Non-Parametric Stochastic Sequential Assignment With Random Arrival Times

@article{Dervovic2021NonParametricSS,
  title={Non-Parametric Stochastic Sequential Assignment With Random Arrival Times},
  author={Danial Dervovic and Parisa Hassanzadeh and Samuel A. Assefa and P. Rajasekhara Reddy},
  journal={ArXiv},
  year={2021},
  volume={abs/2106.04944}
}
We consider a problem wherein jobs arrive at random times and assume random values. Upon each job arrival, the decision-maker must decide immediately whether or not to accept the job and gain the value on offer as a reward, with the constraint that they may only accept at most n jobs over some reference time period. The decision-maker only has access to M independent realisations of the job arrival process. We propose an algorithm, Non-Parametric Sequential Allocation (NPSA), for solving this… 
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