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An index policy for dynamic pricing in cloud computing under price commitments
V. S. Borkar 1   ; K. Ravikumar 2   ; Krishnakant Saboo 3
1 Department of Electrical Engineering Indian Institute of Technology Bombay Powai, Mumbai 400076, India
2 TCS Innovation Labs Cincinnati, OH 45150, U.S.A.
3 Department of Electrical Engineering Indian Institute of Technology Bombay Powai, Mumbai 400076, India and Department of Electrical and Computer Engineering and the Coordinated Sciences Laboratory University of Illinois at Urbana-Champaign Urbana, IL 61801, U.S.A.
Applicationes Mathematicae, Tome 44 (2017) no. 2, pp. 215-245 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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A dynamic pricing based resource allocation problem for cloud computing is cast as a Markov decision process with average reward and hard per time combinatorial constraints. Following Whittle, its relaxation as a constrained average reward Markov decision process is analyzed and its Whittle indexability is established. An iterative scheme to compute the Whittle indices is also proposed.
DOI : 10.4064/am2313-6-2017
Keywords: dynamic pricing based resource allocation problem cloud computing cast markov decision process average reward hard per time combinatorial constraints following whittle its relaxation constrained average reward markov decision process analyzed its whittle indexability established iterative scheme compute whittle indices proposed

V. S. Borkar  1   ; K. Ravikumar  2   ; Krishnakant Saboo  3

1 Department of Electrical Engineering Indian Institute of Technology Bombay Powai, Mumbai 400076, India
2 TCS Innovation Labs Cincinnati, OH 45150, U.S.A.
3 Department of Electrical Engineering Indian Institute of Technology Bombay Powai, Mumbai 400076, India and Department of Electrical and Computer Engineering and the Coordinated Sciences Laboratory University of Illinois at Urbana-Champaign Urbana, IL 61801, U.S.A. 
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     journal = {Applicationes Mathematicae},
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V. S. Borkar; K. Ravikumar; Krishnakant Saboo. An index policy for dynamic pricing in cloud computing under price commitments. Applicationes Mathematicae, Tome 44 (2017) no. 2, pp. 215-245. doi: 10.4064/am2313-6-2017

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