作者cyz ( )
站内NCTU-STAT96G
标题[转录]中研院
时间Sat Oct 20 22:35:13 2007
※ [本文转录自 NCTU-STAT95G 看板]
作者: mangogogo () 看板: NCTU-STAT95G
标题: 中研院
时间: Sat Oct 20 21:41:27 2007
中央研究院统计科学研究所
学 术 演 讲
讲 题：Some Marked Stopping Problems
演讲人：
Prof. Sheldon M. Ross(University of Southern California, USA)
时 间：2007年10月31日(星期三)上午10:30-12:00
地 点：中央研究院统计科学研究所二楼交谊厅
※茶会：上午10：10统计所二楼交谊厅
Abstract
In a marked stopping problem independent random variables Y(1), Y(2),
... are observed in sequence; after each observation the decision maker must
decide whether to mark that varaible or not. At some point the decision maker
stops observing and collects a return that depends on the sequence of values
that have been observed and the indices of those that have been marked. We
argue that if the return function is a convex and nondecreasing function of
each observation then the maximal expected return increases as the
variability of the distributions of the Y(i) increase.
A particular marked stopping problem we are interested in is one where
we have k items to sell, with offers arriving sequentially.In one variation
each new offer is either marked or not, and the problem ends when k offers
have been marked. However, the return function is k times the minimal marked
offer minus c times the number of offers observed. In a second variation
there is no marking, but at some time we stop and sell all k items at the kth
highest price observed.
In the preceding the offer distribution is assumed known. A Bayesian
model where it is unknown will also be discussed.
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哇 ROSS耶@@
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1F：推 josephw:冲阿 拿书给他签名阿 10/20 21:59
2F：→ josephw:可以拿影印板的嘛 哈哈哈 10/20 21:59
3F：推 mangogogo:好 拿应机跟机率给他签 ^^ 哈哈哈~ 10/20 22:02
4F：推 uso1626:COOL~ 10/20 22:06
5F：推 mangogogo:花那麽多钱买 哈哈 如果他帮我签 感觉那本书会发亮 哈哈 10/20 22:10
6F：推 cyz:cool~我也想拿书给他签名 借转喔 谢谢 ^ˇ^ 10/20 22:33
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◆ From: 140.113.114.204
7F：→ cyz:是随机课本的作者耶！这本书今年在国内卖到缺货,可惜我卖掉了. 10/20 22:35
8F：推 uso1626:应该很多人有他的机率课本吧 10/20 22:57