SINGLE-LEVEL STRATEGIES FOR FULL-INFORMATION BEST-CHOICE PROBLEMS. II

概要

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Continuing the work in the previous paper, Part I, we discuss some full-information best-choice problems and their extension to two-player competitive situation. Three problems are formulated and solved. (1) Best-choice problem where the objective is to select the k bests among sequentially arriving n r, v.s, iid with common uniform distribution on [0,1], (2) zero-sum best-choice game where each player's objective is to select a r.v. larger than or chosen by the opponent and players' priority is given in advance, and (3) non-zero-sum game variant of (2), where each player is given his own sequence of r.v.s individually. The strategies allowed are restricted to the single-level strategies, and in (1) and (2) the total number, N, of sequentially arriving r.v.s is also a r.v. obeying geometric distribution with parameter θ.
社団法人日本オペレーションズ・リサーチ学会の論文
1997-09-10