par Bruss, F Thomas 
Référence Communications in Statistics. Stochastic Models, 14, page (241-264)
Publication Publié, 2007-03-21
Référence Communications in Statistics. Stochastic Models, 14, page (241-264)
Publication Publié, 2007-03-21
Article révisé par les pairs
| Résumé : | This article introduces a multi-purpose model to tackle best choice problems in different contexts. The model allows for a random number of options (items on which a decision has to be made), random freeze times (options may be withheld after some random time), random availability of options, and recall on options. Payoff functions allow for penalties for taking no decision, or for making a wrong choice. The emphasis of our new model is on trying to reach applicability to real world situations. We provide general formulae for optimal solutions or good approximations. A large example section is provided to show the tractability and insensitivity of solutions, and, in particular, the speed at which we can obtain them. |
