2003年12月
A note on the full-information Poisson arrival selection problem
JOURNAL OF APPLIED PROBABILITY
- ,
- 巻
- 40
- 号
- 4
- 開始ページ
- 1147
- 終了ページ
- 1154
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- 出版者・発行元
- APPLIED PROBABILITY TRUST
This note studies a Poisson arrival selection problem for the full-information case with an unknown intensity lambda which has a Gamma prior density G(r, 1/a), where a > 0 and r is a natural number. For the no-information case with the same setting, the problem is monotone and the one-step look-ahead rule is an optimal stopping rule; in contrast, this note proves that the full-information case is not a monotone stopping problem.
- リンク情報
- ID情報
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- ISSN : 0021-9002
- Web of Science ID : WOS:000187154500022