Gaussian Assignment Process

Maxima and near-maxima of a Gaussian random assignment field

The assumption that the elements of the cost matrix in the classical assignment problem are drawn independently from a standard Gaussian distribution motivates the study of a particular Gaussian field indexed by the symmetric permutation group. The correlation structure of the field is determined by the Hamming distance between two permutations. The expectation of the maximum of the field is shown to go to infinity in the same way as if all variables of the field were independent. However, the variance of the maximum is shown to converge to zero at a rate which is slower than under independenc…

Extrema of multinomial assignment process

We study the asymptotic behavior of the expectation of the maxima and minima of random assignment process generated by a large matrix with multinomial entries. A variety of results is obtained for different sparsity regimes.

On the maximum of a special random assignment process

We consider the asymptotic behavior of the expectation of the maximum for a special assignment process with constant or i.i.d. coefficients. We show how it depends on the coefficients' distribution.

On the maximum of random assignment process

We describe the behavior of the expectation of the maximum for a random assignment process built upon a square matrix with independent entries. Under mild assumptions on the underlying distribution, the answer is expressed in terms of its quantile function.

关于随机分配过程最大值的性质

On the Properties of the Maximum of a Random Assignment Process

本文研究矩形矩阵上随机分配过程的最大值，推导了期望最大值的一阶渐近，证明了大数定律，并给出大偏差概率的指数上界。

患者分配调度问题的马尔可夫决策过程与近似动态规划

Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem

针对医院患者流管理中的患者分配调度问题，本文建立马尔可夫决策过程模型，并基于近似动态规划提出数值求解方法，以最小化长期期望成本，并用澳大利亚医院数据验证其应用潜力。