par Bruss, F Thomas 
Référence Journal of Applied Probability, 24, 4, page (918-928)
Publication Publié, 1987-12
Référence Journal of Applied Probability, 24, 4, page (918-928)
Publication Publié, 1987-12
Article révisé par les pairs
| Résumé : | Cowan and Zabczyk (1978) have studied a continuons-time generalization of the so-called secretary problem, where options arise according to a homogeneous Poisson processes of known intensity λ. They gave the complete strategy maximizing the probability of accepting the Best option under the usual no-recall condition. In this paper, the solution is extended to the case where the intensity λ is unknown, and also to the case of an inhomogeneous Poisson process with intensity function λ(t), which is either supposed to be known or known up to a multiplicative constant. |
