On continuous-time two person full-information best choice problem with imperfect observation
Conference
·
OSTI ID:36403
A zero-sum game version of the continuous-time full-information best choice problem is considered. Two players observe sequentially a stream of iid random variables from a known continuous distribution appearing according to some renewal process with the object of choosing the largest one. The horizon of observation is a positive random variable independent of observations. The observations of the random variables are imperfect and the players are informed only whether it is greater than or less than some levels specified by both of them. The normal form of the game is derived. Poisson horizon case is examined in detail.
- OSTI ID:
- 36403
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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