Customer Scheduling with Incomplete Information
1995 ◽
Vol 9
(2)
◽
pp. 269-284
◽
Keyword(s):
A stochastic scheduling model with linear waiting costs and unknown routing probabilities is considered. Using a Bayesian approach and methods of Bayesian dynamic programming, we investigate the finite-horizon stochastic scheduling problem with incomplete information. In particular, we study an equivalent nonstationary bandit model and show the monotonicity of the total expected reward and of the Gittins index. We derive the monotonicity and well-known structural properties of the (greatest) maximizers, the so-called stay-on-a-winnerproperty and the stopping-property. The monotonicity results are based on a special partial ordering on .
2010 ◽
Vol 108-111
◽
pp. 519-524
Keyword(s):
2012 ◽
Vol 252
◽
pp. 354-359
2018 ◽
Vol 2018
◽
pp. 1-13
◽
2017 ◽
Vol 167
◽
pp. 1450-1463
◽
2012 ◽
Vol 7
(2)
◽
pp. 110-118
◽
2021 ◽
Vol 40
(3)
◽
pp. 366