Asymptotic analysis for multi-objective sequential stochastic assignment problems

DOI10.1080/17442508.2019.1612898MaRDI QIDQ5086480zbMATH OpenOpenAlexFDO

Authors Ge Yu, Sheldon H. Jacobson, Negar Kiyavash

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1612898

zbMATH Keywords

asymptotic analysisconvergence ratePareto optimal policiesmulti-objective sequential stochastic assignment problems

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Multi-objective and goal programming (90C29) Stochastic programming (90C15) Optimal stopping in statistics (62L15) Discrete location and assignment (90B80)

Recommendations

• Limiting behavior of the stochastic sequential assignment problem
• Extensions of the sequential stochastic assignment problem
• Sequential stochastic assignment problem with time-dependent random success rates
• Asymptotics of the optimum in discrete sequential assignment
• Stochastic sequential assignment problem with threshold criteria

Cites work

• scientific article; zbMATH DE number 4154239 (Why is no real title available?)
• A Sequential Stochastic Assignment Problem
• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain
• A generalized coupon collecting model as a parsimonious optimal stochastic assignment model
• A markov chain version of the secretary problem
• A stochastic assignment problem
• AdWords and generalized online matching
• Approximate Dynamic Programming
• Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem
• Designing aviation security passenger screening systems using nonlinear control
• Dynamic search models with multiple items
• Limiting behavior of the stochastic sequential assignment problem
• Limiting behavior of the target-dependent stochastic sequential assignment problem
• Multiple buying or selling with vector offers
• Near optimal online algorithms and fast approximation algorithms for resource allocation problems
• On an Equation of Wald
• On the Lambert \(w\) function
• Online Stochastic Matching: Beating 1-1/e
• Online bipartite matching with random arrivals, an approach based on strongly factor-revealing LPs
• Optimal Sequential Assignment
• Optimal Sequential Assignments with Random Arrival Times
• Patient Choice in Kidney Allocation: A Sequential Stochastic Assignment Model
• Primal beats dual on online packing LPs in the random-order model
• Probability Inequalities for Sums of Bounded Random Variables
• Stochastic sequential decision-making with a random number of jobs

Cited in

(3)

• Probabilistic assignment problem with multi-unit demands: a generalization of the serial rule and its characterization
• Asymptotics of the optimum in discrete sequential assignment
• Triply stochastic sequential assignment problem with the uncertainty in worker survival

This page was built for publication: Asymptotic analysis for multi-objective sequential stochastic assignment problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086480)