BAYES SEQUENTIAL STRATEGIES FOR CROSSING A FIELD CONTAINING ABSORPTION POINTS.
Abstract
A sequential decision problem is considered in which N particles have to cross a given field. Two alternative crossing paths are available. An unknown number of absorption points J sub 1 and J sub 2 are planted at each of the crossing paths. The bivariate prior distribution of (J sub 1, J sub 2) is given. If a particle passes close to an absorption point it may survive with probability s, 0 < s < 1. If a particle is absorbed, both the particle and the absorption point are ruined. There is no replacement of ruined absorption points. All absorption points act independently. The particles cross the field in a consecutive order, and a crossing path can be chosen for each particle. The objective is to maximize the expected number of survivors. The Bayes sequential procedure is characterized. The conditions under which the Bayes strategy is determined by the maximal posterior survival probabilities are specified. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 08, 1966
- Accession Number
- AD0638616
Entities
People
- Shelemyahu Zacks
Organizations
- Stanford University