Optimal myopic policies and index policies for stochastic scheduling problems |
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Authors: | Jürgen Weishaupt |
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Institution: | (1) Department of Mathematics, University of Ulm, 89069 Ulm, Germany |
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Abstract: | Stochastic scheduling problems are considered by using discounted dynamic programming. Both, maximizing pure rewards and minimizing linear holding costs are treated in one common Markov decision problem. A sufficient condition for the optimality of the myopic policy for finite and infinite horizon is given. For the infinite horizon case we show the optimality of an index policy and give a sufficient condition for the index policy to be myopic. Moreover, the relation between the two sufficient conditions is discussed. |
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Keywords: | Stochastic scheduling discounted dynamic programming myopic policies index policies |
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