Mathematics of Operations Research · 1999 · 497 citations · 18 references
BusinessComputer ScienceMathematicsAlgorithmsOptimizationQueuing TheoryNetworks Of QueuesOptimal ControlQueueing AnalysisQueueing NetworksQueueing SystemsQueueing TheoryBandit AlgorithmsControl Of Queueing NetworksExponential Time ComplexityPolynomial SpaceQueueing Network ControlQueueing Theory Optimization
We show that several well-known optimization problems related to the optimal control of queues are provably intractable—independently of any unproven conjecture such as P ≠ NP. In particular, we show that several versions of the problem of optimally controlling a simple network of queues with simple arrival and service distributions and multiple customer classes is complete for exponential time. This is perhaps the first such intractability result for a well-known optimization problem. We also show that the restless bandit problem (the generalization of the multi-armed bandit problem to the case in which the unselected processes are not quiescent) is complete for polynomial space.
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Ashok K. Chandra, Dexter Kozen, Larry J. Stockmeyer · Journal of the ACM · 1981 · 1.2K citations · Full text
Restless bandits: activity allocation in a changing world
Peter Whittle · Journal of Applied Probability · 1988 · 1.1K citations
Word problems requiring exponential time(Preliminary Report)
Larry J. Stockmeyer, Albert R. Meyer · 1973 · 874 citations