Lag: A Mean-Field Optimal Policy for Online Assignment with Reusable Resources
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Abstract (arXiv)
We study online task assignment with reusable resources. This problem arises in peer reviewer assignment, skill-based call routing, rideshare matching, emergency dispatch, and crowdsourcing: Tasks arrive according to a geometric process and must be immediately assigned to servers that become temporarily busy, yielding rewards that depend on the task-server pair. The goal is to maximize long-run average reward. We cast the problem as a contextual restless multi-armed bandit (CRMAB). We derive an occupancy-measure LP (OCC-LP) that upper-bounds the reward of any work-conserving policy. From its dual we obtain Lag, a closed-form index policy. We introduce a scaling regime in which the number of copies of each server and the number of arrivals per step grow together. This regime yields the first deterministic fluid limit for a contextual bandit. In it, Lag is asymptotically optimal. Finally, we evaluate our algorithms on peer review datasets and call center routing. The Lagrangian index achieves 83-99% of the LP upper bound across all load levels. Moreover, the Lagrangian index policy significantly outperforms the natural greedy assignment scheme, improving reward by up to 12.3% on journal data and 36% on structured synthetic instances.
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References · 5
- 2018On Strategyproof Conference Peer Reviewcited by 17
- 2017Allocation Problems in Ride-Sharing Platforms: Online Matching with Offline Reusable Resourcescited by 14
- 2024Contextual Restless Multi-Armed Bandits with Application to Demand Response Decision-Makingcited by 7
- 2024Lagrangian Index Policy for Restless Bandits with Average Rewardcited by 4
- 2022Online Task Assignment Problems with Reusable Resourcescited by 1
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