• Publications
  • Influence
Finite State Markovian Decision Processes
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A Sequential Stochastic Assignment Problem
Suppose there are n men available to perform n jobs. The n jobs occur in sequential order with the value of each job being a random variable X. Associated with each man is a probability p. If a "p"Expand
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Non-Parametric Up-and-down Experimentation
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On Sequential Decisions and Markov Chains
Several problems in the optimal control of dynamic systems are considered. When observed, a system is classifiable into one of a finite number of states and controlled by making one of a finiteExpand
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Probability models and applications
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A Renewal Decision Problem
A system e.g., a motor vehicle must operate for t units of time. A certain component e.g., a battery is essential for its operation and must be replaced each time it fails. There are n types ofExpand
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  • PDF
Asymptotic Optimal Policies for the Stochastic Sequential Assignment Problem
Certain sets of numbers {ain}, i = 0,..., n, n = 1, 2,..., are known characterize an optimal sequential assignment policy. In this paper the limiting behavior as n → ∞ of the ain's is studied.
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Ergodic Property of the Brownian Motion Process.
  • C. Derman
  • Physics, Medicine
  • Proceedings of the National Academy of Sciences…
  • 1 December 1954
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On the Evaluation of a Class of Inventory Policies for Perishable Products Such as Blood
A class of inventory and distribution policies for scheduled deliveries of perishable products subject to variable demand is modeled as a Markov chain with a manageable number of states. From itsExpand
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