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arXiv · 1912.06419

Asymptotics of the optimum in discrete sequential assignment

Antal A. Járai
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Abstract

We consider the stochastic sequential assignment problem of Derman, Lieberman and Ross (1972) corresponding to a discrete distribution supported on a finite set of points. We use large deviation estimates to compute the asymptotics of the optimal policy as the number of tasks $N \to \infty$.

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Antal A. Járai. 2019-12-13. Asymptotics of the optimum in discrete sequential assignment. https://arxiv.org/abs/1912.06419

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