@preamble{ "\newcommand{\noopsort}[1]{} "
        # "\newcommand{\printfirst}[2]{#1} "
        # "\newcommand{\singleletter}[1]{#1} "
        # "\newcommand{\switchargs}[2]{#2#1} " }
@string{rrw="R.R. Weber"}
@string{gw="G. Weiss"}
@string{kg="Glazebrook, K.D."}
@string{aap="Adv. Appl. Prob."}
@string{jap="J. Appl. Prob."}
@string{mor="Mathematics of Operations Research"}
@string{ms="Management Science"}
@string{om="Omega"}
@string{or="Operations Research"}
@string{naval="Naval Research Logistics Quarterly"}
@string{peis="Probability in the Engineering and Informational Sciences"}
@string{auto="IEEE Trans. Auto. Control"}

@article{Alb72,
   author    = {Albright, S.C. and Derman, C.},
   title     = {Asymptotic Optimal Policies for the Sequential Assignment 
                Problem},
   journal   = ms,
   year      = 1972,
   volume    = {{\bf 21}},
   pages     = {47--51}
}


@article{Alb74,
   author    = {Albright, S.C.},
   title     = {Optimal Sequential Assignments with Random Arrival Times},
   journal   = ms,
   year      = 1974,
   volume    = {{\bf 21}},
   pages     = {60--67}
}


@article{Alb76,
   author    = {Albright, S.C.},
   title     = {Optimal Stock Depletion with Stochastic Lives},
   journal   = ms,
   year      = 1976,
   volume    = {{\bf 22}},
   pages     = {852--857}
}


@article{Alb77,
   author    = {Albright, S.C.},
   title     = {A {B}ayesian Approach to a Generalised House Selling Problem},
   journal   = ms,
   year      = 1977,
   volume    = {{\bf 24}},
   pages     = {432--440}
}


@article{Bar85b,
   author    = {Baras, J.S. and Dorsey, A.J. and Magkowski, A.M.},
   title     = {Two Competing Queues with Linear Costs:
                The $c\mu$ Rule is Often Optimal},
   journal   = aap,
   year      = 1985,
   volume    = {{\bf 17}},
   pages     = {186--209}
}


@article{Bej75,
   author    = {Beja, A. and Sid, E.},
   title     = {Optimal Priority Assignment with Heterogeneous Costs},
   journal   = or,
   year      = 1975,
   volume    = {{\bf 23}},
   pages     = {107--117}
}


@article{Ben88,
   author    = {Benkherouf, L. and Bather, J.},
   title     = {Oil Exploration: Sequential Decisions in the Face of 
                Uncertainty},
   journal   = jap,
   year      = 1988,
   volume    = {{\bf 25}},
   pages     = {529--543}
}


@article{Ben90,
   author    = {Benkherouf, L.},
   title     = {Optimal Stopping in Oil Exploration with Small and Large 
                Oilfields},
   journal   = peis,
   year      = 1990,
   volume    = {{\bf 4}},
   pages     = {399--411}
}


@article{Bir91,
   author    = {Birge, J. and Frenk, J.B.G. and Mittenthal, J.
                and Rinnooy Kan, A.H.G.},
   title     = {Single Machine Scheduling Subject to Stochastic Breakdowns},
   journal   = naval,
   year      = 1991,
   volume    = {{\bf 31}},
   pages     = {251--264}
}


@article{Bro73,
   author    = {Brown, M. and Solomon, H.},
   title     = {Optimal Issuing Policies Under Stochastic Field Lives},
   journal   = jap,
   year      = 1973,
   volume    = {{\bf 10}},
   pages     = {761--768}
}


@article{Bro89,
   author    = {Brown, S. and Yechiali, U.},
   title     = {Scheduling Deteriorating Jobs on a Single Processor},
   journal   = or,
   year      = 1989,
   volume    = {{\bf 38}},
   pages     = {495--498}
}


@article{Bro89a,
   author    = {Browne, S. and Yechiali, U.},
   title     = {Dynamic Priority Rules for Cyclic-Type Queues},
   journal   = aap,
   year      = 1989,
   volume    = {{\bf 21}},
   pages     = {432--450}
}


