Optimal Stopping Policy for Multivariate Sequences a Generalized Best Choice Problem
In the classical versions of “Best Choice Problem”, the sequence of offers is a random sample from a single known distribution. We present an extension of this problem in which the sequential offers are random variables but from multiple independent distributions. Each distribution function represen...
| Format: | Article |
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| Language: | English |
| Published: |
Iran University of Science & Technology
2010-09-01
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| Series: | International Journal of Industrial Engineering and Production Research |
| Subjects: | |
| Online Access: | http://ijiepr.iust.ac.ir/browse.php?a_code=A-10-12-2&slc_lang=en&sid=1 |