Optimal strategies for a class of sequential control problems with precedence relations
DOI10.1214/009053606000001569zbMath1209.62178arXivmath/0609431OpenAlexW2049229121MaRDI QIDQ2456018
Cheng-Der Fuh, Hock Peng Chan, Inchi Hu
Publication date: 17 October 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609431
schedulingMarkov chainsoptimal stoppinglikelihood ratiomulti-armed banditsWald's equationKullback-Leibler numbersingle-machine job sequencing
Sequential statistical methods (62L99) Stochastic scheduling theory in operations research (90B36) Optimal stochastic control (93E20) 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)
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