Professor Kevin Glazebrook

Distinguished Professor

Research Interests

My research centres on questions concerning how complex random systems should be optimally controlled. This work ranges from theoretical analyses of novel methodologies through to more applied work, focussing on practical applications. Application areas of current interest include:

  • The optimal management of networks of inventories (eg, retail outlets);
  • How manufacturing companies should manage the outsourcing of warranty repair work;
  • How customers should be routed for service in complex service systems.
  • Cargo revenue management
  • The optimal processing of intelligence information
  • The optimal deployment of resources for defensive surveillance

I am always keen to welcome new PhD students. You will find an extensive list of recent publications on my Management School web page

On the asymptotic optimality of greedy index heuristics for multi-action restless bandits
Glazebrook, K., Hodge, D. expected in 2015 In: Advances in Applied Probability.
Journal article

Stochastic scheduling: a short history of index policies and new approaches to index generation for dynamic resource allocation
Glazebrook, K., Hodge, D., Kirkbride, C., Minty, J. 10/2014 In: Journal of Scheduling. 17, 5, p. 407-425. 19 p.
Journal article

Effects of state-dependent balking on multi-server non-stationary queueing systems
Chassioti, E., Worthington, D.J., Glazebrook, K.D. 03/2014 In: Journal of the Operational Research Society. 65, 2, p. 278-290. 13 p.
Journal article

How and when to deploy error prone sensors in support of the maintenance of two-phase systems with ageing
MacPherson, A., Glazebrook, K. 03/2014 In: IEEE Transactions on Reliability. 63, 1, p. 118-133. 16 p.
Journal article

Optimal patrol to uncover threats in time when detection is imperfect
Glazebrook, K., Lin, K., Atkinson, M. 2014 In: Naval Research Logistics.
Journal article

Benefits of hybrid lateral transhipments in multi-item inventory networks under periodic replenishment
Glazebrook, K., Paterson, C., Rauscher, S., Archibald, T. 2014 In: Production and Operations Management. 28 p.
Journal article

Dynamic routing in distinguishable parallel queues: an application of product returns for remanufacturing
Ding, L., Glazebrook, K. 07/2013 In: OR Spectrum. 35, 3, p. 585-608. 24 p.
Journal article

A graph patrol problem with random attack times
Lin, K., Atkinson, M., Chung, T., Glazebrook, K. 05/2013 In: Operations Research. 61, 3, p. 694-710. 17 p.
Journal article

Monotone policies and indexability for bi-directional restless bandits
Glazebrook, K., Hodge, D.J., Kirkbride, C. 03/2013 In: Advances in Applied Probability. 45, 1, p. 51-85. 45 p.
Journal article

Enhanced lateral transshipments in a multi-location inventory system
Paterson, C., Teunter, R., Glazebrook, K. 09/2012 In: European Journal of Operational Research. 221, 2, p. 317-327. 11 p.
Journal article

A Bayesian approach to the triage problem with imperfect classification
Li, D., Glazebrook, K.D. 16/11/2011 In: European Journal of Operational Research. 215, 1, p. 169-180. 12 p.
Journal article

Dynamic resource allocation in a multi-product make-to-stock production system
Hodge, D.J., Glazebrook, K.D. 04/2011 In: Queueing Systems, Theory and Applications. 67, 4, p. 333-364. 32 p.
Journal article

A dynamic programming policy improvement approach to the development of maintenance policies for 2-phase systems with ageing
Macpherson, A., Glazebrook, K.D. 2011 In: IEEE Transactions on Reliability. 60, 2, p. 448-459. 12 p.
Journal article

Multi-Armed Bandit Allocation Indices
Gittins, J., Glazebrook, K.D., Weber, R. 2011 London : Wiley-Blackwell. 293 p. ISBN: 9780470670026.
Book

Inventory models with lateral transhipments: a review
Paterson, C., Kiesmueller, G., Teunter, R.H., Glazebrook, K.D. 2011 In: European Journal of Operational Research. 210, p. 125-136. 12 p.
Journal article

General notions of indexability for queueing control and asset management
Glazebrook, K.D., Hodge, D.J., Kirkbride, C. 2011 In: Annals of Applied Probability. 21, 3, p. 876-907. 32 p.
Journal article