@article{Bru75,
   author    = {Bruno, J. and Hofri, M.},
   title     = {On Scheduling Chains of Jobs on One Processor with Limited 
                Preemption},
   journal   = {SIAM J. Comput.},
   year      = 1975,
   volume    = {{\bf 4}},
   pages     = {478--490}
}


@article{Bru76,
   author    = {Bruno, J.},
   title     = {Sequencing Jobs with Stochastic Task Structures on a Single Machine},
   journal   = jacm,
   year      = 1976,
   volume    = {{\bf 23}},
   pages     = {655--664}
}


@inproceedings{Bru82,
   author    = {Bruno, J.},
   title     = {Deterministic and Stochastic Scheduling Problems with Treelike,
                Precedence Constraints},
   booktitle = {Deterministic and Stochastic Scheduling},
   year      = 1982,
   editor    = {M.A.H. Dempster and J.K. Lenstra and A.H.G. Rinnooy Kan},
   publisher = {Reidel},
   pages     = {367--374}
}


@article{Buy85,
   author    = {Buyukkoc, C. and Varaiya, P. and Walrand, J.},
   title     = {The {$c\mu$} Rule Revisited},
   journal   = aap,
   year      = 1985,
   volume    = {{\bf 17}},
   pages     = {237--238}
}


@article{Cob54,
   author    = {Cobham, A.},
   title     = {Priority Assignment in Waiting Line Problems},
   journal   = or,
   year      = 1954,
   volume    = {{\bf 2}},
   pages     = {70--76}
}


@article{Cof80,
   author    = {{Coffman Jr}, E.G. and Mitrani, I.},
   title     = {A Characterization of Waiting Time Performance Realizable by
                A Single Server Queue},
   journal   = or,
   year      = 1980,
   volume    = {{\bf 28}},
   pages     = {810--821}
}


@article{Cou83,
   author    = {Courcoubetis, C. and Varaiya, P.},
   title     = {A Game-Theoretic View of Two Processes Using a Single Resource},
   journal   = auto,
   year      = 1983,
   volume    = {{\bf 28}},
   pages     = {1059--1061}
}


@article{Cou84a,
   author    = {Courcoubetis, C. and Variaya, P.},
   title     = {Servicing Processes with Least Thinking Time Maximizes 
                Resource Utilization},
   journal   = auto,
   year      = 1984,
   volume    = {{\bf 29}},
   pages     = {1005--1008}
}


@article{Cou84b,
   author    = {Courcoubetis, C. and Variaya, P. and Walrand, J.},
   title     = {Invariance in Resource Sharing Problems},
   journal   = jap,
   year      = 1984,
   volume    = {{\bf 21}},
   pages     = {777--785}
}


@article{Der58,
   author    = {Derman, C. and Klein, M.},
   title     = {Inventory Depletion Management},
   journal   = ms,
   year      = 1958,
   volume    = {{\bf 4}},
   pages     = {450--456}
}


@article{Der72,
   author    = {Derman, C. and Leiberman, G. and Ross, S.},
   title     = {A Stochastic Sequential Assignment Problem},
   journal   = ms,
   year      = 1972,
   volume    = {{\bf 18}},
   pages     = {349--355}
}


@article{Der78,
   author    = {Derman, C. and Leiberman, G. and Ross, S.},
   title     = {A Renewal Decision Problem},
   journal   = ms,
   year      = 1978,
   volume    = {{\bf 24}},
   pages     = {554--561}
}


@article{Der79,
   author    = {Derman, C. and Smith, D.R.},
   title     = {Renewal Decision Problem-Random Horizon},
   journal   = mor,
   year      = 1979,
   volume    = {{\bf 4}},
   pages     = {225--232}
}


@article{Der80,
   author    = {Derman, C. and Leiberman, G. and Ross, S.},
   title     = {On Optimal Assignment of Servers and a Repairman},
   journal   = jap,
   year      = 1980,
   volume    = {{\bf 17}},
   pages     = {577-581}
}


