RESTLESS BANDITS AND THE ROUTING OF IMPATIENT CUSTOMERS

Kevin Glazebrook, Professor of Management Science, Edinburgh University

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.