Scheduling Jobs with Stochastic Holding Costs. (arXiv:2105.13655v3 [cs.LG] UPDATED)

We study a single-server scheduling problem for the objective of minimizing
the expected cumulative holding cost incurred by jobs, where parameters
defining stochastic job holding costs are unknown to the scheduler. We consider
a general setting allowing for different job classes, where jobs of the same
class have statistically identical holding costs and service times, with an
arbitrary number of jobs across classes. In each time step, the server can
process a job and observes random holding costs of the …

arxiv costs jobs scheduling stochastic