@article{Eln86,
   author    = {El-Neweihi, E. and Proscham, F. and Sethuraman, J.},
   title     = {Optimal Allocation of Components in Parallel-Series and
                Series-Parallel Systems},
   journal   = jap,
   year      = 1986,
   volume    = {{\bf 23}},
   pages     = {770--777}
}


@phdthesis{Els67,
   author    = {El-Sayyad, G.M.},
   title     = {Some fixed sample and sequential decision procedures},
   year      = 1967,
   school    = {Cambridge University},
   type      = {{Ph.D.} dissertation}
}


@article{Enn76,
   author    = {Enns, E.G. and Ehlers, P.F.},
   title     = {Optimal issuing Policies for Non-Identical Units with
                Stochastic Lifetimes},
   journal   = jap,
   year      = 1976,
   volume    = {{\bf 13}},
   pages     = {183--189}
}


@article{Fay89,
   author    = {Fay, N.A. and Glazebrook, K.D.},
   title     = {A General Model for the Scheduling of Alternative Stochastic
                Jobs that May Fail},
   journal   = peis,
   year      = 1989,
   volume    = {{\bf 3}},
   pages     = {199--221}
}


@article{Forst93,
   author    = {Forst, F.G.},
   title     = {Stochastic Sequencing on One Machine with Earliness and 
                Tardiness Penalties},
   journal   = peis,
   year      = 1993,
   pages     = {291-300}
}


@article{Fre91a,
   author    = {Frenk, J.B.G.},
   title     = {A General Framework for Stochastic One-Machine Scheduling
                Problems with Zero Release Times and No Partial Ordering},
   journal   = peis,
   year      = 1991,
   volume    = {{\bf 5}},
   pages     = {297--315}
}


@article{Fre91b,
   author    = {Frenk, J.B.G.},
   title     = {A Note on One-Machine Scheduling
                Problems with Imperfect Information},
   journal   = peis,
   year      = 1991,
   volume    = {{\bf 5}},
   pages     = {317--331}
}


@article{Fro85,
   author    = {Frostig, E. and Adiri, I.},
   title     = {Stochastic Flowshop No-Wait Scheduling},
   journal   = jap,
   year      = 1985,
   volume    = {{\bf 22}},
   pages     = {240--246}
}


@article{Fro88,
   author    = {Frostig, E.},
   title     = {A Stochastic Scheduling Problem with Intree Precedence 
                Constraints},
   journal   = or,
   year      = 1988,
   volume    = {{\bf 36}},
   pages     = {937--943}
}


@article{Fro91,
   author    = {Frostig, E.},
   title     = {A Note on Stochastic Scheduling on a Single Machine
                Subject to Breakdown --- The Preemptive Repeat Model},
   journal   = peis,
   year      = 1991,
   volume    = {{\bf 5}},
   pages     = {349--354}
}


@phdthesis{Gai72,
   author    = {Gait, P.A.},
   title     = {Optimal Allocation and Control Under Uncertainty},
   year      = 1972,
   school    = {Cambridge University},
   type      = {{Ph.D.} dissertation}
}


@article{Gla75,
   author    = kg,
   title     = {Stochastic Scheduling with Order Constraints},
   journal   = {Int. J. Syst. Sci.},
   year      = 1975,
   volume    = {{\bf 7}},
   pages     = {657-666}
}


@phdthesis{Gla76b,
   author    = kg,
   title     = {Stochastic Scheduling},
   year      = 1976,
   school    = {Cambridge University},
   type      = {{Ph.D.} dissertation}
}


@article{Gla76c,
   author    = kg,
   title     = {Stochastic Scheduling with Order Constraints},
   journal   = {Int. J. Systems Sci.},
   year      = 1976,
   volume    = {{\bf 7}},
   pages     = {657--666}
}


@article{Gla79a,
   author    = kg,
   title     = {Stoppable Families of Alternative Bandit Processes},
   journal   = jap,
   year      = 1979,
   volume    = {{\bf 16}},
   pages     = {843--854}
}


@article{Gla80,
   author    = kg,
   title     = {On Stochastic Scheduling with Precedence Relations and Switching Costs},
   journal   = jap,
   year      = 1980,
   volume    = {{\bf 17}},
   pages     = {1016--1024}
}


