A stochastic assignment problem |
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| Authors: | David T Wu Sheldon M Ross |
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| Affiliation: | Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, California |
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| Abstract: | There are n boxes with box i having a quota value  Balls arrive sequentially, with each ball having a binary vector  attached to it, with the interpretation being that if Xi = 1 then that ball is eligible to be put in box i. A ball's vector is revealed when it arrives and the ball can be put in any alive box for which it is eligible, where a box is said to be alive if it has not yet met its quota. Assuming that the components of a vector are independent, we are interested in the policy that minimizes, either stochastically or in expectation, the number of balls that need arrive until all boxes have met their quotas. © 2014 Wiley Periodicals, Inc. 62:23–31, 2015 |
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| Keywords: | sequential assignment problem dynamic programming stochastic optimization stochastic process modeling probability online optimization |
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