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Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem

Author

Listed:
  • Chris Albright

    (Stanford University.)

  • Cyrus Derman

    (Columbia University)

Abstract

Certain sets of numbers {a in }, i = 0,..., n, n = 1, 2,..., are known characterize an optimal sequential assignment policy. In this paper the limiting behavior as n -> \infty of the a in 's is studied.

Suggested Citation

  • Chris Albright & Cyrus Derman, 1972. "Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem," Management Science, INFORMS, vol. 19(1), pages 46-51, September.
  • Handle: RePEc:inm:ormnsc:v:19:y:1972:i:1:p:46-51
    DOI: 10.1287/mnsc.19.1.46
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    Citations

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    Cited by:

    1. David T. Wu & Sheldon M. Ross, 2015. "A stochastic assignment problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(1), pages 23-31, February.
    2. Adrian Lee & Sheldon Jacobson, 2011. "Sequential stochastic assignment under uncertainty: estimation and convergence," Statistical Inference for Stochastic Processes, Springer, vol. 14(1), pages 21-46, February.
    3. Michael Katehakis & Ingram Olkin & Sheldon Ross & Jian Yang, 2013. "On the life and work of Cyrus Derman," Annals of Operations Research, Springer, vol. 208(1), pages 5-26, September.
    4. Hak Chun, Young, 1996. "Selecting the best choice in the weighted secretary problem," European Journal of Operational Research, Elsevier, vol. 92(1), pages 135-147, July.
    5. Arash Khatibi & Sheldon H. Jacobson, 2016. "Doubly Stochastic Sequential Assignment Problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(2), pages 124-137, March.
    6. Járai, Antal A., 2022. "Asymptotics of the optimum in discrete sequential assignment," Stochastic Processes and their Applications, Elsevier, vol. 148(C), pages 267-277.
    7. C G Lennon & J M McGowan & K Y Lin, 2008. "A game-theoretic model for repeated assignment problem between two selfish agents," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(12), pages 1652-1658, December.
    8. Sheldon Ross & David Wu, 2013. "A generalized coupon collecting model as a parsimonious optimal stochastic assignment model," Annals of Operations Research, Springer, vol. 208(1), pages 133-146, September.
    9. Laura A. McLay & Adrian J. Lee & Sheldon H. Jacobson, 2010. "Risk-Based Policies for Airport Security Checkpoint Screening," Transportation Science, INFORMS, vol. 44(3), pages 333-349, August.
    10. Xuanming Su & Stefanos A. Zenios, 2005. "Patient Choice in Kidney Allocation: A Sequential Stochastic Assignment Model," Operations Research, INFORMS, vol. 53(3), pages 443-455, June.
    11. Sheldon M. Ross & Gideon Weiss & Zhengyu Zhang, 2021. "Technical Note—A Stochastic Assignment Problem with Unknown Eligibility Probabilities," Operations Research, INFORMS, vol. 69(1), pages 266-272, January.

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