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Sequential stochastic assignment under uncertainty: estimation and convergence

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  • Adrian Lee
  • Sheldon Jacobson

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  • Adrian Lee & Sheldon Jacobson, 2011. "Sequential stochastic assignment under uncertainty: estimation and convergence," Statistical Inference for Stochastic Processes, Springer, vol. 14(1), pages 21-46, February.
    • Handle: RePEc:spr:sistpr:v:14:y:2011:i:1:p:21-46
    DOI: 10.1007/s11203-010-9049-4
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    References listed on IDEAS

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    1. Ahn, Jae-Hyeon & Kim, John J., 1998. "Action-timing problem with sequential Bayesian belief revision process," European Journal of Operational Research, Elsevier, vol. 105(1), pages 118-129, February.
    2. Cyrus Derman & Gerald J. Lieberman & Sheldon M. Ross, 1972. "A Sequential Stochastic Assignment Problem," Management Science, INFORMS, vol. 18(7), pages 349-355, March.
    3. Alexander G. Nikolaev & Sheldon H. Jacobson & Laura A. McLay, 2007. "A Sequential Stochastic Security System Design Problem for Aviation Security," Transportation Science, INFORMS, vol. 41(2), pages 182-194, May.
    4. Keith C. Brown & Deborah J. Brown, 1986. "Using Order Statistics to Estimate Real Estate Bid Distributions," Management Science, INFORMS, vol. 32(3), pages 289-297, March.
    5. Anton J. Kleywegt & Jason D. Papastavrou, 1998. "The Dynamic and Stochastic Knapsack Problem," Operations Research, INFORMS, vol. 46(1), pages 17-35, February.
    6. Xuanming Su & Stefanos A. Zenios, 2005. "Patient Choice in Kidney Allocation: A Sequential Stochastic Assignment Model," Operations Research, INFORMS, vol. 53(3), pages 443-455, June.
    7. Chris Albright & Cyrus Derman, 1972. "Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem," Management Science, INFORMS, vol. 19(1), pages 46-51, September.
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    Cited by:

    1. Arash Khatibi & Sheldon H. Jacobson, 2016. "Doubly Stochastic Sequential Assignment Problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(2), pages 124-137, March.
    2. Adrian J. Lee & Sheldon H. Jacobson, 2012. "Addressing Passenger Risk Uncertainty for Aviation Security Screening," Transportation Science, INFORMS, vol. 46(2), pages 189-203, May.

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