Abstract
For each job n (=1, …, N) there is an associated random variable Xn and for each person m (=1, …, N) there is an associated constant pm so that if job n is assigned to person m a reward pmXn is obtained. We do not assume that the Xn are necessarily independent. The jobs are observed sequentially and must be assigned nonanticipatively to the persons so as to maximise the total expected reward. The optimal assignment is established for both the case when N is finite and when N is infinite.
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