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An apartment problem

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PL
Sekwncyjne poszukiwanie lokalu do wynajęcia
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Abstrakty
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In the 60 - ies of the last century, several optimization problems referring to the sequential methods were investigated. These tasks may include the Robbins’ problem of optimal stopping, the secretary problem (see the discussion paper by Ferguson [18]), the parking problem or the job search problem. Subtle details of the wording in these issues cause that each of these terms include family of problems that differ significantly in detail. These issues focused attention of a large group of mathematicians. One of the related topic has been the subject of Professor Jerzy Zabczyk attention. Based on the discussions with Professor Richard Cowan1 the model of choosing the best facility available from a random number of offers was established. In contemporary classification of the best choice problems it is the noinformation, continuous time, secretary problem with the Poisson stream of options and the finite horizon.
PL
W latach 60 -tych poprzedniego wieku analizowano wielu matematyków skupiało swoja uwagę na zadaniach optymalizacyjnych nawiązujących do sekwencyjnego przeszukiwania czy obserwacji. Do tych zadań można zaliczyć problem optymalnego zatrzymania Robbinsa, problem sekretarki, (dość obszerną analizę tego zagadnienia przeprowadził Ferguson [18]), zadanie optymalnego parkowania czy też problem poszukiwania pracy. Subtelne szczegóły tych zagadnień powodują, iż każde zagadnienie z wymienionych ma liczne wersje różniące się szczegółami, które powodują, iż mamy do czynienia całą rodziną modeli. Jedno z zagadnień zainteresowało profesora Jerzy Zabczyk. W wyniku dyskusji z profesorem Richardem Cowanem (w Warszawie ) stworzyli model poszukiwania najlepszego obiektu, gdy dostępnych obiektów jest losowa liczba. Wg współczesnej klasyfikacji problemów wyboru najlepszego obiektu jest to przypadek poszukiwania najlepszego obiektu przy braku informacji, z czasem ciągłym, gdy strumień zgłoszeń jest poissonowski a horyzont jest skończony, ustalony.
Rocznik
Strony
193--206
Opis fizyczny
Bibliogr. 45 poz.
Twórcy
autor
  • Wrocław University of Technology Instytute of Mathematics and Computer Sci. Wybrzeze Wyspianskiego 27, PL-50-370 Wrocław, Poland
Bibliografia
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  • Stopping. Houghton Miffin, Boston, 1971.
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  • [26] Anthony G. Mucci. On a class of secretary problems. Ann. Probab., 1:417–427, 1973. doi: 10.1214/aop/1176996936, Zbl 0261.60036.
  • [27] Joseph D. Petruccelli. On a best choice problem with partial information. Ann. Stat., 8:1171–1174, 1980. doi: 10.1214/aos/1176345156, Zbl 0459.62071.
  • [28] Joseph D. Petruccelli. Asymptotic full information for some best choice problems with partial information. Sankhya, Ser. A, 46:370–382, 1984. Zbl 0565.62064.
  • [29] E.L. Presman and I.M. Sonin. The best choice problem for a random number of objects. Theory Prob. Appl., 17:657 – 668, 1972. translation from Teori Verojatnostej i e e Primeneni, 17, 695–706, 1972. doi: 10.1137/1117078, MR 0314177, Zbl 0296.60031.
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  • [32] Will T. Rasmussen and Herbert Robbins. The candidate problem with unknown population size. J. Appl. Probability, 12(4):692–701, 1975. MR 0386187.
  • [33] G. Ravindran and K. Szajowski. Non-zero sum game with priority as Dynkin’s game. Math. Japonica, 37(3):401–413, 1992. MR 1162449.
  • [34] J.S. Rose. Twenty years of secretary problems: a survey of developments in the theory of optimal choice. Adv.in Management Studies, 1:53–64, 1982.
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  • [37] S.M. Samuels. An explicit formula for the limiting optimal success probability in the full information best choice problem. Mimeograph series, Purdue Univ. Stat. Dept., 1980.
  • [38] Stephen M. Samuels. Minimax stopping rules when the underlying distribution is uniform. J. Am. Stat. Assoc., 76:188–197, 1981. doi: 10.2307/2287066, Zbl 0459.62070.
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  • [41] Artur Suchwałko and Krzysztof Szajowski. On Bruss’ stopping problem with general gain function. In L. A. Petrosjan and V. V. Mazalov, editors, Game theory and applications IX. Papers from the workshop on networking games and resource allocation, Petrozavodsk, Russia, July 12–15, 2002., pages 157–167. Hauppauge, NY: Nova Science Publishers., 2003. MR 2040386 (2005k:60131), Zbl 1104.91011.
  • [42] K. Szajowski. A game version of the Cowan-Zabczyk-Bruss problem. Statist. Probab. Letters, 77:1683–1689, 2007. doi: 10.1016/j.spl.2007.04.008.
  • [43] Krzysztof Szajowski. Markov stopping games with random priority. Z. Oper. Res., 39(1):69 – 84, 1994. doi: 10.1007/BF01440735, Zbl 0805.90127.
  • [44] W. Tang, J.N. Bearden, and I. Tsetlin. Ultimatum deadlines. Management Science, 55(8):1423–1437, 2009. doi: 10.1287/mnsc.1090.1034.
  • [45] Ширяев, A. H. Статистический последователиыи анализ. Оптималиые правила остановки. Издат. “Наука”, Москва, 1976. Second edition, revised, MR 0445744.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-0dba606b-2791-43dd-bb2a-8064e4c6297e
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