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

DOI10.1214/AOS/1015957475MaRDI QIDQ1848847zbMATH OpenOpenAlexFDO

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

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)

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• Irreversible adaptive allocation rules
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• Markov chains and stochastic stability
• On the undiscounted tax problem with precedence constraints
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Cited in

(5)

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

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