@article{Gla80a,
   author    = kg,
   title     = {On Randomized Dynamic Allocation Indices for the Sequential 
                Design of Experiments},
   journal   = {J.R. Statist. Soc.},
   year      = 1980,
   volume    = {{\bf 42}},
   pages     = {342--346}
}


@article{Gla81,
   author    = kg # {and Gittins, J.C.},
   title     = {On Single-Machine Scheduling with Precedence Relations and
                Linear or Discounted Costs},
   journal   = or,
   year      = 1981,
   volume    = {{\bf 29}},
   pages     = {161--173}
}


@article{Gla81b,
   author    = kg,
   title     = {On Non-preemptive Strategies for Stochastic Scheduling
                Problems in Continuous Time},
   journal   = {Int. J. Systems Sci.},
   year      = 1981,
   volume    = {{\bf 12}},
   pages     = {771--782}
}


@article{Gla81c,
   author    = kg,
   title     = {On Non-preemptive Strategies in Stochastic Scheduling},
   journal   = naval,
   year      = 1981,
   volume    = {{\bf 28}},
   pages     = {289--300}
}


@inproceedings{Gla82a,
   author    = kg,
   title     = {On the Evaluation of Non-preemptive Strategies in Stochastic
                Scheduling},
   booktitle = {Deterministic and Stochastic Scheduling},
   year      = 1982,
   editor    = {M.A.H. Dempster and J.K. Lenstra and A.H.G. Rinnooy Kan},
   publisher = {Reidel},
   pages     = {375--384}
}


@article{Gla82b,
   author    = kg,
   title     = {On the Evaluation of Suboptimal Strategies
                for Families of Alternative Bandit Processes},
   journal   = jap,
   year      = 1982,
   volume    = {{\bf 19}},
   pages     = {716--722}
}


@article{Gla82c,
   author    = kg,
   title     = {On the Evaluation of Fixed Permutations as Strategies in
                Stochastic Scheduling},
   journal   = {Stoc. Proc. Appl.},
   year      = 1982,
   volume    = {{\bf 13}},
   pages     = {171--187}
}


@article{Gla83a,
   author    = kg,
   title     = {Methods for the Evaluation of Permutations
                as Strategies in Stochastic Scheduling},
   journal   = ms,
   year      = 1983,
   volume    = {{\bf 29}},
   pages     = {1142--1155}
}


@article{Gla83b,
   author    = kg,
   title     = {Some Reward-Penalty rules for the Multi-Armed Bandit which
                Are Asymptotically Optimal},
   journal   = aap,
   year      = 1983,
   volume    = {{\bf 15}},
   pages     = {221--222}
}


@article{Gla83c,
   author    = kg,
   title     = {On Stochastic Scheduling Problems with Due Dates},
   journal   = {Int. J. Systems Sci.},
   year      = 1983,
   volume    = {{\bf 14}},
   pages     = {1259--1271}
}


@article{Gla83d,
   author    = kg,
   title     = {Optimal Strategies for Families of Alternative Bandit Processes},
   journal   = auto,
   year      = 1983,
   volume    = {{\bf 28}},
   pages     = {858--861}
}


@article{Gla84,
   author    = kg,
   title     = {Scheduling Stochastic Jobs on a single machine subject to 
                breakdowns},
   journal   = naval,
   year      = 1984,
   volume    = {{\bf 31}},
   pages     = {251--264}
}


@article{Gla85,
   author    = kg,
   title     = {Semi-{M}arkov Models for Single-Machine Stochastic Scheduling},
   journal   = {Int. J. Systems Sci.},
   year      = 1985,
   volume    = {{\bf 16}},
   pages     = {573--587}
}


@article{Gla85a,
   author    = kg,
   title     = {Methods for Evaluating Strategies for families of
                Alternative Bandit Processes},
   journal   = {J. Organizational Behaviour and Statistics},
   year      = 1985,
   volume    = {{\bf 2}}
}


@article{Gla87a,
   author    = kg,
   title     = {Evaluating the Effects of Machine Breakdowns in Stochastic
                Scheduling Problems},
   journal   = naval,
   year      = 1987,
   volume    = {{\bf 34}},
   pages     = {319--335}
}


