Download or read book Stochastic Scheduling with Multi armed Bandits written by Josipa Mickova and published by . This book was released on 2000 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Restless Multi Armed Bandit in Opportunistic Scheduling written by Kehao Wang and published by Springer Nature. This book was released on 2021-05-19 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides foundations for the understanding and design of computation-efficient algorithms and protocols for those interactions with environment, i.e., wireless communication systems. The book provides a systematic treatment of the theoretical foundation and algorithmic tools necessarily in the design of computation-efficient algorithms and protocols in stochastic scheduling. The problems addressed in the book are of both fundamental and practical importance. Target readers of the book are researchers and advanced-level engineering students interested in acquiring in-depth knowledge on the topic and on stochastic scheduling and their applications, both from theoretical and engineering perspective.
Download or read book Military Stochastic Scheduling Treated As a Multi Armed Bandit Problem written by and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Blue airborne force attacks a region defended by a single Red surface-to-air missile system (SAM). Red is uncertain about the Blues he faces, but is able to learn about them during the engagement. Red's objective is to develop a policy for shooting at the Blues to maximize the value of Blues shot down before he himself is destroyed. We show that index policies are optimal for Red in a range of scenarios and yield effective heuristics more generally. The quality of such index heuristics is confirmed in a computational study.
Download or read book Military Stochastic Scheduling Treated As a Multi Armed Bandit Problem written by and published by . This book was released on 2001 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Blue airborne force attacks a region defended by a single Red surface-to-air missile system (SAM). Red is uncertain about the Blues he faces, but is able to learn about them during the engagement. Red's objective is to develop a policy for shooting at the Blues to maximize the value of Blues shot down before he himself is destroyed. We show that index policies are optimal for Red in a range of scenarios and yield effective heuristics more generally. The quality of such index heuristics is confirmed in a computational study.
Download or read book Multi armed Bandit Allocation Indices written by John Gittins and published by John Wiley & Sons. This book was released on 2011-02-18 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions. This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whittle's restless bandits, and the use of Lagrangian relaxation in the construction and evaluation of index policies. Some of the many varied proofs of the index theorem are discussed along with the insights that they provide. Many contemporary applications are surveyed, and over 150 new references are included. Over the past 40 years the Gittins index has helped theoreticians and practitioners to address a huge variety of problems within chemometrics, economics, engineering, numerical analysis, operational research, probability, statistics and website design. This new edition will be an important resource for others wishing to use this approach.
Download or read book Optimal Stochastic Scheduling written by Xiaoqiang Cai and published by Springer Science & Business Media. This book was released on 2014-03-20 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many interesting and important results on stochastic scheduling problems have been developed in recent years, with the aid of probability theory. This book provides a comprehensive and unified coverage of studies in stochastic scheduling. The objective is two-fold: (i) to summarize the elementary models and results in stochastic scheduling, so as to offer an entry-level reading material for students to learn and understand the fundamentals of this area and (ii) to include in details the latest developments and research topics on stochastic scheduling, so as to provide a useful reference for researchers and practitioners in this area. Optimal Stochastic Scheduling is organized into two parts: Chapters 1-4 cover fundamental models and results, whereas Chapters 5-10 elaborate on more advanced topics. More specifically, Chapter 1 provides the relevant basic theory of probability and then introduces the basic concepts and notation of stochastic scheduling. In Chapters 2 and 3, the authors review well-established models and scheduling policies, under regular and irregular performance measures, respectively. Chapter 4 describes models with stochastic machine breakdowns. Chapters 5 and 6 introduce, respectively, the optimal stopping problems and the multi-armed bandit processes, which are necessary for studies of more advanced subjects in subsequent chapters. Chapter 7 is focused on optimal dynamic policies, which allow adjustments of policies based on up-to-date information. Chapter 8 describes stochastic scheduling with incomplete information in the sense that the probability distributions of random variables contain unknown parameters, which can however be estimated progressively according to updated information. Chapter 9 is devoted to the situation where the processing time of a job depends on the time when it is started. Lastly, in Chapter 10 the authors look at several recent models beyond those surveyed in the previous chapters.
Download or read book Introduction to Multi Armed Bandits written by Aleksandrs Slivkins and published by . This book was released on 2019-10-31 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first book to provide a textbook like treatment of the subject.
Download or read book Extensions of the Multi armed Bandit Problem written by Cagatay Buyukkoc and published by . This book was released on 1984 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Foundations and Applications of Sensor Management written by Alfred Olivier Hero and published by Springer Science & Business Media. This book was released on 2007-10-23 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers control theory signal processing and relevant applications in a unified manner. It introduces the area, takes stock of advances, and describes open problems and challenges in order to advance the field. The editors and contributors to this book are pioneers in the area of active sensing and sensor management, and represent the diverse communities that are targeted.
Download or read book Deterministic and Stochastic Scheduling written by M.A. Dempster and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.
