Recognizing the Maximum of a Sequence
作者:
JohnP. Gilbert,
Frederick Mosteller,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 313
页码: 35-73
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10502008
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The classical dowry, secretary, or beauty contest problem is extended in several directions. In trying to find sequentially the maximum of a random sequence of fixed length, the chooser can have one or several choices (section 2), no information about the distribution of the values (section 2), or at the other extreme, full information about the distribution and the value of the observation itself (section 3). He can have an opponent who alters the properties of the sequence (section 4). The payoff function may be 0 or 1 (sections 2–4), or it may be the value of the observation itself as in certain investment problems (section 5). Both theoretical and numerical results are given for optimum and near optimum play.
点击下载:
PDF (2132KB)
返 回