5924概率中等数值题medium
House-Selling Stationary Threshold
题目
Offers arrive sequentially and independently, each Uniform(0,1). After each offer you either accept it (and stop) or reject it forever (no recall) and wait for the next, paying a fixed search cost c per rejected offer. There is no deadline. For c = 0.02, find the optimal stationary acceptance threshold and the expected net payoff under it.
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你的答案
optimal stationary acceptance threshold
expected net payoff under it