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Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem

✍ Scribed by Albright, Chris; Derman, Cyrus


Book ID
118234222
Publisher
INFORMS
Year
1972
Tongue
English
Weight
275 KB
Volume
19
Category
Article
ISSN
0025-1909

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πŸ“œ SIMILAR VOLUMES


Optimal Adaptive Policies for Sequential
✍ Apostolos N. Burnetas; Michael N. Katehakis πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 301 KB

Consider the problem of sequential sampling from m statistical populations to maximize the expected sum of outcomes in the long run. Under suitable assumptions on the unknown parameters g ⌰, it is shown that there exists a class C of R Ž . adaptive policies with the following properties: i The expec