Asymptotics of the optimum in discrete sequential assignment
Probability
2022-03-01 v2 Optimization and Control
Abstract
We consider the stochastic sequential assignment problem of Derman, Lieberman and Ross (1972) corresponding to a discrete distribution supported on a finite set of points. We use large deviation estimates to compute the asymptotics of the optimal policy as the number of tasks .
Cite
@article{arxiv.1912.06419,
title = {Asymptotics of the optimum in discrete sequential assignment},
author = {Antal A. Járai},
journal= {arXiv preprint arXiv:1912.06419},
year = {2022}
}
Comments
13 pages, 1 figure. Incorporates the referee's comments