Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem

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 → ∞ of the a in 's is studied.

• 저널Management Science · 19(1) · 46–51
• 토픽Optimization and Search Problems · Computer Networks and Communications
• DOI10.1287/mnsc.19.1.46
• 저자Chris Albright, Cyrus Derman