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by Christos H. Papadimitriou, John N. Tsitsiklis
Math. Oper. Res
http://web.mit.edu/jnt/www/Papers/exprev.ps
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Abstract:
ABSTRACT: We show that several well-known optimization problems related to the optimal control of queues are provably intractable---independently of any unproven conjecture such as P6=NP. In particular, we show that several versions of the problem of optimally controlling a simple network of queues with simple arrival and service distributions and multiple customer classes is complete for exponential time. This is perhaps the first such intractability result for a well-known optimization problem. We also show that the restless bandit problem (the generalization of the multi-armed bandit problem to the case in which the unselected processes are not quiescent) is complete for polynomial space. 1.
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