For any positive integer $n$, let $a_n$ denote the closest integer to $\sqrt{n}$, and let $b_n=n+a_n$. Determine the increasing sequence $(c_n)$ of positive integers which do not occur in the sequence $(b_n)$.
1. **Identify the closest integer to $\sqrt{n}$:**
   For any positive integer $n$, there exists a unique positive integer $m$ such that $m^2 \leq n < (m+1)^2$. This means $m$ is the integer part of $\sqrt{n}$.

2. **Determine $a_n$:**
   The closest integer to $\sqrt{n}$, denoted as $a_n$, can be either $m$ or $m+1$. The case $a_n = m$ happens when $\sqrt{n} < m + \frac{1}{2}$, which translates to:
   \[
   n < m^2 + m + \frac{1}{4} \implies n \leq m^2 + m
   \]
   Therefore, $a_n = m$ if $m^2 \leq n \leq m^2 + m$, and $a_n = m+1$ if $m^2 + m < n < (m+1)^2$.

3. **Form the sequence $b_n$:**
   The sequence $b_n$ is defined as $b_n = n + a_n$. We need to consider two cases:
   - If $a_n = m$, then $b_n = n + m$.
   - If $a_n = m+1$, then $b_n = n + m + 1$.

4. **Analyze the range of $b_n$:**
   For $n$ in the range $m^2 \leq n \leq m^2 + m$, $a_n = m$, so:
   \[
   b_n = n + m \quad \text{for} \quad m^2 \leq n \leq m^2 + m
   \]
   This gives us the sequence:
   \[
   m^2 + m, \ m^2 + m + 1, \ \ldots, \ m^2 + 2m
   \]

   For $n$ in the range $m^2 + m < n < (m+1)^2$, $a_n = m+1$, so:
   \[
   b_n = n + m + 1 \quad \text{for} \quad m^2 + m < n < (m+1)^2
   \]
   This gives us the sequence:
   \[
   m^2 + 2m + 2, \ m^2 + 2m + 3, \ \ldots, \ m^2 + 3m + 1
   \]

5. **Identify the missing values:**
   The next number in the sequence is $b_{(m+1)^2} = (m+1)^2 + m + 1 = m^2 + 3m + 2$. Therefore, the omitted value between the two ranges is:
   \[
   m^2 + 2m + 1
   \]
   This value is exactly $(m+1)^2$.

6. **Form the sequence $(c_n)$:**
   The sequence $(c_n)$ of positive integers which do not occur in the sequence $(b_n)$ is given by:
   \[
   c_n = n^2
   \]

The final answer is $\boxed{c_n = n^2}$