A Poisson Arrival Selection Problem for Gamma Prior Density with Parameter R=2
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چکیده
Bruss (1987) studied a continuous-time generalization of the so-called secretary problem, where options arise according to a homogeneous Poisson process of unknown intensity having an exponential prior density, G(1; 1=a). This article shows that this problem is monotone in the sense of Chow, Robbins, and Siegmund, and that the monotonicity remains for the secretary problem with Gamma prior intensity, G(2; 1=a). The optimal strategy for the problem is shown to be a threshold rule.
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تاریخ انتشار 1999