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Whittle indexability in egalitarian processor sharing systems

Author

Listed:
  • Vivek S. Borkar

    (Indian Institute of Technology Bombay)

  • Sarath Pattathil

    (Indian Institute of Technology Bombay)

Abstract

The egalitarian processor sharing model is viewed as a restless bandit and its Whittle indexability is established. A numerical scheme for computing the Whittle indices is provided, along with supporting numerical experiments.

Suggested Citation

  • Vivek S. Borkar & Sarath Pattathil, 2022. "Whittle indexability in egalitarian processor sharing systems," Annals of Operations Research, Springer, vol. 317(2), pages 417-437, October.
    • Handle: RePEc:spr:annopr:v:317:y:2022:i:2:d:10.1007_s10479-017-2622-0
    DOI: 10.1007/s10479-017-2622-0
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    References listed on IDEAS

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    1. Paul Milgrom & Ilya Segal, 2002. "Envelope Theorems for Arbitrary Choice Sets," Econometrica, Econometric Society, vol. 70(2), pages 583-601, March.
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    3. K. D. Glazebrook & C. Kirkbride & J. Ouenniche, 2009. "Index Policies for the Admission Control and Routing of Impatient Customers to Heterogeneous Service Stations," Operations Research, INFORMS, vol. 57(4), pages 975-989, August.
    4. T. W. Archibald & D. P. Black & K. D. Glazebrook, 2009. "Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems," Operations Research, INFORMS, vol. 57(2), pages 314-326, April.
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    Cited by:

    1. José Niño-Mora, 2023. "Markovian Restless Bandits and Index Policies: A Review," Mathematics, MDPI, vol. 11(7), pages 1-27, March.

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