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Stochastically maximizing the number of successes in a sequential assignment problem
Published online by Cambridge University Press: 14 July 2016
Abstract
In the classical sequential assignment problem as introduced by Derman et al. (1972) there are n workers who are to be assigned a finite number of sequentially arriving jobs. If a worker of value p is assigned a job of value x the return is px, where we interpret the return as the probability that the given worker correctly completes the given job. The job value is a random value that is observed upon arrival, and jobs must be assigned or rejected when they arrive. Each worker can only do one job. Derman et al. showed that when the objective is to maximize the expected return, i.e., the expected number of correctly completed jobs, the optimal policy is a simple threshold policy, which does not depend on the worker values. Their result was extended by Albright (1974) to allow job arrivals according to a Poisson process and a single random deadline for job completion (which is equivalent to discounting). Righter (1987) further extended the result to permit workers to have independent random deadlines for job completions. Here we show that when there are independent deadlines a simple threshold policy that is independent of the worker values stochastically maximizes the number of correctly completed jobs, and therefore maximizes the expected number of correctly completed jobs. We also show that there is no policy that stochastically maximizes the number of correctly completed jobs when there is a single deadline. However, when there is single deadline and the objective is to maximize the probability that n jobs are done correctly by n workers, then the optimal policy is determined by a single threshold that is independent of n and of the worker values.
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- Copyright © Applied Probability Trust 1990
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