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5929概率中等数值题medium

Pay-Per-Look With Recall

题目

You may sample as many independent Uniform(0,1) values as you like, paying a cost c per sample. Recall is allowed, so at any time you may stop and collect the maximum value seen so far. With c = 0.125, find the optimal stopping rule (the reservation level r above which you stop) and the expected net payoff (max value collected minus total sampling cost).

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你的答案

optimal stopping rule (reservation level r)

expected net payoff