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Abstract |
We deal with a sequential stochastic assignment problem on a partially observable Markov chain. This is a generalization of a problem treated in Derman, Lieberman and Ross (1972). Especially, not only... one job will appear at one time period. Under several assumptions, we consider a partially observable Markov chain and several properties concerning a relation between observations and information. On basis of these properties, we investigate the sequential stochastic assignment problem on this partially observable Markov chain.show more
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