Asymptotics of the optimum in discrete sequential assignment

DOI10.1016/J.SPA.2022.02.011zbMath1491.60187arXiv1912.06419OpenAlexW2995797587MaRDI QIDQ2132535

Antal A. Járai

Publication date: 28 April 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.06419

zbMATH Keywords

large deviationmartingaleoptimal policystochastic sequential assignment

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15) Dynamic programming (90C39) Special processes (60K99) Large deviations (60F10)

Cites Work

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• Phase transition in a sequential assignment problem on graphs
• The dice-and-numbers game
• A Sequential Stochastic Assignment Problem
• Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem
• Large deviations

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