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

DOI10.1109/9.920787zbMath1017.90052OpenAlexW2127283602MaRDI QIDQ4540372

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

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

Related Items (6)

Sequential online subsampling for thinning experimental designs ⋮ Shelf life of candidates in the generalized secretary problem ⋮ On the linear combination of exponential and gamma random variables ⋮ On the Linear Combination of Laplace and Logistic Random Variables ⋮ On the sequential construction of optimum bounded designs ⋮ Sequential Construction of an Experimental Design from an I.I.D. Sequence of Experiments without Replacement

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