Asymptotically efficient strategies for a stochastic scheduling problem with order constraints.

DOI10.1214/AOS/1015957475zbMATH Open1105.62365OpenAlexW1560163377MaRDI QIDQ1848847FDOQ1848847

Authors: Cheng-Der Fuh, Inchi Hu 

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015957475

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Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Cites Work

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• Strategy evaluation for stochastic scheduling problems with order constraints
• Poisson equation, moment inequalities and quick convergence for Markov random walks.
• A dependent data extension of Wald's identity and its application to sequential test performance computation
• Wald's equations, first passage times and moments of ladder variables in Markov random walks
• On the undiscounted tax problem with precedence constraints

Cited In (5)

• Optimal strategies for a class of sequential control problems with precedence relations
• Estimation in hidden Markov models via efficient importance sampling
• A tutorial on geometric programming
• Asymptotic convergence of scheduling policies with respect to slowdown
• Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection

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