On the Optimal Scheduling of Independent, Symmetric and Time-Sensitive   Tasks
  Consider a discrete-time system in which a centralized controller (CC) is tasked with assigning at each time interval (or slot) K resources (or servers) to K out of M>=K nodes. When assigned a server, a node can execute a task. The tasks are independently generated at each node by stochastically symmetric and memoryless random processes and stored in a finite-capacity task queue. Moreover, they are time-sensitive in the sense that within each slot there is a non-zero probability that a task expires before being scheduled. The scheduling problem is tackled with the aim of maximizing the number of tasks completed over time (or the task-throughput) under the assumption that the CC has no direct access to the state of the task queues. The scheduling decisions at the CC are based on the outcomes of previous scheduling commands, and on the known statistical properties of the task generation and expiration processes. Based on a Markovian modeling of the task generation and expiration processes, the CC scheduling problem is formulated as a partially observable Markov decision process (POMDP) that can be cast into the framework of restless multi-armed bandit (RMAB) problems. When the task queues are of capacity one, the optimality of a myopic (or greedy) policy is proved. It is also demonstrated that the MP coincides with the Whittle index policy. For task queues of arbitrary capacity instead, the myopic policy is generally suboptimal, and its performance is compared with an upper bound obtained through a relaxation of the original problem. Overall, the settings in this paper provide a rare example where a RMAB problem can be explicitly solved, and in which the Whittle index policy is proved to be optimal. 
Fabio Iannello, Osvaldo Simeone and Umberto Spagnolini
math.OC cs.DS cs.SY