On continuous-time two person full-information best choice problem with imperfect observation
On continuous-time two person full-information best choice problem with imperfect observation
复制标题
不完善观测的连续时间两人全信息最佳选择问题
DOI：
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发表时间：
1994
期刊：
影响因子：
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通讯作者：
K. Szajowski
中科院分区：
文献类型：
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作者：
Z. Porosiński;K. Szajowski
考虑了连续时间全信息最优选择问题的零和博弈版本。两个参与者依次观察已知连续分布中出现的一系列随机变量，这些随机变量按照某种更新过程出现，目标是选择最大的一个。观测视界是一个独立于观测值的正随机变量。对随机变量的观察是不完美的，玩家只知道它是大于还是小于他们指定的某些水平。导出了该博弈的标准形式。对泊松视界情况进行了详细的研究。
A zero-sum game version of the continuous-time full-information best choice problem is considered. Two players observe sequentially a stream of iid random variables from a known continuous distribution appearing according to some renewal process with the object of choosing the largest one. The horizon of observation is a positive random variable independent of observations. The observations of the random variables are imperfect and the players are informed only whether it is greater than or less than some levels specified by both of them. The normal form of the game is derived. Poisson horizon case is examined in detail.