The full-information best-choice problem with uniform or gamma horizons

被引：4

作者：

Bendersky, Michael ^{[1
]}

David, Israel ^{[2
]}

机构：

[1] Holon Inst Technol, Fac Technol Management, Holon, Israel

[2] Ben Gurion Univ Negev, Dept Ind Engn & Management, IL-84105 Beer Sheva, Israel

来源：

OPTIMIZATION | 2016年 / 65卷 / 04期

关键词：

full-information secretary problems; random horizon; fixed horizon; dynamic programming; 90C39; 60G40;

D O I：

10.1080/02331934.2015.1080253

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：765 / 778

页数：14

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