The full-information best-choice problem with uniform or gamma horizons
The full-information best-choice problem with uniform or gamma horizons
复制标题
均匀或伽玛视界的全信息最佳选择问题
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
I. David
中科院分区：
文献类型：
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作者：
Michael Bendersky;I. David
一个决策者必须从泊松流中选择一个i.i.d.出价，没有召回。流以均匀（在第一种情况下）或Erlang（在第二种情况下）分布在随机时间停止。我们明确解决问题的最大预期收益的出价，可能采取任何有限数量的值。同时给出了一种求解固定时域问题的快速算法。
A decision-maker has to choose one from among a Poisson stream of i.i.d. bids, with no recall. The stream stops at a random time with a uniform (in the first case) or Erlang (in the second case) distribution. We solve the problem explicitly for maximal expected gain for bids that may take on any finite number of values. A fast procedure to solve the problem for fixed horizon is presented as well.