An approximate dynamic programming approach to the development of heuristics for the scheduling of impatient jobs in a clearing system
Li, D., Glazebrook, K.D. 2010 In: Naval Research Logistics. 57, p. 225-236. 12 p.
Journal article

The use of simple calibrations of the individual locations in making transhipment decisions in a multi-location inventory network
Archibald, T.W., Black, D., Glazebrook, K.D. 2010 In: Journal of the Operational Research Society. 61, p. 294-305. 12 p.
Journal article

A generalised gittins index for a class of multi-armed bandits with general resource requirements
Glazebrook, K.D., Minty, R.J. 2009 In: Mathematics of Operations Research. 34, p. 26-44. 19 p.
Journal article

Search for a malevolent needle in a benign haystack
Gaver, D.P., Glazebrook, K.D., Jacobs, P.A. 2009 In: Game Theoretic Risk Analysis of Security Threats. Berlin : Springer p. 125-146. 22 p.
Chapter

Index policies for the admission control and routing of impatient customers to heterogeneous service stations
Glazebrook, K.D., Kirkbride, C., Ouenniche, J. 2009 In: Operations Research. 57, p. 975-989. 15 p.
Journal article

Indexability and index heuristics for a simple class of inventory routing problems
Archibald, T.W., Black, D., Glazebrook, K.D. 2009 In: Operations Research. 57, p. 314-326. 13 p.
Journal article

Dynamic routing of customers with general delay costs
Argon, N.T., Ding, L., Glazebrook, K.D., Ziya, S. 2009 In: Probability in the Engineering and Informational Sciences. 23, p. 175-203. 29 p.
Journal article

An index heuristic for transshipment decisions in multi-location inventory systems based on a pairwise decomposition
Archibald, T.W., Black, D., Glazebrook, K.D. 2009 In: European Journal of Operational Research. 192, p. 69-78. 10 p.
Journal article

Dynamic policies for uncertain time-critical tasking problems
Glazebrook, K.D., Punton, E.L. 2008 In: Naval Research Logistics. 55, 2, p. 142-155. 14 p.
Journal article

Allocation models and heuristics for the outsourcing of repairs for a dynamic warranty population
Ding, L., Glazebrook, K.D., Kirkbride, C. 2008 In: Management Science. 54, 3, p. 594-607. 14 p.
Journal article

On a new stochastic usage model (Non-time-homogeneous Poisson) for testing a multi-stage system to promote reliability growth
Gaver, D.P., Jacobs, P.A., Glazebrook, K.D., Seglie, E.A. 2007 In: Quality Technology and Quantitative Management. 4, 1, p. 95-109. 15 p.
Journal article

Dynamic routing to heterogeneous collections of unreliable servers
Glazebrook, K.D., Kirkbride, C. 2007 In: Queueing Systems, Theory and Applications. 55, 1, p. 9-25. 17 p.
Journal article

Index policies for shooting problems
Glazebrook, K.D., Gaver, D.P., Jacobs, P.A., Mitchell, H.M., Kirkbride, C. 2007 In: Operations Research. 55, 4, p. 769-781. 13 p.
Journal article

Some families of indexable restless bandit problems.
Glazebrook, K., Kirkbride, C., Ruiz-Hernandez, D. 1/09/2006 In: Advances in Applied Probability. 38, 3, p. 643-672. 30 p.
Journal article

Modelling and analysis of uncertain time-critical tasking problems.
Gaver, D., Jacobs, P.A., Samorodnitsky, G., Glazebrook, K.D. 09/2006 In: Naval Research Logistics. 53, 6, p. 588-599. 12 p.
Journal article

Spinning plates and squad systems- policies for bi-directional restless bandits.
Glazebrook, K., Kirkbride, C., Ruiz-Hernandez, D. 03/2006 In: Advances in Applied Probability. 38, 1, p. 95-115. 21 p.
Journal article

Some indexable families of restless bandit problems
Glazebrook, K.D., Ruiz-Hernandez, D., Kirkbride, C. 2006 In: Advances in Applied Probability. 38, 3, p. 643-672. 30 p.
Journal article

