Conservation Laws, Extended Polymatroids and Multi-Armed Bandit Problems; A unified Approach to Indexabel Systems
We show that if performance measures in stochastic and dynamic scheduling problems satisfy generalized conservation laws, then the feasible space of achievable performance is a polyhedron called an extended polymatroid that generalizes the usual polymatroids introduced by Edmonds. Optimization of a...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/5203 |