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Procedures for the evaluation of strategies for resource allocation in a stochastic environment

Published online by Cambridge University Press:  14 July 2016

K. D. Glazebrook
K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
*
∗Postal address: Department of Mathematics and Statistics, University of Newcastle upon Tyne, NE1 7RU, UK.
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Abstract

Existing procedures for strategy evaluation based on earlier work by the author have led (inter alia) to procedures for the assessment of heuristics for stochastic scheduling and to the development of an approach to sensitivity analysis. Recent theoretical work has now led to the development of more effective evaluation procedures. The key results are reported here.

Keywords

GITTINS INDEXSTOCHASTIC MODELS FOR RESOURCE ALLOCATIONSTRATEGY EVALUATION
Type
Short Communications
Information
Journal of Applied Probability , Volume 27 , Issue 1 , March 1990 , pp. 215 - 220
Copyright
Copyright © Applied Probability Trust 1990 

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