Department of Statistics

Carlos III
University of Madrid (UC3M)

Av. Universidad 30

28911 Leganés (Madrid),
Spain

E-mail: jose.nino [at] uc3m.es

**Background:**

**Some publications:**

Niño-Mora, J. (2007). [pdf].
Dynamic priority allocation via restless bandit marginal productivity
indices. **TOP**, vol. 15 no. 2, 161-198. (invited review
article followed by
discussions by
I.J.B.F. Adan and O.J. Boxma,
E. Altman,
O. Hernández-Lerma,
R. Weber,
P. Whittle, and
D.D. Yao,
and a rejoinder;
TOP:
A Springer Journal of Operations Research, indexed in the JCR since
2008, created and supported by the Spanish Society of Statistics and Operations Research)
** **
Refereed journals
** **
MathSciNet

**Original
software codes (used in experiments reported in my publications)**

**Research:**

design and analysis of near-optimal index policies for
dynamic resource allocation in
Markov decision process models of a variety of systems

** **__ Theory and algorithms for restless bandit indexation__:
I introduced the ** *** first general sufficient indexability conditions
* for
a finite-state restless bandit, along with an *adaptive-greedy
index algorithm* and
the framework of ** *** partial conservation laws (PCLs)*, in
2001; I extended such results to *finite-state restless bandits
fed by a general resource*, casting the PCL framework into a
*polyhedral linear programming framework*, in 2002;
I extended such results in 2006
to *countable-state semi-Markov restless bandits*;
see the *survey* 2007. For
an introductory treatment, see 2010

** **__ Design of new dynamic index policies for a variety of models via restless bandit indexation__:
*control of admission and routing to parallel queues*
(2002,
2007;);
*scheduling a multiclass make-to-order/make-to-stock M/G/1
queue* (NM-2006);
*scheduling a multiclass finite-buffer delay-/loss-sensitive
queue* (2006)

** **__ Design of efficient algorithms for index computation__: for
the *Gittins index* (2007);
for the Asawa and Tekenektzis index for *bandits with switching
costs* (2008);
for the classic index of Bradt, Johnson, and Karlin (1956) for
finite-horizon bandits (2011)

Stochastic scheduling; see
J. Niño-Mora
(2009). Stochastic scheduling. In
Encyclopedia of Optimization, 2nd edition, C.A. Floudas and P.M. Pardalos, eds., pp. 3818--3824.
Springer, New York. [pdf]

Multiclass queueing networks: scheduling and control; see J. Niño-Mora
(2011). Klimov's model. In
Wiley Encyclopedia of Operations Research and Management Science.

Conservation laws; see J. Niño-Mora
(2011). Conservation laws and related applications. In
Wiley Encyclopedia of Operations Research and Management Science.

Mathematical programming / achievable performance region approach to Markov decision process models