@article{Gla87b,
   author    = {Glazebrook, K.D. and Fay, N.A.},
   title     = {On the Scheduling of Alternative Stochastic Jobs on a
                Single Machine},
   journal   = aap,
   year      = 1987,
   volume    = {{\bf 19}},
   pages     = {955--973}
}


@article{Gla87c,
   author    = {Glazebrook, K.D. and Fay, N.A.},
   title     = {The Multi-Armed Bandit Problem: Decomposition and Computation},
   journal   = mor,
   year      = 1987,
   volume    = {{\bf 12}},
   pages     = {262--268}
}


@article{Gla88a,
   author    = kg,
   title     = {On a Reduction Principle in Dynamic Programming},
   journal   = aap,
   year      = 1988,
   volume    = {{\bf 20}},
   pages     = {836--851}
}


@article{Gla88b,
   author    = {Glazebrook, K.D. and Fay, N.A.},
   title     = {Evaluating strategies for Generalized Bandit Problems},
   journal   = {Internat. J. Systems Sci.},
   year      = 1988,
   volume    = {{\bf 19}},
   pages     = {1605--1613}
}


@article{Gla90,
   author    = {Glazebrook, K.D. and Fay, N.A.},
   title     = {Evaluating strategies for {M}arkov Decision Processes in 
                Parallel},
   journal   = mor,
   year      = 1990,
   volume    = {{\bf 15}},
   pages     = {17--32}
}


@article{Gla90a,
   author    = kg,
   title     = {Procedures for the Evaluation of Strategies for Resource
                Allocation in a Stochastic Environment},
   journal   = jap,
   year      = 1990,
   volume    = {{\bf 27}},
   pages     = {215--220}
}


@article{Gla91a,
   author    = kg,
   title     = {Strategy Evaluation for Stochastic Scheduling Problems with
                Order Constraints},
   journal   = aap,
   year      = 1991,
   volume    = {{\bf 23}},
   pages     = {86--104}
}


@article{Gla91b,
   author    = kg,
   title     = {On Nonpreemptive Policies for Stochastic Single-Machine
                Scheduling with Breakdowns},
   journal   = peis,
   year      = 1991,
   volume    = {{\bf 5}},
   pages     = {77--88}
}


@article{Gla93a,
   author    = {Glazebrook, K.D.},
   title     = {On permutation policies for the scheduling of deteriorating
                stochastic jobs on a single machine},
   journal   = jap,
   year      = 1993,
   volume    = {{\bf 30}},
   pages     = {184--193}
}


@article{Har75,
   author    = {Harrison, J.M.},
   title     = {Dynamic Scheduling of a Multiclass Queue: Discount Optimality},
   journal   = or,
   year      = 1975,
   volume    = {{\bf 23}},
   pages     = {270--282}
}


@article{Hir87,
   author    = {Hirayama, T.},
   title     = {Nonpreemptive Scheduling of a Finite-Source Queue with Two
                Customer Classes},
   journal   = {J. Operat. Res. Soc. Japan},
   year      = 1987,
   volume    = {{\bf 30}},
   pages     = {200--217}
}


@article{Hir89,
   author    = {Hirayama, T. and Kijima, M. and Nishimura, S.},
   title     = {Further Results for Dynamic Scheduling of Multiclass {$G/G/1$},
                Queues},
   journal   = jap,
   year      = 1989,
   volume    = {{\bf 26}},
   pages     = {595--603}
}


@article{Hir89b,
   author    = {Hirayama, T.},
   title     = {Optimal Service Assignment in a Finite-Source Queue},
   journal   = auto,
   year      = 1989,
   volume    = {{\bf 34}},
   pages     = {67--75}
}


@article{Hir91,
   author    = {Hirayama, T. and Kijima, M.},
   title     = {Single Machine Scheduling Problem when the Machine Capacity
                Varies Stochastically},
   journal   = or,
   year      = 1991,
   volume    = {{\bf 39}},
   pages     = {376--383}
}


@article{Kat84,
   author    = {Katehakis, M.N. and Derman, C.},
   title     = {Optimal repair Allocation in a Series System},
   journal   = mor,
   year      = 1984,
   volume    = {{\bf 9}},
   pages     = {615--623}
}


