Multi-class service systems are of increasing importance in the practical modelling world but present a significant challenge for analysis. Most results to date concerning the optimal dynamic control of such systems have assumed holding cost rates to be linear in the number of customers present....

This paper develops a framework based on convex optimization and economic ideas to formulate and solve approximately a rich class of dynamic and stochastic resource allocation problems, fitting in a generic discrete-state multi-project restless bandit problem (RBP). It draws on the...

We consider a sensor scheduling model where a set of identical sensors are used to hunt a larger set of heterogeneous targets, each of which is located at a corresponding site. Target states change randomly over discrete time slots between “exposed” and ‘hidden,” according to Markovian...