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Restless Bandits and the Routing of Impatient Customers

Kevin Glazebrook School of Management University of Edinburgh 4pm 24 February 2004 Room 2511, JCMB, King's Buildings

Restless bandits were introduced by Whittle (1988) and constitute an intractable class of decision processes which underly a range of important areas of application. One such area is the control of queueing systems. The talk will illustrate ideas and approaches by discussing a problem involving the optimal routing of impatient customers to a collection of parallel service stations.

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