Optimal Strategies for a Class of Constrained Sequential Problems
Kadane, Joseph B. ; Simon, Herbert A.
Ann. Statist., Tome 5 (1977) no. 1, p. 237-255 / Harvested from Project Euclid
This paper considers and unifies two sequential problems which have been extensively discussed. A class of sequential problems is proposed that includes both. An arbitrary partial ordering constraint is permitted to restrict possible strategies. An algorithm is proposed for finding the optimal strategy, and we prove that a strategy is optimal for the class of problems if and only if it can be found by the algorithm. The main tool is a set of functional equations in strategy space.
Publié le : 1977-03-14
Classification:  Search theory,  detection search,  constrained search,  functional equations in strategy space,  sequencing,  scheduling,  job shop problem,  job sequencing,  single machine job sequencing,  90B40,  49C15
@article{1176343791,
     author = {Kadane, Joseph B. and Simon, Herbert A.},
     title = {Optimal Strategies for a Class of Constrained Sequential Problems},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 237-255},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343791}
}
Kadane, Joseph B.; Simon, Herbert A. Optimal Strategies for a Class of Constrained Sequential Problems. Ann. Statist., Tome 5 (1977) no. 1, pp.  237-255. http://gdmltest.u-ga.fr/item/1176343791/