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Resource-Sharing in a Single Server with Time-Varying Capacity

Summary: Resource-Sharing in a Single Server with
Time-Varying Capacity
(Invited Paper)
Urtzi Ayesta, Martin Erausquin, Peter Jacko
BCAM--Basque Center for Applied Mathematics, Bizkaia Technology Park Building 500, E-48160 Derio (Spain)
IKERBASQUE--Basque Foundation for Science, Alameda Urquijo, 36-5, Plaza Bizkaia, E-48011 Bilbao (Spain)
UPV/EHU--Universidad del Pa´is Vasco, Avda. Lehendakari Agirre, 83, E-48015 Bilbao (Spain)
Abstract--We investigate the problem of sharing the resources
of a single server with time-varying capacity with the objective of
minimizing the mean delay. We formulate the resource allocation
problem as a Markov Decision Process. The problem is not
solvable analytically in full generality, and we thus set out
to obtain an approximate solution. In our main contribution,
we extend the framework of multi-armed bandits to develop a
heuristic solution of index type. At every given time, the heuristic
assigns an index to every user that depends solely on its current
state, and serves the user with highest current index value. We
show that in the case of constant capacity, the heuristic policy is
equivalent to the so-called Gittins index rule, which is known to
be optimal under the assumption of constant capacity.


Source: Ayesta, Urtzi - Laboratoire d'Analyse et d'Architecture des Systèmes du CNRS


Collections: Engineering