139 citations · 493 across the 19 of their papers we have counts for
4 papers · 1 filter
Computing a classic index for finite-horizon bandits
José Niño-Mora
This paper considers the efficient exact computation of the counterpart of the Gittins index for a finite-horizon discrete-state bandit, which measures for each initial state the a…
Solving Poisson's equation for birth-death chains: Structure, instability, and accurate approximation
José Niño-Mora
Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded t…
Admission and routing of soft real-time jobs to multiclusters: Design and comparison of index policies
José Niño-Mora
Motivated by time-sensitive e-service applications, we consider the design of effective policies in a Markovian model for the dynamic control of both admission and routing of a sin…
Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies
José Niño-Mora
This paper considers a Markovian model for the optimal dynamic routing of homogeneous traffic to parallel heterogeneous queues, each having its own finite input buffer and server p…