@article{Kel82,
   author    = {Kelly, F.P.},
   title     = {A Remark on Search and Sequencing Problems},
   journal   = mor,
   year      = 1982,
   volume    = {{\bf 7}},
   pages     = {154--157}
}


@article{Ken86,
   author    = {Kennedy, D.P.},
   title     = {Optimal Sequential Assignment},
   journal   = mor,
   year      = 1986,
   volume    = {{\bf 11}},
   pages     = {608--618}
}


@article{Kli74,
   author    = {Klimov, G.F.},
   title     = {Time sharing systems {I}},
   journal   = {Theory Prob. Appl.},
   year      = 1974,
   volume    = {{\bf 19}},
   pages     = {532--551}
}


@article{Lai88,
   author    = {Lai, T.L. and Ying, Z.},
   title     = {Open Bandit Processes and Optimal Scheduling of Queueing 
                Networks},
   journal   = aap,
   year      = 1988,
   volume    = {{\bf 20}},
   pages     = {447--472}
}


@article{Las72,
   author    = {Laska, E. and Meisner, M. and Siegel, C.},
   title     = {Contributions to the Theory of Optimal Resource Allocation},
   journal   = jap,
   year      = 1972,
   volume    = {{\bf 9}},
   pages     = {337--359}
}


@article{Mei77,
   author    = {Meilijson, I. and Weiss, G.},
   title     = {Multiple Feedback at a Single Server Station},
   journal   = {Stoc. Proc. Appl.},
   year      = 1977,
   volume    = {{\bf 8}},
   pages     = {195--205}
}


@article{Mei77b,
   author    = {Meilijson, I. and Yechiali, U.},
   title     = {On Optimal Right-Of-Way Policies at a Single Server Station
                when Insertion of Idle Time is Permitted},
   journal   = {Stoc. Proc. Appl.},
   year      = 1977,
   volume    = {{\bf 6}},
   pages     = {25--32}
}


@inproceedings{Mit82,
   author    = {Mitrani, I.},
   title     = {On the Delay Functions Achievable by Non-preemptive
                Scheduling Strategies in {$M/G/1$} Queues},
   booktitle = {Deterministic and Stochastic Scheduling},
   year      = 1982,
   editor    = {M.A.H. Dempster and J.K. Lenstra and A.H.G. Rinnooy Kan},
   publisher = {Reidel},
   pages     = {399--404}
}


@article{Mon79,
   author    = {Monma, C.L. and Sidney, J.B.},
   title     = {Sequencing with Series-Parallel Precedence Constraints},
   journal   = mor,
   year      = 1979,
   volume    = {{\bf 5}},
   pages     = {215--224}
}


@article{Nai86,
   author    = {Nain, P. and Ross, K.W.},
   title     = {Optimal Priority Assignment with Hard Constraint},
   journal   = auto,
   year      = 1986,
   volume    = {{\bf 31}},
   pages     = {883--888}
}


@article{Nai89,
   author    = {Nain, P. and Tsoucas, P. and Walrand, J.},
   title     = {Interchange Arguments in Stochastic Scheduling},
   journal   = jap,
   year      = 1989,
   volume    = {{\bf 26}},
   pages     = {815--826}
}


@phdthesis{Nas73,
   author    = {Nash, P.},
   title     = {Optimal Allocation of Resources to Research Projects},
   year      = 1973,
   school    = {Cambridge University},
   type      = {{Ph.D.} dissertation}
}


@article{Nas77,
   author    = {Nash, P. and Gittins, J.C.},
   title     = {A {H}amiltonian Approach to Optimal Stochastic Resource
                Allocation},
   journal   = aap,
   year      = 1977,
   volume    = {{\bf 9}},
   pages     = {56--68}
}


@article{Nas79b,
   author    = {Nash, P.},
   title     = {Controlled Jump Process Models for Stochastic Scheduling 
                Problems},
   journal   = {Internat. J. Control},
   year      = 1979,
   volume    = {{\bf 30}},
   pages     = {1011--1025}
}


@article{Nas80,
   author    = {Nash, P.},
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