- Tytuł:
- Random priority two-person full-information best choice problem with imperfect observation
- Autorzy:
-
Porosiński, Zdzisław
Szajowski, Krzysztof - Powiązania:
- https://bibliotekanauki.pl/articles/1208161.pdf
- Data publikacji:
- 2000
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
mixed strategy
best choice problem
zero-sum game
stopping game - Opis:
- The following version of the two-player best choice problem is considered. Two players observe a sequence of i.i.d. random variables with a known continuous distribution. The random variables cannot be perfectly observed. Each time a random variable is sampled, the sampler is only informed whether it is greater than or less than some level specified by him. The aim of the players is to choose the best observation in the sequence (the maximal one). Each player can accept at most one realization of the process. If both want to accept the same observation then a random assignment mechanism is used. The zero-sum game approach is adopted. The normal form of the game is derived. It is shown that in the fixed horizon case the game has a solution in pure strategies whereas in the random horizon case with a geometric number of observations one player has a pure strategy and the other one has a mixed strategy from two pure strategies. The asymptotic behaviour of the solution is also studied.
- Źródło:
-
Applicationes Mathematicae; 2000, 27, 3; 251-263
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł