Stochastic Sequential Decision-Making with a Random Number of Jobs

被引：23
|
作者：
Nikolaev, Alexander G. [1 ]
Jacobson, Sheldon H. [2 ]
机构：
[1] Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60201 USA
[2] Univ Illinois, Dept Comp Sci, Urbana, IL 61801 USA
来源：
OPERATIONS RESEARCH | 2010年 / 58卷 / 04期
基金：
美国国家科学基金会;
关键词：
KNAPSACK-PROBLEM; ASSIGNMENT PROBLEM; AVIATION SECURITY; ALLOCATION; HORIZON; MODEL;
D O I：
10.1287/opre.1090.0778
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper addresses a class of problems in which available resources need to be optimally allocated to a random number of jobs with stochastic parameters. Optimal policies are presented for variations of the sequential stochastic assignment problem and the dynamic stochastic knapsack problem, in which the number of arriving jobs is unknown until after the final arrival, and the job parameters are assumed to be independent but not identically distributed random variables.
引用
收藏
页码：1023 / 1027
页数：5
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