Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem

Certain sets of numbers {a<sub>in</sub>}, 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<sub>in</sub>'s is studied.

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Year of publication:	1972
Authors:	Albright, Chris ; Derman, Cyrus
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 19.1972, 1, p. 46-51
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.19.1.46 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009198018