Modeling and analysis of uncertain time-critical tasking problems
Gaver, D.P., Jacobs, P.A., Samorodnitsky, G., Glazebrook, K.D. 2006 In: Naval Research Logistics. 53, 6, p. 588-599. 12 p.
Journal article

Spinning plates and squad systems: policies for bi-directional restless bandits
Glazebrook, K.D., Kirkbride, C., Ruiz-Hernandez, D. 2006 In: Advances in Applied Probability. 38, 1, p. 95-115. 21 p.
Journal article

Fixed-time schedules for the processing of jobs when service completions are unobservable
Glazebrook, K.D., Punton, E.L. 2005 In: Mathematical Methods of Operational Research. 62, p. 77-97. 21 p.
Journal article

A static allocation model for the outsourcing of warranty repairs
Glazebrook, K.D., Ding, L. 2005 In: Journal of the Operational Research Society. 56, p. 825-835. 11 p.
Journal article

Outsourcing warranty repairs - dynamic allocation
Glazebrook, K.D., Opp, M., Kulkarni, V. 2005 In: Naval Research Logistics. 52, p. 381-398. 18 p.
Journal article

Optimal scheduling of tasks when service is subject to disruption: the preempt-repeat case
Glazebrook, K.D. 2005 In: Mathematical Methods of Operational Research. 61, p. 51-72. 22 p.
Journal article

Index policies for the maintenance of a collection of machines by a set of repairmen
Glazebrook, K.D., Mitchell, H.M., Ansell, P.S. 2005 In: European Journal of Operational Research. 165, p. 267-284. 18 p.
Journal article

Dynamic routing among several intermittently available servers
Martin, S.P., Mitrani, I., Glazebrook, K.D. 2005 In: Next Generation Internet Networks, 2005. IEEE p. 1-8. 8 p.
Paper

Index policies for the routing of background jobs
Glazebrook, K.D., Kirkbride, C. 2004 In: Naval Research Logistics. 51, 6, p. 856-872. 17 p.
Journal article

On the optimal allocation of service to impatient tasks
Glazebrook, K.D., Ansell, P.S., Dunn, R.T., Lumley, R.R. 2004 In: Journal of Applied Probability. 41, p. 57-72. 16 p.
Journal article

Shoot-look-shoot: a review and extension
Glazebrook, K.D., Washburn, A. 2004 In: Operations Research. 52, 3, p. 454-463. 10 p.
Journal article

Discounted multi-armed bandit problems on a collection of machines with varying speeds
Glazebrook, K., Dunn, R.T. 2004 In: Mathematics of Operations Research. 29, 2, p. 266-279. 14 p.
Journal article

Index heuristics for multi-class M/G/1 systems with non-preemptive service and convex holding costs
Glazebrook, K.D., Ansell, P.S., Lumley, R.R. 2003 In: Queueing Systems, Theory and Applications. 45, p. 81-111. 31 p.
Journal article

Probability models for sequential-stage system reliability growth via failure mode removal
Glazebrook, K.D., Gaver, D.P., Jacobs, P.A., Seaglie, E.A. 2003 In: International Journal of Reliability, Quality and Safety Engineering. 10, p. 15-40. 26 p.
Journal article

An analysis of Klimov's problem with parallel servers
Glazebrook, K.D. 2003 In: Mathematical Methods of Operational Research. 58, p. 1-28. 28 p.
Journal article

Generalised "join the shortest queue" policies for the dynamic routing of jobs to multiclass queues
Ansell, P.S., Glazebrook, K.D., Kirkbride, C. 2003 In: Journal of the Operational Research Society. 54, 4, p. 379-389. 11 p.
Journal article

Whittle's index policy for a multi-class queueing system with convex holding costs
Glazebrook, K.D., Ansell, P.S., Nino-Mora, J., O'Keeffe, M. 2003 In: Mathematical Methods of Operational Research. 57, p. 21-39. 19 p.
Journal article

Index policies for a class of discounted restless bandit problems
Glazebrook, K.D., Nino-Mora, J., Ansell, P.S. 2002 In: Advances in Applied Probability. 34, p. 754-774. 21 p.
Journal article

