Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem
Chris Albright and
Cyrus Derman
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Chris Albright: Stanford University.
Cyrus Derman: Columbia University
Management Science, 1972, vol. 19, issue 1, 46-51
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.
Date: 1972
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:19:y:1972:i:1:p:46-51
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