Optimal and asymptotically optimal decision rules for sequential screening and resource allocation

DOI10.1109/9.920787MaRDI QIDQ4540372zbMATH OpenOpenAlexFDO

Authors Luc Pronzato

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b362bfa48aecd2e1965cf463def1474615df995b

zbMATH Keywords

dynamic programmingsequential experimental designstochastic assignment

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic scheduling theory in operations research (90B36) Stochastic programming (90C15) Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03)

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Cited in

(10)

• Shelf life of candidates in the generalized secretary problem
• On the sequential construction of optimum bounded designs
• On the Linear Combination of Laplace and Logistic Random Variables
• Constrained Sequential Resource Allocation and Guessing Games
• A STOCHASTIC SEQUENTIAL ALLOCATION PROBLEM WHERE THE RESOURCES CAN BE REPLENISHED
• The dependent doors problem: an investigation into sequential decisions without feedback
• Sequential construction of an experimental design from an i.i.d. sequence of experiments without replacement
• Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance
• Sequential online subsampling for thinning experimental designs
• On the linear combination of exponential and gamma random variables

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