This paper develops a framework based on convex optimization and economic ideas to formulate and solve by an index policy the problem of optimal dynamic effort allocation to a generic discrete-state restless bandit (i.e. binary-action: work/rest) project, elucidating a host of issues raised by...

We address the performance optimization problem in a single-station multiclass queueing network with changeover times by means of the achievable region approach. This approach seeks to obtain performance bounds and scheduling policies from the solution of a mathematical program over a relaxation...

We show that if performance measures in a stochastic scheduling problem satisfy a set of so-called partial conservation laws (PCL), which extend previously studied generalized conservation laws (GCL), then the problem is solved optimally by a priority-index policy for an appropriate range of...

We present a new unifying framework for investigating throughput-WIP (Work-in-Process) optimal control problems in queueing systems, based on reformulating them as linear programming (LP) problems with special structure: We show that if a throughput-WIP performance pair in a stochastic system...

Most research on single machine scheduling has assumed the linearity of job holding costs, which is arguably not appropriate in some applications. This motivates our study of a model for scheduling $n$ classes of stochastic jobs on a single machine, with the objective of minimizing the total...