Stochastic sequential assignment problem with threshold criteria

DOI10.1017/S0269964813000028MaRDI QIDQ2844470zbMATH OpenOpenAlexFDO

Authors Golshid Baharian, Sheldon H. Jacobson

Publication date 28 August 2013

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964813000028

zbMATH Keywords

Markov decision processoptimal value functionthreshold criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Discrete location and assignment (90B80)

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Cites work

• A Markov-Decision-Chain Approach to a Stochastic Assignment Problem
• A Sequential Stochastic Assignment Problem
• Equivalence classes for optimizing risk models in Markov decision processes.
• Minimising a threshold probability in discounted Markov decision processes
• Minimizing risk models in Markov decision processes with policies depending on target values
• Optimal Sequential Assignments with Random Arrival Times
• Optimal policy for minimizing risk models in Markov decision processes
• Optimal threshold probability and expectation in semi-Markov decision processes
• Optimal threshold probability in undiscounted Markov decision processes with a target set.
• Patient Choice in Kidney Allocation: A Sequential Stochastic Assignment Model
• Stochastic Target Hitting Time and the Problem of Early Retirement
• Stochastic sequential decision-making with a random number of jobs
• Structural Properties of Stochastic Dynamic Programs
• The Stochastic Sequential Assignment Problem With Random Deadlines
• Value iteration methods in risk minimizing stopping problems

Cited in

(10)

• THE SEQUENTIAL STOCHASTIC ASSIGNMENT PROBLEM WITH POSTPONEMENT OPTIONS
• Online capacity planning for rehabilitation treatments: an approximate dynamic programming approach
• Limiting behavior of the stochastic sequential assignment problem
• Sequential stochastic assignment under uncertainty: estimation and convergence
• Asymptotic analysis for multi-objective sequential stochastic assignment problems
• Extensions of the sequential stochastic assignment problem
• Doubly stochastic sequential assignment problem
• Limiting behavior of the target-dependent stochastic sequential assignment problem
• Generalized sequential stochastic assignment problem
• Triply stochastic sequential assignment problem with the uncertainty in worker survival

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