December 2016 Sequential stochastic assignment problem with time-dependent random success rates
Golshid Baharian, Arash Khatibi, Sheldon H. Jacobson
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J. Appl. Probab. 53(4): 1052-1063 (December 2016).

Abstract

The sequential stochastic assignment problem (SSAP) allocates distinct workers with deterministic values to sequentially arriving tasks with stochastic parameters to maximize the expected total reward. In this paper we study an extension of the SSAP, in which the worker values are considered to be random variables, taking on new values upon each task arrival. Several SSAP models with different assumptions on the distribution of the worker values and closed-form expressions for optimal assignment policies are presented.

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Golshid Baharian. Arash Khatibi. Sheldon H. Jacobson. "Sequential stochastic assignment problem with time-dependent random success rates." J. Appl. Probab. 53 (4) 1052 - 1063, December 2016.

Information

Published: December 2016
First available in Project Euclid: 7 December 2016

zbMATH: 1356.60176
MathSciNet: MR3581241

Subjects:
Primary: 60G20
Secondary: 68R01

Keywords: optimal policy , Sequential stochastic assignment

Rights: Copyright © 2016 Applied Probability Trust

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Vol.53 • No. 4 • December 2016
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