Abstract
Some problems of stochastic allocation and scheduling have the property that there is a single strategy which minimizes the expected value of the costs incurred up to every finite time horizon. We present a sufficient condition for this to occur in the case where the problem can be modelled by a Markov decision process with costs depending only on the state of the process. The condition is used to establish the nature of the optimal strategies for problems of customer assignment, dynamic memory allocation, optimal gambling, maintenance and scheduling.
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© 1982 D. Reidel Publishing Company
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Nash, P., Weber, R.R. (1982). Dominant Strategies in Stochastic Allocation and Scheduling Problems. In: Dempster, M.A.H., Lenstra, J.K., Rinnooy Kan, A.H.G. (eds) Deterministic and Stochastic Scheduling. NATO Advanced Study Institutes Series, vol 84. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7801-0_20
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DOI: https://doi.org/10.1007/978-94-009-7801-0_20
Publisher Name: Springer, Dordrecht
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