Résumé : In this talk we are going to talk about the dynamic control of resource-sharing systems that arise in various domains : e.g. inventory management, communication networks. We aim at efficiently allocating the available resources among competing projects according to a certain performance criteria. In particular, we will focus on Restless Bandit (RB) type of allocation problems. These type of problems have a stochastic nature and may be very complex to solve. We will go through different possible techniques to solve RB problems using scaling and relaxation techniques. The latter allow us to obtain simple and ready to implement suboptimal policies. We will discuss on the asymptotic optimality of these policies in interesting regimes such as Heavy-traffic and Light-traffic regimes and also the Many-Users regime. We will provide several application examples for which near-optimal heuristics have been obtained.
Lieu : bâtiment 1R3, salle MIP (1er étage)