sample of publications

• articles 

  • Age of Information Cost Minimization with No Buffers, Random Arrivals and Unreliable Channels: A PCL-Indexability Analysis.  Mathematics.  11. 2023
  • Markovian Restless Bandits and Index Policies: A Review.  Mathematics.  11. 2023
  • Multi-Gear Bandits, Partial Conservation Laws, and Indexability.  Mathematics.  10. 2022
  • Solving Poisson's equation for birth-death chains: structure, instability, and accurate approximation.  PERFORMANCE EVALUATION.  145. 2021
  • Fast two-stage computation of an index policy for multi-armed bandits with setup delays.  Mathematics.  9 (1):1-36. 2020
  • A Fast-Pivoting Algorithm for Whittle's Restless Bandit Index.  Mathematics.  8:2226. 2020
  • A verification theorem for threshold-indexability of real-state discounted restless bandits.  MATHEMATICS OF OPERATIONS RESEARCH.  45. 2020
  • Resource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximization.  COMPUTERS & OPERATIONS RESEARCH.  103:221-236. 2019
  • Admission and routing of soft real-time jobs to multiclusters: Design and comparison of index policies.  COMPUTERS & OPERATIONS RESEARCH.  39:3431-3444. 2012
  • Towards minimum loss job routing to parallel heterogeneous multiserver queues via index policies.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  220:705-715. 2012
  • Computing a classic index for finite-horizon bandits.  INFORMS JOURNAL ON COMPUTING.  23:254-267. 2011
  • Index Policies for Admission and Routing of Soft Real-Time Traffic to Parallel Queues.  Performance Evaluation Review.  38:21-23. 2010
  • Multi-Armed Restless Bandits, Index Policies and Dynamic Priority Allocation.  Boletín de la Sociedad de Estadística e Investigación Operativa.  26:124-133. 2010
  • A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs.  INFORMS JOURNAL ON COMPUTING.  20:255-269. 2008

• book chapters 

  • Whittle's index policy for multi-target tracking with jamming and nondetections. In: Analytical and Stochastic Modelling Techniques and Applications. ASMTA 2016. Lecture Notes in Computer Science.  SPRINGER. 210-222. 2016
  • A dynamic page-refresh index policy for web crawlers. In: ASMTA 2014: Analytical and Stochastic Modeling Techniques and Applications.  46-60. 2014
  • Stochastic scheduling. In: Encyclopedia of Optimization.  SPRINGER. 3818-3824. 2009
  • An Index Policy for Dynamic Fading-Channel Allocation to Heterogeneous Mobile Users with Partial Observations. In: 4th Euro-NGI Conference on Next Generation Internet Networks: Proceedings: 28-30 April 2008: Kraków, Poland.  IEEE.THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, INC. 231-238. 2008
  • An Index Policy for Multiarmed Multimode Restless Bandits. In: ValueTools'08: Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools.  ICST (INSTITUTE FOR COMPUTER SCIENCES). 2008
  • Computing an Index Policy for Multiarmed Bandits with Deadlines. In: ValueTools '08: Proceedings of the 3rd International ICST Workshop on Tools for Solving Structured Markov Chains.  ICST (INSTITUTE FOR COMPUTER SCIENCES). 2008

• conference contributions 

  • Overcoming numerical instability in one-step policy improvement for admission and routing to queues with firm deadlines.  127-134. 2017
  • Un teorema de verificacion para la indexabilidad de restless bandits con estado real.  61-62. 2016
  • A Dynamic Page-Refresh Index Policy for Web Crawlers.  46-60. 2014
  • A near optimal dynamic policy for cache refresh scheduling 2014
  • Continuous-state restless bandits, indexability, and infinite-dimensional linear programming 2013
  • Index-based Dynamic Energy Management in a Multimode Sensor Network 2012
  • Sufficient Indexability Conditions for Real-state Restless Bandit Projects via Infinite-dimensional LP-based Partial Conservation Laws 2012
  • Index-Based Admission Control and Load Balancing of Firm Real-Time Jobs in Multi-Clusters.  556-562. 2011
  • Sensor Scheduling for Hunting Elusive Hiding Targets: A Restless Bandit Index Policy.  1-8. 2011
  • A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups.  78-86. 2009
  • Admission Control and Routing to Parallel Queues with Delayed Information Via Marginal Productivity Indices 2008
  • An Index Policy for Dynamic Fading-Channel Allocation to Heterogeneous Mobilie Users with Partial Observations 2008
  • An Index Policy for Multiarmed Multimode Restless Bandits 2008
  • Computing an Index Policy for Multiarmed Bandits with Deadlines 2008
  • Optimizacion of Dynamic and Stochastic Systems 2008

• working papers 

  • A verification theorem for indexability of discrete time real statediscounted restless bandits 2015
  • Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy 2012
  • Multitarget Tracking Via Restless Bandit Marginal Productivity Indices and Kalman Filter in Discrete Time 2010
  • An Index for Dynamic Product Promotion and the Knapsack Problem for Perishable Items 2009
  • Marginal Productivity Index Policies for Problems of Admission Control and Routing to Parellel Queues with Delay 2008