Séminaire Méthodes:

Quand: le Vendredi 16 juin 2017, à 14h
Où: en salle A007, à Télécom SudParis, à Evry.

Title: Restless bandits: Application to resource allocation problems

Abstract:
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.

Biography:
Maialen Larrañaga received a Master’s Degree in Mathematics in September 2012 from the University of the Basque Country. Her project was developed in BCAM in collaboration with INGETEAM S.A. In September 2015 she obtained a Ph.D. in Computer Science from the Institute National Polytechnique (INP) de Toulouse and University of the Basque Country. The thesis was carried out in CNRS, LAAS and INP-ENSEEIHT under the supervision of Urtzi Ayesta (CNRS, LAAS) and Ina Maria Verloop (CNRS, IRIT) with a Fondation AIRBUS Group scholarship. Her Ph.D. thesis has been awarded with the Prix Paul Sabatier 2016, Takacs runner-up Award 2016 and the Prix Leopold Escande 2015. Since October 2015 she is a post-doc in CentraleSupélec.