimality bound for permutation policies in single machine stochastic scheduling

Glazebrook

1995

Naval Research Logistics

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Gittins-index heuristics for research planning

Glazebrook

Owen

1995

Naval Research Logistics

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The classical work of Gittins, which resulted in the celebrated index result, had applications to research planning as an important part of its motivation. However, research planning problems often have features that are not accommodated within Gittins's original framework. These include precedence constraints on the task set, influence between tasks, stopping or investment options and routes to success in which some tasks do not feature. We consider three classes of Markovian decision models for research planning, each of which has all of these features. Gittins‐index heuristics are proposed and are assessed both analytically and computationally. They perform impressively. © 1995 John Wiley & Sons, Inc.

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On a new approach to the analysis of complex multi-armed bandits

Garbe

Glazebrook

1998

Mathematical Methods of OR

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Competing Markov decision processes

Cited by 6 publications

References 18 publications

A suboptimality bound for permutation policies in single machine stochastic scheduling

A suboptimality bound for permutation policies in single machine stochastic scheduling

Gittins-index heuristics for research planning

On a new approach to the analysis of complex multi-armed bandits

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