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Asymptotics of the optimum in discrete sequential assignment
Published 13 Dec 2019 in math.PR and math.OC | (1912.06419v2)
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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