Download or read book Multi Armed Bandit Allocation Indices written by J. C. Gittins and published by . This book was released on 1989-04-03 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statisticians are familiar with bandit problems, operations researchers with scheduling programs, and economists with problems of resource allocation. For most of these problems, accurate solutions cannot be obtained unless the problem is small-scale. However, Gittins and Jones showed in 1974 that there is a large class of allocation problems for which the optimal solution is expressible in terms of a priority index that can be calculated. This book is the first definitive account of the theory and applications of this index, which has become known as the Gittens index. Includes 22 previously unpublished tables of index values.
Download or read book Bandit Algorithms written by Tor Lattimore and published by Cambridge University Press. This book was released on 2020-07-16 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Download or read book Scheduling written by Michael L. Pinedo and published by Springer Science & Business Media. This book was released on 2012-01-07 with total page 673 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of the well established text Scheduling - Theory, Algorithms, and Systems provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world. It again includes supplementary material in the form of slide-shows from industry and movies that show implementations of scheduling systems. The main structure of the book as per previous edition consists of three parts. The first part focuses on deterministic scheduling and the related combinatorial problems. The second part covers probabilistic scheduling models; in this part it is assumed that processing times and other problem data are random and not known in advance. The third part deals with scheduling in practice; it covers heuristics that are popular with practitioners and discusses system design and implementation issues. All three parts of this new edition have been revamped and streamlined. The references have been made completely up-to-date. Theoreticians and practitioners alike will find this book of interest. Graduate students in operations management, operations research, industrial engineering, and computer science will find the book an accessible and invaluable resource. Scheduling - Theory, Algorithms, and Systems will serve as an essential reference for professionals working on scheduling problems in manufacturing, services, and other environments. Reviews of third edition: This well-established text covers both the theory and practice of scheduling. The book begins with motivating examples and the penultimate chapter discusses some commercial scheduling systems and examples of their implementations." (Mathematical Reviews, 2009)
Download or read book Multi Armed Bandits written by Qing Zhao and published by Springer Nature. This book was released on 2022-05-31 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandit problems pertain to optimal sequential decision making and learning in unknown environments. Since the first bandit problem posed by Thompson in 1933 for the application of clinical trials, bandit problems have enjoyed lasting attention from multiple research communities and have found a wide range of applications across diverse domains. This book covers classic results and recent development on both Bayesian and frequentist bandit problems. We start in Chapter 1 with a brief overview on the history of bandit problems, contrasting the two schools—Bayesian and frequentist—of approaches and highlighting foundational results and key applications. Chapters 2 and 4 cover, respectively, the canonical Bayesian and frequentist bandit models. In Chapters 3 and 5, we discuss major variants of the canonical bandit models that lead to new directions, bring in new techniques, and broaden the applications of this classical problem. In Chapter 6, we present several representative application examples in communication networks and social-economic systems, aiming to illuminate the connections between the Bayesian and the frequentist formulations of bandit problems and how structural results pertaining to one may be leveraged to obtain solutions under the other.
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Download or read book Approximation and Online Algorithms written by Roberto Solis-Oba and published by Springer Science & Business Media. This book was released on 2012-03-30 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the 9th International Workshop on Approximation and Online Algorithms, WAOA 2011, held in Saarbrücken, Germany, in September 2011. The 21 papers presented were carefully reviewed and selected from 48 submissions. The volume also contains an extended abstract of the invited talk of Prof. Klaus Jansen. The Workshop on Approximation and Online Algorithms focuses on the design and analysis of algorithms for online and computationally hard problems. Both kinds of problems have a large number of applications in a wide variety of fields. Topics of interest for WAOA 2011 were: algorithmic game theory, approximation classes, coloring and partitioning, competitive analysis, computational finance, cuts and connectivity, geometric problems, inapproximability results, mechanism design, network design, packing and covering, paradigms for design and analysis of approximation and online algorithms, parameterized complexity, randomization techniques and scheduling problems.
Download or read book Stochastic Modeling and Optimization of Manufacturing Systems and Supply Chains written by J. George Shanthikumar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume originates from two workshops, both focusing on themes that are reflected in the title of the volume. The first workshop took place at Eindhoven University of Technology, April 24-26, 2001, on the occasion of the University granting a doctorate honoris causa to Profes sor John A. Buzacott. The second workshop was held on June 15, 2002 at Cornell University (preceding the annual INFORMSjMSOM Confer ence), honoring John's retirement and his lifetime contributions. Each of the two workshops consisted of about a dozen technical presentations. The objective of the volume, however, is not to simply publish the proceedings of the two workshops. Rather, our objective is to put to gether a select set of articles, each organized into a well-written chapter, focusing on a timely topic. Collected into a single volume, these chapters aim to serve as a useful reference for researchers and practitioners alike, and also as reading materials for graduate courses or seminars.