Output analysis for a single-buffer multi-class queue: FCFS Service
Glazebrook, K.D., Kulkarni, G. 2002 In: Journal of Applied Probability. 39, p. 341-358. 18 p.
Journal article

An index policy for stochastic scheduling model with improving/deteriorating jobs
Glazebrook, K.D., Mitchell, A. 2002 In: Naval Research Logistics. 49, p. 706-721. 16 p.
Journal article

Suppression of Enemy Air Defenses (SEAD) as an Information Duel
Glazebrook, K.D., Gaver, D.P., Jacobs, P.A., Barkdoll, A., Posadas, A. 2002 In: Naval Research Logistics. 49, p. 743-742. 2 p.
Journal article

The dependence of optimal returns from multi-class queueing systems on their customer base
Dacre, M.J., Glazebrook, K.D. 2002 In: Queueing Systems, Theory and Applications. 40, p. 93-115. 23 p.
Journal article

Threshold policies for multiclass queueing systems
Glazebrook, K.D., Ansell, P.S. 2001 In: Probability in the Engineering and Informational Sciences. 15, p. 15-33. 19 p.
Journal article

The performance of index-based policies for bandit problems with stochastic machine availability
Glazebrook, K.D., Dunn, R.T. 2001 In: Advances in Applied Probability. 33, p. 365-390. 26 p.
Journal article

Parallel scheduling of multiclass M/M/m queues: approximate and heavy-traffic optimization of achievable performance
Glazebrook, K., Nino-Mora, J. 2001 In: Operations Research. 49, 4, p. 609-623. 15 p.
Journal article

Assessing an intuitive condition for stability under a range of traffic conditions via a generalised Lu-Kumar network
Glazebrook, K.D., Nino-Mora, J. 2000 In: Journal of Applied Probability. 37, p. 890-899. 10 p.
Journal article

Index-based policies for discounted multi-armed bandits on parallel machines
Glazebrook, K.D., Wilkinson, A. 2000 In: Annals of Applied Probability. 10, p. 877-896. 20 p.
Journal article

Evaluating policies for generalised bandits via a notion of duality
Glazebrook, K.D., Crosbie, J.H. 2000 In: Journal of Applied Probability. 37, p. 540-546. 7 p.
Journal article

Allocation of tasks to specialised processors: a planning approach
Glazebrook, K.D., Becker, K.J., Gaver, D.P., Jacobs, P.A., Lawphongpanich, S. 2000 In: European Journal of Operational Research. 25, 281-29
Journal article

Index policies and a novel performance space structure for a class of generalised branching bandit problems
Glazebrook, K.D., Crosbie, J.H. 2000 In: Mathematics of Operations Research. 25, p. 281-297. 17 p.
Journal article

The achievable region approach to the optimal control of stochastic systems (with discussion)
Glazebrook, K.D., Dacre, M.J., Nino-Mora, J. 1999 In: Journal of the Royal Statistical Society - Series B: Statistical Methodology. 61, p. 747-791. 45 p.
Journal article

Almost optimal policies for stochastic systems which almost satisfy conservation laws
Glazebrook, K.D., Garbe, R. 1999 In: Annals of Operations Research. 92, p. 19-43. 25 p.
Journal article

A linear programming approach to stability, optimisation and performance analysis for Markovian multiclass queueing networks
Glazebrook, K.D., Nino-Mora, J. 1999 In: Annals of Operations Research. 92, p. 1-18. 18 p.
Journal article

A semidefinite programming approach to the optimal control of a single server queueing system with imposed second moment constraints
Glazebrook, K.D., Ansell, P.S., Mitrani, I., Nino-Mora, J. 1999 In: Journal of the Operational Research Society. 50, p. 765-773. 9 p.
Journal article

The economic design of a sequential screen
Glazebrook, K.D., Boys, R.J., Laws, D. 1999 In: Sequential Analysis. 18, p. 1-21. 21 p.
Journal article

Sequential Methods in Statistics
Wetherill, G.B., Glazebrook, K.D. 1986 N/A : unknown. ISBN: 0412281503.
Book